OILGX vs. DEMIX
Compare and contrast key facts about Optimum Large Cap Growth Fund (OILGX) and Delaware Emerging Markets Fund (DEMIX).
OILGX is managed by Delaware Funds. It was launched on Aug 1, 2003. DEMIX is managed by Delaware Funds. It was launched on Jun 9, 1996.
Performance
OILGX vs. DEMIX - Performance Comparison
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OILGX vs. DEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OILGX Optimum Large Cap Growth Fund | -11.98% | 15.97% | 49.90% | 41.16% | -34.69% | 17.88% | 33.81% | 31.34% | -0.80% | 32.46% |
DEMIX Delaware Emerging Markets Fund | 13.36% | 86.79% | 6.52% | 17.59% | -28.66% | -2.08% | 26.09% | 24.33% | -17.10% | 41.98% |
Returns By Period
In the year-to-date period, OILGX achieves a -11.98% return, which is significantly lower than DEMIX's 13.36% return. Both investments have delivered pretty close results over the past 10 years, with OILGX having a 14.92% annualized return and DEMIX not far behind at 14.40%.
OILGX
- 1D
- -0.73%
- 1M
- -8.75%
- YTD
- -11.98%
- 6M
- -10.54%
- 1Y
- 14.24%
- 3Y*
- 23.57%
- 5Y*
- 10.65%
- 10Y*
- 14.92%
DEMIX
- 1D
- 0.99%
- 1M
- -18.24%
- YTD
- 13.36%
- 6M
- 43.46%
- 1Y
- 104.80%
- 3Y*
- 35.24%
- 5Y*
- 12.50%
- 10Y*
- 14.40%
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OILGX vs. DEMIX - Expense Ratio Comparison
OILGX has a 0.89% expense ratio, which is lower than DEMIX's 1.26% expense ratio.
Return for Risk
OILGX vs. DEMIX — Risk / Return Rank
OILGX
DEMIX
OILGX vs. DEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum Large Cap Growth Fund (OILGX) and Delaware Emerging Markets Fund (DEMIX). 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.
| OILGX | DEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 3.11 | -2.48 |
Sortino ratioReturn per unit of downside risk | 1.07 | 3.29 | -2.22 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.51 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 4.81 | -4.08 |
Martin ratioReturn relative to average drawdown | 2.60 | 18.57 | -15.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OILGX | DEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 3.11 | -2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.54 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.66 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.44 | +0.10 |
Correlation
The correlation between OILGX and DEMIX is 0.67, 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
OILGX vs. DEMIX - Dividend Comparison
OILGX's dividend yield for the trailing twelve months is around 15.96%, less than DEMIX's 16.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OILGX Optimum Large Cap Growth Fund | 15.96% | 14.05% | 20.62% | 11.50% | 4.95% | 14.42% | 7.72% | 2.98% | 14.76% | 18.13% | 3.68% | 10.49% |
DEMIX Delaware Emerging Markets Fund | 16.74% | 18.97% | 1.99% | 2.95% | 1.89% | 3.42% | 0.87% | 0.80% | 0.65% | 1.80% | 0.94% | 0.30% |
Drawdowns
OILGX vs. DEMIX - Drawdown Comparison
The maximum OILGX drawdown since its inception was -54.28%, smaller than the maximum DEMIX drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for OILGX and DEMIX.
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Drawdown Indicators
| OILGX | DEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.28% | -63.15% | +8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -15.31% | -20.32% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -39.97% | -43.95% | +3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -39.97% | -46.29% | +6.32% |
Current DrawdownCurrent decline from peak | -15.31% | -19.53% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -18.54% | +10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 5.26% | -0.96% |
Volatility
OILGX vs. DEMIX - Volatility Comparison
The current volatility for Optimum Large Cap Growth Fund (OILGX) is 5.51%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that OILGX experiences smaller price fluctuations and is considered to be less risky than DEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OILGX | DEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 19.15% | -13.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 28.50% | -16.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 33.36% | -10.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.35% | 23.11% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 21.94% | +0.02% |