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OIFIX vs. DCCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIFIX vs. DCCIX - Performance Comparison

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

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OIFIX vs. DCCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIFIX
Optimum Fixed Income Fund
-0.72%7.64%1.49%5.90%-13.96%-1.78%11.14%8.63%-0.70%4.50%
DCCIX
Delaware Small Cap Core Fund
-3.22%4.59%10.27%14.65%-15.94%23.23%14.81%26.04%-11.82%14.06%

Returns By Period

In the year-to-date period, OIFIX achieves a -0.72% return, which is significantly higher than DCCIX's -3.22% return. Over the past 10 years, OIFIX has underperformed DCCIX with an annualized return of 2.07%, while DCCIX has yielded a comparatively higher 8.95% annualized return.


OIFIX

1D
0.49%
1M
-2.37%
YTD
-0.72%
6M
0.35%
1Y
3.88%
3Y*
3.78%
5Y*
0.06%
10Y*
2.07%

DCCIX

1D
-0.54%
1M
-8.10%
YTD
-3.22%
6M
-1.28%
1Y
10.18%
3Y*
7.69%
5Y*
3.25%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIFIX vs. DCCIX - Expense Ratio Comparison

OIFIX has a 0.80% expense ratio, which is lower than DCCIX's 0.81% expense ratio.


Return for Risk

OIFIX vs. DCCIX — Risk / Return Rank

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

OIFIX
OIFIX Risk / Return Rank: 4949
Overall Rank
OIFIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
OIFIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
OIFIX Omega Ratio Rank: 3333
Omega Ratio Rank
OIFIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
OIFIX Martin Ratio Rank: 4949
Martin Ratio Rank

DCCIX
DCCIX Risk / Return Rank: 1818
Overall Rank
DCCIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DCCIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
DCCIX Omega Ratio Rank: 1818
Omega Ratio Rank
DCCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
DCCIX Martin Ratio Rank: 1919
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. DCCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimum Fixed Income Fund (OIFIX) and Delaware Small Cap Core Fund (DCCIX). 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.


OIFIXDCCIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.47

+0.46

Sortino ratio

Return per unit of downside risk

1.33

0.81

+0.52

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

1.60

0.50

+1.11

Martin ratio

Return relative to average drawdown

4.82

1.91

+2.91

OIFIX vs. DCCIX - Sharpe Ratio Comparison

The current OIFIX Sharpe Ratio is 0.93, which is higher than the DCCIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of OIFIX and DCCIX, 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


OIFIXDCCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.47

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.16

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.41

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.45

+0.43

Correlation

The correlation between OIFIX and DCCIX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

OIFIX vs. DCCIX - Dividend Comparison

OIFIX's dividend yield for the trailing twelve months is around 3.89%, less than DCCIX's 4.55% yield.


TTM20252024202320222021202020192018201720162015
OIFIX
Optimum Fixed Income Fund
3.89%3.86%3.97%3.23%3.42%2.21%6.88%3.22%2.43%2.50%2.17%3.24%
DCCIX
Delaware Small Cap Core Fund
4.55%4.40%1.18%4.17%3.82%6.35%0.40%2.03%10.74%7.97%1.11%3.11%

Drawdowns

OIFIX vs. DCCIX - Drawdown Comparison

The maximum OIFIX drawdown since its inception was -19.46%, smaller than the maximum DCCIX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for OIFIX and DCCIX.


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Drawdown Indicators


OIFIXDCCIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.46%

-59.44%

+39.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-14.65%

+11.75%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-26.71%

+7.41%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-39.44%

+19.98%

Current Drawdown

Current decline from peak

-2.93%

-10.23%

+7.30%

Average Drawdown

Average peak-to-trough decline

-2.94%

-9.34%

+6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

3.85%

-2.89%

Volatility

OIFIX vs. DCCIX - Volatility Comparison

The current volatility for Optimum Fixed Income Fund (OIFIX) is 1.66%, while Delaware Small Cap Core Fund (DCCIX) has a volatility of 5.52%. This indicates that OIFIX experiences smaller price fluctuations and is considered to be less risky than DCCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIFIXDCCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

5.52%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

11.65%

-9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

21.63%

-17.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

20.97%

-15.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

22.13%

-17.28%