OIIEX vs. DDVIX
Compare and contrast key facts about Optimum International Fund (OIIEX) and Delaware Value Fund (DDVIX).
OIIEX is managed by Delaware Funds. It was launched on Aug 1, 2003. DDVIX is managed by Delaware Funds. It was launched on Sep 14, 1998.
Performance
OIIEX vs. DDVIX - Performance Comparison
Loading graphics...
OIIEX vs. DDVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIIEX Optimum International Fund | -3.43% | 25.99% | 8.41% | 17.37% | -23.04% | 8.52% | 12.57% | 19.60% | -13.98% | 30.46% |
DDVIX Delaware Value Fund | 1.00% | 11.38% | 6.76% | 2.09% | -3.60% | 22.05% | 0.65% | 20.26% | -2.99% | 13.64% |
Returns By Period
In the year-to-date period, OIIEX achieves a -3.43% return, which is significantly lower than DDVIX's 1.00% return. Over the past 10 years, OIIEX has underperformed DDVIX with an annualized return of 7.51%, while DDVIX has yielded a comparatively higher 8.02% annualized return.
OIIEX
- 1D
- 0.46%
- 1M
- -11.52%
- YTD
- -3.43%
- 6M
- -0.27%
- 1Y
- 16.97%
- 3Y*
- 12.39%
- 5Y*
- 4.08%
- 10Y*
- 7.51%
DDVIX
- 1D
- 0.00%
- 1M
- -7.74%
- YTD
- 1.00%
- 6M
- 4.29%
- 1Y
- 12.44%
- 3Y*
- 8.44%
- 5Y*
- 5.77%
- 10Y*
- 8.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OIIEX vs. DDVIX - Expense Ratio Comparison
OIIEX has a 1.04% expense ratio, which is higher than DDVIX's 0.68% expense ratio.
Return for Risk
OIIEX vs. DDVIX — Risk / Return Rank
OIIEX
DDVIX
OIIEX vs. DDVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum International Fund (OIIEX) and Delaware Value Fund (DDVIX). 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.
| OIIEX | DDVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.83 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.24 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 0.98 | +0.15 |
Martin ratioReturn relative to average drawdown | 4.35 | 3.83 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OIIEX | DDVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.83 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.40 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.47 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.43 | -0.09 |
Correlation
The correlation between OIIEX and DDVIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
OIIEX vs. DDVIX - Dividend Comparison
OIIEX's dividend yield for the trailing twelve months is around 1.45%, less than DDVIX's 27.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIIEX Optimum International Fund | 1.45% | 1.40% | 1.62% | 1.37% | 3.08% | 15.53% | 3.16% | 2.10% | 8.98% | 2.06% | 1.16% | 0.80% |
DDVIX Delaware Value Fund | 27.90% | 28.24% | 32.45% | 11.92% | 10.60% | 25.18% | 3.11% | 4.87% | 6.45% | 4.02% | 2.51% | 2.75% |
Drawdowns
OIIEX vs. DDVIX - Drawdown Comparison
The maximum OIIEX drawdown since its inception was -58.10%, which is greater than DDVIX's maximum drawdown of -53.49%. Use the drawdown chart below to compare losses from any high point for OIIEX and DDVIX.
Loading graphics...
Drawdown Indicators
| OIIEX | DDVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.10% | -53.49% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.57% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -37.09% | -18.35% | -18.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -37.52% | +0.09% |
Current DrawdownCurrent decline from peak | -11.52% | -8.45% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -12.52% | -8.20% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.08% | +0.01% |
Volatility
OIIEX vs. DDVIX - Volatility Comparison
Optimum International Fund (OIIEX) has a higher volatility of 7.29% compared to Delaware Value Fund (DDVIX) at 3.95%. This indicates that OIIEX's price experiences larger fluctuations and is considered to be riskier than DDVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OIIEX | DDVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 3.95% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 8.80% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 16.16% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 14.50% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 17.09% | -0.07% |