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OIFIX vs. WMGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIFIX vs. WMGAX - 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 Growth Fund (WMGAX). The values are adjusted to include any dividend payments, if applicable.

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OIFIX vs. WMGAX - 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%
WMGAX
Delaware Ivy Mid Cap Growth Fund
-9.94%0.83%10.02%19.97%-30.68%16.22%48.56%38.01%-0.20%26.95%

Returns By Period

In the year-to-date period, OIFIX achieves a -0.72% return, which is significantly higher than WMGAX's -9.94% return. Over the past 10 years, OIFIX has underperformed WMGAX with an annualized return of 2.07%, while WMGAX has yielded a comparatively higher 10.30% 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%

WMGAX

1D
-0.82%
1M
-11.41%
YTD
-9.94%
6M
-13.30%
1Y
-0.56%
3Y*
2.52%
5Y*
-1.06%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIFIX vs. WMGAX - Expense Ratio Comparison

OIFIX has a 0.80% expense ratio, which is lower than WMGAX's 1.12% expense ratio.


Return for Risk

OIFIX vs. WMGAX — 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

WMGAX
WMGAX Risk / Return Rank: 55
Overall Rank
WMGAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WMGAX Sortino Ratio Rank: 55
Sortino Ratio Rank
WMGAX Omega Ratio Rank: 55
Omega Ratio Rank
WMGAX Calmar Ratio Rank: 44
Calmar Ratio Rank
WMGAX Martin Ratio Rank: 44
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. WMGAX - 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 Growth Fund (WMGAX). 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.


OIFIXWMGAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

-0.03

+0.96

Sortino ratio

Return per unit of downside risk

1.33

0.12

+1.21

Omega ratio

Gain probability vs. loss probability

1.17

1.02

+0.15

Calmar ratio

Return relative to maximum drawdown

1.60

-0.16

+1.76

Martin ratio

Return relative to average drawdown

4.82

-0.51

+5.33

OIFIX vs. WMGAX - Sharpe Ratio Comparison

The current OIFIX Sharpe Ratio is 0.93, which is higher than the WMGAX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of OIFIX and WMGAX, 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


OIFIXWMGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

-0.03

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.04

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.36

+0.52

Correlation

The correlation between OIFIX and WMGAX is -0.06. 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. WMGAX - Dividend Comparison

OIFIX's dividend yield for the trailing twelve months is around 3.89%, less than WMGAX's 12.32% 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%
WMGAX
Delaware Ivy Mid Cap Growth Fund
12.32%11.10%15.30%6.66%11.94%13.08%9.97%5.23%10.28%7.92%3.98%10.88%

Drawdowns

OIFIX vs. WMGAX - Drawdown Comparison

The maximum OIFIX drawdown since its inception was -19.46%, smaller than the maximum WMGAX drawdown of -53.74%. Use the drawdown chart below to compare losses from any high point for OIFIX and WMGAX.


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Drawdown Indicators


OIFIXWMGAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.46%

-53.74%

+34.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-16.16%

+13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-42.95%

+23.65%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-42.95%

+23.49%

Current Drawdown

Current decline from peak

-2.93%

-25.33%

+22.40%

Average Drawdown

Average peak-to-trough decline

-2.94%

-13.58%

+10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

4.96%

-4.00%

Volatility

OIFIX vs. WMGAX - Volatility Comparison

The current volatility for Optimum Fixed Income Fund (OIFIX) is 1.66%, while Delaware Ivy Mid Cap Growth Fund (WMGAX) has a volatility of 5.96%. This indicates that OIFIX experiences smaller price fluctuations and is considered to be less risky than WMGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIFIXWMGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

5.96%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

12.75%

-10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

22.95%

-18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

25.00%

-19.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

23.09%

-18.24%