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OIFIX vs. CXHYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OIFIX vs. CXHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimum Fixed Income Fund (OIFIX) and Delaware National High-Yield Municipal Bond Fund (CXHYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OIFIX achieves a 0.24% return, which is significantly lower than CXHYX's 2.29% return. Over the past 10 years, OIFIX has underperformed CXHYX with an annualized return of 2.03%, while CXHYX has yielded a comparatively higher 3.26% annualized return.


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%

CXHYX

1D
0.00%
1M
1.51%
YTD
2.29%
6M
2.85%
1Y
5.56%
3Y*
4.41%
5Y*
0.78%
10Y*
3.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OIFIX vs. CXHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CXHYX
Delaware National High-Yield Municipal Bond Fund
2.29%1.71%5.76%8.26%-14.85%7.86%6.49%11.52%1.58%10.15%

Correlation

The correlation between OIFIX and CXHYX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.55

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

0.52

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

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2003

0.48

The correlation between OIFIX and CXHYX has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

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Return for Risk

OIFIX vs. CXHYX — Risk / Return Rank

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

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

CXHYX
CXHYX Risk / Return Rank: 2929
Overall Rank
CXHYX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CXHYX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CXHYX Omega Ratio Rank: 3636
Omega Ratio Rank
CXHYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
CXHYX Martin Ratio Rank: 2222
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.

OIFIX vs. CXHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimum Fixed Income Fund (OIFIX) and Delaware National High-Yield Municipal Bond Fund (CXHYX). 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.


OIFIXCXHYXDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.22

1.30

-0.07

Calmar ratioReturn relative to maximum drawdown

1.66

1.73

-0.07

Martin ratioReturn relative to average drawdown

4.88

4.96

-0.08

OIFIX vs. CXHYX - Sharpe Ratio Comparison

The current OIFIX Sharpe Ratio is 1.26, which is comparable to the CXHYX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of OIFIX and CXHYX, 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

OIFIX vs. CXHYX - Drawdown Comparison

The maximum OIFIX drawdown since its inception was -19.46%, smaller than the maximum CXHYX drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for OIFIX and CXHYX.


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Drawdown Indicators


OIFIXCXHYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.46%

-21.82%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-3.31%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-6.67%

-9.55%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-20.11%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-20.11%

+0.65%

Current Drawdown

Current decline from peak

-1.99%

-0.41%

-1.58%

Average Drawdown

Average peak-to-trough decline

-2.93%

-2.58%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.15%

-0.14%

Volatility

OIFIX vs. CXHYX - Volatility Comparison

Optimum Fixed Income Fund (OIFIX) and Delaware National High-Yield Municipal Bond Fund (CXHYX) have volatilities of 1.12% and 1.09%, 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


OIFIXCXHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.09%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

2.83%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.90%

4.04%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

6.08%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.88%

5.81%

-0.93%

OIFIX vs. CXHYX - Expense Ratio Comparison

OIFIX has a 0.80% expense ratio, which is lower than CXHYX's 0.85% expense ratio.


Dividends

OIFIX vs. CXHYX - Dividend Comparison

OIFIX's dividend yield for the trailing twelve months is around 3.85%, less than CXHYX's 4.97% yield.


PositionTTM20252024202320222021202020192018201720162015
CXHYX
Delaware National High-Yield Municipal Bond Fund
4.97%6.41%5.43%3.99%4.94%3.61%4.42%5.27%4.92%4.98%3.87%3.77%
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


OIFIX and CXHYX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OIFIX has higher volatility (1.12%) compared to CXHYX (1.09%). In terms of maximum drawdown, OIFIX dropped -19.46% vs CXHYX's -21.82%.

CXHYX currently has the higher Sharpe Ratio (1.42 vs 1.26), 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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