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OILVX vs. WMGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILVX vs. WMGAX - Performance Comparison

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

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OILVX vs. WMGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILVX
Optimum Large Cap Value Fund
-1.32%14.79%13.63%9.90%-6.05%27.17%3.39%27.97%-9.38%16.40%
WMGAX
Delaware Ivy Mid Cap Growth Fund
-9.94%0.83%10.02%19.97%-30.68%16.22%48.56%38.01%-0.20%26.95%

Returns By Period

In the year-to-date period, OILVX achieves a -1.32% return, which is significantly higher than WMGAX's -9.94% return. Both investments have delivered pretty close results over the past 10 years, with OILVX having a 10.03% annualized return and WMGAX not far ahead at 10.30%.


OILVX

1D
-0.15%
1M
-6.93%
YTD
-1.32%
6M
2.11%
1Y
10.95%
3Y*
12.58%
5Y*
8.86%
10Y*
10.03%

WMGAX

1D
-0.82%
1M
-11.41%
YTD
-9.94%
6M
-13.30%
1Y
-0.56%
3Y*
2.52%
5Y*
-1.06%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILVX vs. WMGAX - Expense Ratio Comparison

OILVX has a 0.92% expense ratio, which is lower than WMGAX's 1.12% expense ratio.


Return for Risk

OILVX vs. WMGAX — Risk / Return Rank

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

OILVX
OILVX Risk / Return Rank: 3636
Overall Rank
OILVX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OILVX Sortino Ratio Rank: 3434
Sortino Ratio Rank
OILVX Omega Ratio Rank: 3737
Omega Ratio Rank
OILVX Calmar Ratio Rank: 3434
Calmar Ratio Rank
OILVX Martin Ratio Rank: 4040
Martin Ratio Rank

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

OILVX vs. WMGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimum Large Cap Value Fund (OILVX) and Delaware Ivy Mid Cap Growth Fund (WMGAX). 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.


OILVXWMGAXDifference

Sharpe ratio

Return per unit of total volatility

0.80

-0.03

+0.83

Sortino ratio

Return per unit of downside risk

1.18

0.12

+1.05

Omega ratio

Gain probability vs. loss probability

1.18

1.02

+0.16

Calmar ratio

Return relative to maximum drawdown

0.94

-0.16

+1.09

Martin ratio

Return relative to average drawdown

4.24

-0.51

+4.75

OILVX vs. WMGAX - Sharpe Ratio Comparison

The current OILVX Sharpe Ratio is 0.80, which is higher than the WMGAX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of OILVX and WMGAX, 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


OILVXWMGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

-0.03

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.04

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.45

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.36

+0.09

Correlation

The correlation between OILVX and WMGAX is 0.83, 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

OILVX vs. WMGAX - Dividend Comparison

OILVX's dividend yield for the trailing twelve months is around 7.87%, less than WMGAX's 12.32% yield.


TTM20252024202320222021202020192018201720162015
OILVX
Optimum Large Cap Value Fund
7.87%7.76%7.30%16.51%6.33%7.55%2.02%2.74%4.72%5.68%13.20%1.28%
WMGAX
Delaware Ivy Mid Cap Growth Fund
12.32%11.10%15.30%6.66%11.94%13.08%9.97%5.23%10.28%7.92%3.98%10.88%

Drawdowns

OILVX vs. WMGAX - Drawdown Comparison

The maximum OILVX drawdown since its inception was -56.56%, which is greater than WMGAX's maximum drawdown of -53.74%. Use the drawdown chart below to compare losses from any high point for OILVX and WMGAX.


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Drawdown Indicators


OILVXWMGAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.56%

-53.74%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-16.16%

+4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-18.17%

-42.95%

+24.78%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-42.95%

+5.96%

Current Drawdown

Current decline from peak

-7.11%

-25.33%

+18.22%

Average Drawdown

Average peak-to-trough decline

-7.35%

-13.58%

+6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

4.96%

-2.43%

Volatility

OILVX vs. WMGAX - Volatility Comparison

The current volatility for Optimum Large Cap Value Fund (OILVX) is 3.37%, while Delaware Ivy Mid Cap Growth Fund (WMGAX) has a volatility of 5.96%. This indicates that OILVX experiences smaller price fluctuations and is considered to be less risky than WMGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILVXWMGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

5.96%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

12.75%

-5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.01%

22.95%

-7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

25.00%

-7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

23.09%

-4.91%