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OIFIX vs. IVOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OIFIX vs. IVOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimum Fixed Income Fund (OIFIX) and Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX). 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 IVOIX's 7.38% return. Over the past 10 years, OIFIX has underperformed IVOIX with an annualized return of 2.03%, while IVOIX has yielded a comparatively higher 10.26% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OIFIX vs. IVOIX - 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%
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%

Correlation

The correlation between OIFIX and IVOIX 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, OIFIX and IVOIX 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

OIFIX vs. IVOIX — 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

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
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. IVOIX - Risk-Adjusted Trends Comparison

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


OIFIXIVOIXDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratioReturn relative to maximum drawdown

1.66

1.45

+0.21

Martin ratioReturn relative to average drawdown

4.88

4.10

+0.78

OIFIX vs. IVOIX - Sharpe Ratio Comparison

The current OIFIX Sharpe Ratio is 1.26, which is comparable to the IVOIX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of OIFIX and IVOIX, 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. IVOIX - Drawdown Comparison

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


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Drawdown Indicators


OIFIXIVOIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.46%

-41.17%

+21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-9.50%

+6.54%

Max Drawdown (3Y)

Largest decline over 3 years

-6.67%

-19.75%

+13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-21.87%

+2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-41.17%

+21.71%

Current Drawdown

Current decline from peak

-1.99%

-1.67%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.93%

-4.96%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

3.34%

-2.33%

Volatility

OIFIX vs. IVOIX - Volatility Comparison

The current volatility for Optimum Fixed Income Fund (OIFIX) is 1.12%, while Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) has a volatility of 3.60%. This indicates that OIFIX experiences smaller price fluctuations and is considered to be less risky than IVOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIFIXIVOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

3.60%

-2.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

9.89%

-7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.90%

13.16%

-9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

17.41%

-11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.88%

19.04%

-14.16%

OIFIX vs. IVOIX - Expense Ratio Comparison

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


Dividends

OIFIX vs. IVOIX - Dividend Comparison

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


OIFIX and IVOIX 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, OIFIX dropped -19.46% vs IVOIX's -41.17%.

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.

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