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LLPFX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LLPFX vs. FGINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Longleaf Partners Fund (LLPFX) and Delaware Growth and Income Fund (FGINX). The values are adjusted to include any dividend payments, if applicable.

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LLPFX vs. FGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLPFX
Longleaf Partners Fund
-5.68%2.88%8.82%24.50%-23.20%23.42%10.27%16.81%-17.94%15.55%
FGINX
Delaware Growth and Income Fund
2.54%29.78%15.13%11.98%3.03%21.37%-0.08%25.64%-10.27%18.08%

Returns By Period

In the year-to-date period, LLPFX achieves a -5.68% return, which is significantly lower than FGINX's 2.54% return. Over the past 10 years, LLPFX has underperformed FGINX with an annualized return of 5.85%, while FGINX has yielded a comparatively higher 11.95% annualized return.


LLPFX

1D
0.43%
1M
-6.97%
YTD
-5.68%
6M
-2.56%
1Y
2.30%
3Y*
5.59%
5Y*
1.06%
10Y*
5.85%

FGINX

1D
-0.46%
1M
-6.03%
YTD
2.54%
6M
11.55%
1Y
27.00%
3Y*
21.05%
5Y*
14.57%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LLPFX vs. FGINX - Expense Ratio Comparison

LLPFX has a 0.79% expense ratio, which is lower than FGINX's 1.02% expense ratio.


Return for Risk

LLPFX vs. FGINX — Risk / Return Rank

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

LLPFX
LLPFX Risk / Return Rank: 77
Overall Rank
LLPFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
LLPFX Sortino Ratio Rank: 88
Sortino Ratio Rank
LLPFX Omega Ratio Rank: 77
Omega Ratio Rank
LLPFX Calmar Ratio Rank: 77
Calmar Ratio Rank
LLPFX Martin Ratio Rank: 77
Martin Ratio Rank

FGINX
FGINX Risk / Return Rank: 8888
Overall Rank
FGINX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FGINX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FGINX Omega Ratio Rank: 8787
Omega Ratio Rank
FGINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FGINX Martin Ratio Rank: 8989
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.

LLPFX vs. FGINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Fund (LLPFX) and Delaware Growth and Income Fund (FGINX). 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.


LLPFXFGINXDifference

Sharpe ratio

Return per unit of total volatility

0.12

1.77

-1.65

Sortino ratio

Return per unit of downside risk

0.31

2.38

-2.07

Omega ratio

Gain probability vs. loss probability

1.04

1.37

-0.33

Calmar ratio

Return relative to maximum drawdown

0.06

2.28

-2.22

Martin ratio

Return relative to average drawdown

0.18

9.83

-9.65

LLPFX vs. FGINX - Sharpe Ratio Comparison

The current LLPFX Sharpe Ratio is 0.12, which is lower than the FGINX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of LLPFX and FGINX, 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


LLPFXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

1.77

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.99

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.70

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.53

-0.03

Correlation

The correlation between LLPFX and FGINX is 0.80, 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

LLPFX vs. FGINX - Dividend Comparison

LLPFX's dividend yield for the trailing twelve months is around 13.64%, more than FGINX's 11.08% yield.


TTM20252024202320222021202020192018201720162015
LLPFX
Longleaf Partners Fund
13.64%12.87%1.02%0.67%4.49%7.79%2.95%5.44%22.49%8.85%2.10%18.65%
FGINX
Delaware Growth and Income Fund
11.08%11.28%12.40%7.11%7.04%11.97%6.59%51.75%25.36%5.13%4.12%5.66%

Drawdowns

LLPFX vs. FGINX - Drawdown Comparison

The maximum LLPFX drawdown since its inception was -65.74%, which is greater than FGINX's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for LLPFX and FGINX.


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Drawdown Indicators


LLPFXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-65.74%

-54.80%

-10.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-11.56%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-16.21%

-15.99%

Max Drawdown (10Y)

Largest decline over 10 years

-43.57%

-37.37%

-6.20%

Current Drawdown

Current decline from peak

-9.08%

-7.34%

-1.74%

Average Drawdown

Average peak-to-trough decline

-9.46%

-9.74%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

2.68%

+1.53%

Volatility

LLPFX vs. FGINX - Volatility Comparison

Longleaf Partners Fund (LLPFX) and Delaware Growth and Income Fund (FGINX) have volatilities of 3.59% and 3.56%, 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


LLPFXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.56%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

8.83%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

16.14%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

14.86%

+3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

17.03%

+2.28%