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FIUSX vs. TGVOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIUSX vs. TGVOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Opportunity Fund (FIUSX) and TCW Relative Value Mid Cap Fund (TGVOX). The values are adjusted to include any dividend payments, if applicable.

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FIUSX vs. TGVOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIUSX
Delaware Opportunity Fund
5.51%12.60%14.07%11.68%-9.62%30.95%0.88%29.58%-15.71%18.67%
TGVOX
TCW Relative Value Mid Cap Fund
3.04%15.53%17.26%15.99%-11.80%31.99%3.66%29.34%-22.17%19.74%

Returns By Period

In the year-to-date period, FIUSX achieves a 5.51% return, which is significantly higher than TGVOX's 3.04% return. Over the past 10 years, FIUSX has underperformed TGVOX with an annualized return of 9.80%, while TGVOX has yielded a comparatively higher 11.18% annualized return.


FIUSX

1D
-0.89%
1M
-6.21%
YTD
5.51%
6M
8.16%
1Y
24.63%
3Y*
15.29%
5Y*
9.33%
10Y*
9.80%

TGVOX

1D
-0.79%
1M
-7.80%
YTD
3.04%
6M
7.64%
1Y
23.04%
3Y*
16.71%
5Y*
9.55%
10Y*
11.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIUSX vs. TGVOX - Expense Ratio Comparison

FIUSX has a 1.15% expense ratio, which is higher than TGVOX's 0.85% expense ratio.


Return for Risk

FIUSX vs. TGVOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIUSX
FIUSX Risk / Return Rank: 7878
Overall Rank
FIUSX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FIUSX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIUSX Omega Ratio Rank: 7676
Omega Ratio Rank
FIUSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FIUSX Martin Ratio Rank: 8383
Martin Ratio Rank

TGVOX
TGVOX Risk / Return Rank: 6464
Overall Rank
TGVOX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TGVOX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TGVOX Omega Ratio Rank: 6565
Omega Ratio Rank
TGVOX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TGVOX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIUSX vs. TGVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Opportunity Fund (FIUSX) and TCW Relative Value Mid Cap Fund (TGVOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FIUSXTGVOXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.16

+0.22

Sortino ratio

Return per unit of downside risk

1.98

1.64

+0.34

Omega ratio

Gain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

1.74

1.40

+0.34

Martin ratio

Return relative to average drawdown

8.42

6.22

+2.20

FIUSX vs. TGVOX - Sharpe Ratio Comparison

The current FIUSX Sharpe Ratio is 1.38, which is comparable to the TGVOX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FIUSX and TGVOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIUSXTGVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.16

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.49

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.50

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.42

+0.01

Correlation

The correlation between FIUSX and TGVOX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIUSX vs. TGVOX - Dividend Comparison

FIUSX's dividend yield for the trailing twelve months is around 10.93%, less than TGVOX's 21.06% yield.


TTM20252024202320222021202020192018201720162015
FIUSX
Delaware Opportunity Fund
10.93%11.53%12.68%2.85%8.96%5.62%1.60%40.65%12.11%6.00%4.23%1.14%
TGVOX
TCW Relative Value Mid Cap Fund
21.06%21.70%9.54%2.34%2.54%12.69%0.75%2.43%9.90%8.25%0.56%16.12%

Drawdowns

FIUSX vs. TGVOX - Drawdown Comparison

The maximum FIUSX drawdown since its inception was -56.30%, roughly equal to the maximum TGVOX drawdown of -58.14%. Use the drawdown chart below to compare losses from any high point for FIUSX and TGVOX.


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Drawdown Indicators


FIUSXTGVOXDifference

Max Drawdown

Largest peak-to-trough decline

-56.30%

-58.14%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-15.42%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-23.81%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-46.38%

-51.10%

+4.72%

Current Drawdown

Current decline from peak

-6.66%

-8.65%

+1.99%

Average Drawdown

Average peak-to-trough decline

-9.50%

-10.35%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.47%

-0.80%

Volatility

FIUSX vs. TGVOX - Volatility Comparison

Delaware Opportunity Fund (FIUSX) and TCW Relative Value Mid Cap Fund (TGVOX) have volatilities of 5.06% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIUSXTGVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

4.90%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

11.15%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

20.68%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

19.62%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.52%

22.31%

-1.79%