OILGX vs. OIIEX
Compare and contrast key facts about Optimum Large Cap Growth Fund (OILGX) and Optimum International Fund (OIIEX).
OILGX is managed by Delaware Funds. It was launched on Aug 1, 2003. OIIEX is managed by Delaware Funds. It was launched on Aug 1, 2003.
Performance
OILGX vs. OIIEX - Performance Comparison
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OILGX vs. OIIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OILGX Optimum Large Cap Growth Fund | -8.52% | 15.97% | 49.90% | 41.16% | -34.69% | 17.88% | 33.81% | 31.34% | -0.80% | 32.46% |
OIIEX Optimum International Fund | -1.02% | 25.99% | 8.41% | 17.37% | -23.04% | 8.52% | 12.57% | 19.60% | -13.98% | 30.46% |
Returns By Period
In the year-to-date period, OILGX achieves a -8.52% return, which is significantly lower than OIIEX's -1.02% return. Over the past 10 years, OILGX has outperformed OIIEX with an annualized return of 15.36%, while OIIEX has yielded a comparatively lower 7.78% annualized return.
OILGX
- 1D
- 3.93%
- 1M
- -5.44%
- YTD
- -8.52%
- 6M
- -7.46%
- 1Y
- 17.75%
- 3Y*
- 25.17%
- 5Y*
- 11.11%
- 10Y*
- 15.36%
OIIEX
- 1D
- 2.50%
- 1M
- -7.86%
- YTD
- -1.02%
- 6M
- 2.22%
- 1Y
- 18.81%
- 3Y*
- 13.32%
- 5Y*
- 4.33%
- 10Y*
- 7.78%
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OILGX vs. OIIEX - Expense Ratio Comparison
OILGX has a 0.89% expense ratio, which is lower than OIIEX's 1.04% expense ratio.
Return for Risk
OILGX vs. OIIEX — Risk / Return Rank
OILGX
OIIEX
OILGX vs. OIIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum Large Cap Growth Fund (OILGX) and Optimum International Fund (OIIEX). 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 | OIIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.20 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.65 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.50 | -0.28 |
Martin ratioReturn relative to average drawdown | 4.29 | 5.76 | -1.47 |
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 | OIIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.20 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.26 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.46 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.35 | +0.21 |
Correlation
The correlation between OILGX and OIIEX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
OILGX vs. OIIEX - Dividend Comparison
OILGX's dividend yield for the trailing twelve months is around 15.36%, more than OIIEX's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OILGX Optimum Large Cap Growth Fund | 15.36% | 14.05% | 20.62% | 11.50% | 4.95% | 14.42% | 7.72% | 2.98% | 14.76% | 18.13% | 3.68% | 10.49% |
OIIEX Optimum International Fund | 1.41% | 1.40% | 1.62% | 1.37% | 3.08% | 15.53% | 3.16% | 2.10% | 8.98% | 2.06% | 1.16% | 0.80% |
Drawdowns
OILGX vs. OIIEX - Drawdown Comparison
The maximum OILGX drawdown since its inception was -54.28%, smaller than the maximum OIIEX drawdown of -58.10%. Use the drawdown chart below to compare losses from any high point for OILGX and OIIEX.
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Drawdown Indicators
| OILGX | OIIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.28% | -58.10% | +3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.31% | -11.93% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -39.97% | -37.09% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -39.97% | -37.43% | -2.54% |
Current DrawdownCurrent decline from peak | -11.99% | -9.31% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -12.52% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 3.11% | +1.26% |
Volatility
OILGX vs. OIIEX - Volatility Comparison
The current volatility for Optimum Large Cap Growth Fund (OILGX) is 6.96%, while Optimum International Fund (OIIEX) has a volatility of 7.82%. This indicates that OILGX experiences smaller price fluctuations and is considered to be less risky than OIIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OILGX | OIIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 7.82% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.08% | 11.52% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.88% | 16.79% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.41% | 16.58% | +6.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 17.03% | +4.97% |