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OISGX vs. DEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OISGX vs. DEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimum Small-Mid Cap Growth Fund (OISGX) and Delaware Emerging Markets Fund (DEMIX). The values are adjusted to include any dividend payments, if applicable.

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OISGX vs. DEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OISGX
Optimum Small-Mid Cap Growth Fund
-9.56%9.56%14.23%13.92%-28.00%12.89%57.04%25.72%-3.00%27.59%
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, OISGX achieves a -9.56% return, which is significantly lower than DEMIX's 13.36% return. Over the past 10 years, OISGX has underperformed DEMIX with an annualized return of 11.03%, while DEMIX has yielded a comparatively higher 14.40% annualized return.


OISGX

1D
-1.86%
1M
-11.48%
YTD
-9.56%
6M
-6.19%
1Y
13.46%
3Y*
6.52%
5Y*
-0.02%
10Y*
11.03%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OISGX vs. DEMIX - Expense Ratio Comparison

OISGX has a 1.29% expense ratio, which is higher than DEMIX's 1.26% expense ratio.


Return for Risk

OISGX vs. DEMIX — Risk / Return Rank

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

OISGX
OISGX Risk / Return Rank: 2020
Overall Rank
OISGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OISGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
OISGX Omega Ratio Rank: 1818
Omega Ratio Rank
OISGX Calmar Ratio Rank: 2121
Calmar Ratio Rank
OISGX Martin Ratio Rank: 2222
Martin Ratio Rank

DEMIX
DEMIX Risk / Return Rank: 9797
Overall Rank
DEMIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DEMIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DEMIX Omega Ratio Rank: 9595
Omega Ratio Rank
DEMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DEMIX Martin Ratio Rank: 9898
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.

OISGX vs. DEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimum Small-Mid Cap Growth Fund (OISGX) 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.


OISGXDEMIXDifference

Sharpe ratio

Return per unit of total volatility

0.49

3.11

-2.62

Sortino ratio

Return per unit of downside risk

0.87

3.29

-2.42

Omega ratio

Gain probability vs. loss probability

1.12

1.51

-0.39

Calmar ratio

Return relative to maximum drawdown

0.64

4.81

-4.17

Martin ratio

Return relative to average drawdown

2.35

18.57

-16.22

OISGX vs. DEMIX - Sharpe Ratio Comparison

The current OISGX Sharpe Ratio is 0.49, which is lower than the DEMIX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of OISGX and DEMIX, 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


OISGXDEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

3.11

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.54

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.66

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.44

-0.07

Correlation

The correlation between OISGX and DEMIX is 0.63, 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

OISGX vs. DEMIX - Dividend Comparison

OISGX's dividend yield for the trailing twelve months is around 2.93%, less than DEMIX's 16.74% yield.


TTM20252024202320222021202020192018201720162015
OISGX
Optimum Small-Mid Cap Growth Fund
2.93%2.65%0.00%0.00%8.92%32.79%15.04%9.33%24.93%4.21%0.00%15.87%
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

OISGX vs. DEMIX - Drawdown Comparison

The maximum OISGX drawdown since its inception was -62.75%, roughly equal to the maximum DEMIX drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for OISGX and DEMIX.


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Drawdown Indicators


OISGXDEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.75%

-63.15%

+0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-20.32%

+4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-35.63%

-43.95%

+8.32%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-46.29%

+7.07%

Current Drawdown

Current decline from peak

-15.52%

-19.53%

+4.01%

Average Drawdown

Average peak-to-trough decline

-12.33%

-18.54%

+6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

5.26%

-1.04%

Volatility

OISGX vs. DEMIX - Volatility Comparison

The current volatility for Optimum Small-Mid Cap Growth Fund (OISGX) is 7.97%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that OISGX 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


OISGXDEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

19.15%

-11.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.17%

28.50%

-13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

33.36%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

23.11%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

21.94%

+1.34%