OILGX vs. WLGAX

In the year-to-date period, OILGX achieves a -10.02% return, which is significantly lower than WLGAX's -7.79% return. Over the past 10 years, OILGX has underperformed WLGAX with an annualized return of 2.09%, while WLGAX has yielded a comparatively higher 5.81% annualized return.

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Both OILGX and WLGAX have an expense ratio of 0.89%.

This table presents a comparison of risk-adjusted performance metrics for Optimum Large Cap Growth Fund (OILGX) 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.

The current OILGX Sharpe Ratio is 0.08, which is lower than the WLGAX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of OILGX 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.

Neither OILGX nor WLGAX has paid dividends to shareholders.

The maximum OILGX drawdown since its inception was -56.14%, which is greater than WLGAX's maximum drawdown of -50.18%. Use the drawdown chart below to compare losses from any high point for OILGX and WLGAX. For additional features, visit the drawdowns tool.

Optimum Large Cap Growth Fund (OILGX) has a higher volatility of 16.74% compared to Delaware Ivy Large Cap Growth Fund (WLGAX) at 14.12%. This indicates that OILGX'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.