OIFIX vs. OILGX
OIFIX (Optimum Fixed Income Fund) and OILGX (Optimum Large Cap Growth Fund) are both mutual funds - OIFIX is a Intermediate Core-Plus Bond fund managed by Delaware Funds, while OILGX is a Large Cap Growth Equities fund managed by Delaware Funds. Over the past 10 years, OIFIX returned 2.03%/yr vs 17.42%/yr for OILGX. At a correlation of -0.05, they often move in opposite directions. OIFIX charges 0.80%/yr vs 0.89%/yr for OILGX.
Performance
OIFIX vs. OILGX - Performance Comparison
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Returns By Period
In the year-to-date period, OIFIX achieves a 0.24% return, which is significantly lower than OILGX's 5.18% return. Over the past 10 years, OIFIX has underperformed OILGX with an annualized return of 2.03%, while OILGX has yielded a comparatively higher 17.42% 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%
OILGX
- 1D
- -1.02%
- 1M
- -1.51%
- YTD
- 5.18%
- 6M
- 3.73%
- 1Y
- 21.74%
- 3Y*
- 26.78%
- 5Y*
- 12.56%
- 10Y*
- 17.42%
OIFIX vs. OILGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
OILGX Optimum Large Cap Growth Fund | 5.18% | 15.97% | 49.90% | 41.16% | -34.69% | 17.88% | 33.81% | 31.34% | -0.80% | 32.46% |
Correlation
The correlation between OIFIX and OILGX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2003 | -0.05 |
The correlation between OIFIX and OILGX shifts across timeframes, from -0.05 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
OIFIX vs. OILGX — Risk / Return Rank
OIFIX
OILGX
OIFIX vs. OILGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum Fixed Income Fund (OIFIX) and Optimum Large Cap Growth Fund (OILGX). 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.
| OIFIX | OILGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.52 | +0.14 |
| Martin ratioReturn relative to average drawdown | 4.88 | 5.21 | -0.33 |
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Drawdowns
OIFIX vs. OILGX - Drawdown Comparison
The maximum OIFIX drawdown since its inception was -19.46%, smaller than the maximum OILGX drawdown of -54.28%. Use the drawdown chart below to compare losses from any high point for OIFIX and OILGX.
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Drawdown Indicators
| OIFIX | OILGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.46% | -54.28% | +34.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -15.31% | +12.35% |
Max Drawdown (3Y)Largest decline over 3 years | -6.67% | -23.75% | +17.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -39.97% | +20.67% |
Max Drawdown (10Y)Largest decline over 10 years | -19.46% | -39.97% | +20.51% |
Current DrawdownCurrent decline from peak | -1.99% | -4.70% | +2.71% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -8.47% | +5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 4.44% | -3.43% |
Volatility
OIFIX vs. OILGX - Volatility Comparison
The current volatility for Optimum Fixed Income Fund (OIFIX) is 1.12%, while Optimum Large Cap Growth Fund (OILGX) has a volatility of 6.10%. This indicates that OIFIX experiences smaller price fluctuations and is considered to be less risky than OILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OIFIX | OILGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 6.10% | -4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 13.01% | -10.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.90% | 16.86% | -12.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 23.52% | -17.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.88% | 22.10% | -17.22% |
OIFIX vs. OILGX - Expense Ratio Comparison
OIFIX has a 0.80% expense ratio, which is lower than OILGX's 0.89% expense ratio.
Dividends
OIFIX vs. OILGX - Dividend Comparison
OIFIX's dividend yield for the trailing twelve months is around 3.85%, less than OILGX's 13.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
OILGX Optimum Large Cap Growth Fund | 13.36% | 14.05% | 20.62% | 11.50% | 4.95% | 14.42% | 7.72% | 2.98% | 14.76% | 18.13% | 3.68% | 10.49% |
Frequently Asked Questions
OIFIX and OILGX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILGX has higher volatility (6.10%) compared to OIFIX (1.12%). In terms of maximum drawdown, OIFIX dropped -19.46% vs OILGX's -54.28%.
OILGX currently has the higher Sharpe Ratio (1.38 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.
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