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IVOIX vs. OIFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVOIX vs. OIFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) and Optimum Fixed Income Fund (OIFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVOIX achieves a 7.38% return, which is significantly higher than OIFIX's 0.24% return. Over the past 10 years, IVOIX has outperformed OIFIX with an annualized return of 10.26%, while OIFIX has yielded a comparatively lower 2.03% annualized return.


IVOIX

1D
-0.98%
1M
1.51%
YTD
7.38%
6M
5.95%
1Y
12.33%
3Y*
12.29%
5Y*
7.18%
10Y*
10.26%

OIFIX

1D
-0.24%
1M
0.73%
YTD
0.24%
6M
0.48%
1Y
4.51%
3Y*
4.25%
5Y*
-0.08%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVOIX vs. OIFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVOIX
Delaware Ivy Mid Cap Income Opportunities Fund
7.38%8.91%9.08%17.95%-14.67%25.76%8.17%26.84%-4.27%12.28%
OIFIX
Optimum Fixed Income Fund
0.24%7.64%1.49%5.90%-13.96%-1.78%11.14%8.63%-0.70%4.50%

Correlation

The correlation between IVOIX and OIFIX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.04

Over the past year, IVOIX and OIFIX have become more correlated (0.41) than their long-term average of 0.04, meaning their price movements have been converging.

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Return for Risk

IVOIX vs. OIFIX — Risk / Return Rank

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

IVOIX
IVOIX Risk / Return Rank: 1616
Overall Rank
IVOIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IVOIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
IVOIX Omega Ratio Rank: 1515
Omega Ratio Rank
IVOIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
IVOIX Martin Ratio Rank: 1616
Martin Ratio Rank

OIFIX
OIFIX Risk / Return Rank: 2323
Overall Rank
OIFIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
OIFIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
OIFIX Omega Ratio Rank: 2121
Omega Ratio Rank
OIFIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
OIFIX Martin Ratio Rank: 2121
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.

IVOIX vs. OIFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) and Optimum Fixed Income Fund (OIFIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IVOIXOIFIXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratioReturn relative to maximum drawdown

1.45

1.66

-0.21

Martin ratioReturn relative to average drawdown

4.10

4.88

-0.78

IVOIX vs. OIFIX - Sharpe Ratio Comparison

The current IVOIX Sharpe Ratio is 1.04, which is comparable to the OIFIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IVOIX and OIFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IVOIX vs. OIFIX - Drawdown Comparison

The maximum IVOIX drawdown since its inception was -41.17%, which is greater than OIFIX's maximum drawdown of -19.46%. Use the drawdown chart below to compare losses from any high point for IVOIX and OIFIX.


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Drawdown Indicators


IVOIXOIFIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.17%

-19.46%

-21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-2.96%

-6.54%

Max Drawdown (3Y)

Largest decline over 3 years

-19.75%

-6.67%

-13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.87%

-19.30%

-2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.17%

-19.46%

-21.71%

Current Drawdown

Current decline from peak

-1.67%

-1.99%

+0.32%

Average Drawdown

Average peak-to-trough decline

-4.96%

-2.93%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

1.01%

+2.33%

Volatility

IVOIX vs. OIFIX - Volatility Comparison

Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) has a higher volatility of 3.60% compared to Optimum Fixed Income Fund (OIFIX) at 1.12%. This indicates that IVOIX's price experiences larger fluctuations and is considered to be riskier than OIFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVOIXOIFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

1.12%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

2.88%

+7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

3.90%

+9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

5.91%

+11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

4.88%

+14.16%

IVOIX vs. OIFIX - Expense Ratio Comparison

IVOIX has a 0.83% expense ratio, which is higher than OIFIX's 0.80% expense ratio.


Dividends

IVOIX vs. OIFIX - Dividend Comparison

IVOIX's dividend yield for the trailing twelve months is around 14.17%, more than OIFIX's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
IVOIX
Delaware Ivy Mid Cap Income Opportunities Fund
14.17%15.79%11.69%5.43%4.44%3.50%1.75%2.05%4.31%1.42%1.10%2.10%
OIFIX
Optimum Fixed Income Fund
3.85%3.86%3.97%3.23%3.42%2.21%6.88%3.22%2.43%2.50%2.17%3.24%

Frequently Asked Questions


IVOIX and OIFIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVOIX has higher volatility (3.60%) compared to OIFIX (1.12%). In terms of maximum drawdown, IVOIX dropped -41.17% vs OIFIX's -19.46%.

OIFIX currently has the higher Sharpe Ratio (1.26 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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