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OIIEX vs. WLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIIEX vs. WLGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimum International Fund (OIIEX) and Delaware Ivy Large Cap Growth Fund (WLGAX). The values are adjusted to include any dividend payments, if applicable.

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OIIEX vs. WLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIIEX
Optimum International Fund
-3.43%25.99%8.41%17.37%-23.04%8.52%12.57%19.60%-13.98%30.46%
WLGAX
Delaware Ivy Large Cap Growth Fund
-15.30%8.89%25.97%37.78%-27.04%29.95%30.75%36.52%2.37%29.02%

Returns By Period

In the year-to-date period, OIIEX achieves a -3.43% return, which is significantly higher than WLGAX's -15.30% return. Over the past 10 years, OIIEX has underperformed WLGAX with an annualized return of 7.51%, while WLGAX has yielded a comparatively higher 14.04% 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%

WLGAX

1D
0.32%
1M
-8.12%
YTD
-15.30%
6M
-14.93%
1Y
-1.01%
3Y*
12.35%
5Y*
8.40%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIIEX vs. WLGAX - Expense Ratio Comparison

OIIEX has a 1.04% expense ratio, which is higher than WLGAX's 0.89% expense ratio.


Return for Risk

OIIEX vs. WLGAX — Risk / Return Rank

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

OIIEX
OIIEX Risk / Return Rank: 4343
Overall Rank
OIIEX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
OIIEX Sortino Ratio Rank: 4141
Sortino Ratio Rank
OIIEX Omega Ratio Rank: 4343
Omega Ratio Rank
OIIEX Calmar Ratio Rank: 4444
Calmar Ratio Rank
OIIEX Martin Ratio Rank: 4242
Martin Ratio Rank

WLGAX
WLGAX Risk / Return Rank: 55
Overall Rank
WLGAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WLGAX Sortino Ratio Rank: 55
Sortino Ratio Rank
WLGAX Omega Ratio Rank: 55
Omega Ratio Rank
WLGAX Calmar Ratio Rank: 44
Calmar Ratio Rank
WLGAX 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.

OIIEX vs. WLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimum International Fund (OIIEX) and Delaware Ivy Large Cap Growth Fund (WLGAX). 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.


OIIEXWLGAXDifference

Sharpe ratio

Return per unit of total volatility

0.91

-0.04

+0.95

Sortino ratio

Return per unit of downside risk

1.29

0.08

+1.21

Omega ratio

Gain probability vs. loss probability

1.19

1.01

+0.18

Calmar ratio

Return relative to maximum drawdown

1.13

-0.16

+1.29

Martin ratio

Return relative to average drawdown

4.35

-0.55

+4.90

OIIEX vs. WLGAX - Sharpe Ratio Comparison

The current OIIEX Sharpe Ratio is 0.91, which is higher than the WLGAX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of OIIEX and WLGAX, 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


OIIEXWLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

-0.04

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.41

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.68

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.43

-0.09

Correlation

The correlation between OIIEX and WLGAX is 0.70, 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. WLGAX - Dividend Comparison

OIIEX's dividend yield for the trailing twelve months is around 1.45%, less than WLGAX's 9.93% yield.


TTM20252024202320222021202020192018201720162015
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%
WLGAX
Delaware Ivy Large Cap Growth Fund
9.93%8.41%3.31%3.07%12.91%9.68%6.56%12.84%14.16%4.45%5.19%6.43%

Drawdowns

OIIEX vs. WLGAX - Drawdown Comparison

The maximum OIIEX drawdown since its inception was -58.10%, which is greater than WLGAX's maximum drawdown of -49.78%. Use the drawdown chart below to compare losses from any high point for OIIEX and WLGAX.


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Drawdown Indicators


OIIEXWLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.10%

-49.78%

-8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-18.12%

+6.19%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-37.00%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.43%

-37.00%

-0.43%

Current Drawdown

Current decline from peak

-11.52%

-17.85%

+6.33%

Average Drawdown

Average peak-to-trough decline

-12.52%

-13.18%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

5.36%

-2.27%

Volatility

OIIEX vs. WLGAX - Volatility Comparison

Optimum International Fund (OIIEX) has a higher volatility of 7.29% compared to Delaware Ivy Large Cap Growth Fund (WLGAX) at 4.94%. This indicates that OIIEX's price experiences larger fluctuations and is considered to be riskier than WLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIIEXWLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

4.94%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

10.92%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

19.27%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

20.58%

-4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

20.63%

-3.61%