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OILGX vs. DVMHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILGX vs. DVMHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimum Large Cap Growth Fund (OILGX) and Delaware Minnesota High-Yield Municipal Bond Fund (DVMHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OILGX achieves a 1.65% return, which is significantly higher than DVMHX's 0.97% return. Over the past 10 years, OILGX has outperformed DVMHX with an annualized return of 16.06%, while DVMHX has yielded a comparatively lower 2.24% annualized return.


OILGX

1D
2.80%
1M
-2.88%
6M
2.14%
YTD
1.65%
1Y
12.37%
3Y*
23.21%
5Y*
11.18%
10Y*
16.06%
ALL TIME*
11.70%

DVMHX

1D
-0.50%
1M
-2.47%
6M
0.24%
YTD
0.97%
1Y
7.37%
3Y*
4.33%
5Y*
0.76%
10Y*
2.24%
ALL TIME*
4.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

OILGX vs. DVMHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILGX
Optimum Large Cap Growth Fund
1.65%15.97%49.90%41.16%-34.69%17.88%33.81%31.34%-0.80%32.46%
DVMHX
Delaware Minnesota High-Yield Municipal Bond Fund
0.97%4.22%5.10%5.24%-10.69%3.07%3.95%8.74%0.79%5.97%

Correlation

The correlation between OILGX and DVMHX is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (10Y)
Provides a long-term view across more market conditions.

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2003

-0.06

The correlation between OILGX and DVMHX shifts across timeframes, from -0.06 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OILGX vs. DVMHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OILGX
OILGX Risk / Return Rank: 1515
Overall Rank
OILGX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
OILGX Sortino Ratio Rank: 1515
Sortino Ratio Rank
OILGX Omega Ratio Rank: 1515
Omega Ratio Rank
OILGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OILGX Martin Ratio Rank: 1515
Martin Ratio Rank

DVMHX
DVMHX Risk / Return Rank: 8484
Overall Rank
DVMHX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DVMHX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DVMHX Omega Ratio Rank: 9393
Omega Ratio Rank
DVMHX Calmar Ratio Rank: 7373
Calmar Ratio Rank
DVMHX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OILGX vs. DVMHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimum Large Cap Growth Fund (OILGX) and Delaware Minnesota High-Yield Municipal Bond Fund (DVMHX). 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.


OILGXDVMHXDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.11

1.54

-0.43

Calmar ratioReturn relative to maximum drawdown

0.66

2.42

-1.76

Martin ratioReturn relative to average drawdown

2.08

8.91

-6.83

OILGX vs. DVMHX - Sharpe Ratio Comparison

The current OILGX Sharpe Ratio is 0.57, which is lower than the DVMHX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of OILGX and DVMHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OILGX vs. DVMHX - Drawdown Comparison

The maximum OILGX drawdown since its inception was -54.28%, which is greater than DVMHX's maximum drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for OILGX and DVMHX.


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Drawdown Indicators


OILGXDVMHXDifference

Max Drawdown

Largest peak-to-trough decline

-54.28%

-15.73%

-38.55%

Max Drawdown (1Y)

Largest decline over 1 year

-15.31%

-3.55%

-11.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-7.12%

-16.63%

Max Drawdown (5Y)

Largest decline over 5 years

-39.97%

-15.56%

-24.41%

Max Drawdown (10Y)

Largest decline over 10 years

-39.97%

-15.56%

-24.41%

Current Drawdown

Current decline from peak

-7.90%

-2.47%

-5.43%

Average Drawdown

Average peak-to-trough decline

-8.45%

-1.96%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

0.96%

+3.90%

Volatility

OILGX vs. DVMHX - Volatility Comparison

Optimum Large Cap Growth Fund (OILGX) has a higher volatility of 5.71% compared to Delaware Minnesota High-Yield Municipal Bond Fund (DVMHX) at 1.13%. This indicates that OILGX's price experiences larger fluctuations and is considered to be riskier than DVMHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILGXDVMHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

1.13%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

2.93%

+10.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

3.76%

+14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

5.05%

+18.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

4.69%

+17.42%

OILGX vs. DVMHX - Expense Ratio Comparison

OILGX has a 0.89% expense ratio, which is higher than DVMHX's 0.88% expense ratio.


Dividends

OILGX vs. DVMHX - Dividend Comparison

OILGX's dividend yield for the trailing twelve months is around 13.82%, more than DVMHX's 3.51% yield.


PositionTTM20252024202320222021202020192018201720162015
DVMHX
Delaware Minnesota High-Yield Municipal Bond Fund
3.51%4.95%4.17%3.12%2.98%2.40%2.99%3.70%3.21%3.34%3.29%3.47%
OILGX
Optimum Large Cap Growth Fund
13.82%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


OILGX and DVMHX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILGX has higher volatility (5.71%) compared to DVMHX (1.13%). In terms of maximum drawdown, OILGX dropped -54.28% vs DVMHX's -15.73%.

DVMHX currently has the higher Sharpe Ratio (2.29 vs 0.57), 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.

Portfolio Optimizer

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