OISGX vs. WLGAX
Compare and contrast key facts about Optimum Small-Mid Cap Growth Fund (OISGX) and Delaware Ivy Large Cap Growth Fund (WLGAX).
OISGX is managed by Delaware Funds. It was launched on Aug 1, 2003. WLGAX is managed by Delaware Funds. It was launched on Jun 30, 2000.
Performance
OISGX vs. WLGAX - Performance Comparison
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OISGX vs. WLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OISGX Optimum Small-Mid Cap Growth Fund | -5.21% | 9.56% | 14.23% | 13.92% | -28.00% | 12.89% | 57.04% | 25.72% | -3.00% | 27.59% |
WLGAX Delaware Ivy Large Cap Growth Fund | -12.64% | 8.89% | 25.97% | 37.78% | -27.04% | 29.95% | 30.75% | 36.52% | 2.37% | 29.02% |
Returns By Period
In the year-to-date period, OISGX achieves a -5.21% return, which is significantly higher than WLGAX's -12.64% return. Over the past 10 years, OISGX has underperformed WLGAX with an annualized return of 11.55%, while WLGAX has yielded a comparatively higher 14.39% annualized return.
OISGX
- 1D
- 4.81%
- 1M
- -8.00%
- YTD
- -5.21%
- 6M
- -1.55%
- 1Y
- 18.73%
- 3Y*
- 8.20%
- 5Y*
- 0.59%
- 10Y*
- 11.55%
WLGAX
- 1D
- 3.14%
- 1M
- -5.65%
- YTD
- -12.64%
- 6M
- -12.42%
- 1Y
- 1.55%
- 3Y*
- 13.52%
- 5Y*
- 8.72%
- 10Y*
- 14.39%
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OISGX vs. WLGAX - Expense Ratio Comparison
OISGX has a 1.29% expense ratio, which is higher than WLGAX's 0.89% expense ratio.
Return for Risk
OISGX vs. WLGAX — Risk / Return Rank
OISGX
WLGAX
OISGX vs. WLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum Small-Mid Cap Growth Fund (OISGX) 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.
| OISGX | WLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.11 | +0.64 |
Sortino ratioReturn per unit of downside risk | 1.21 | 0.30 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.04 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.13 | +1.01 |
Martin ratioReturn relative to average drawdown | 4.14 | 0.43 | +3.70 |
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
| OISGX | WLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.11 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.43 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.44 | -0.06 |
Correlation
The correlation between OISGX and WLGAX is 0.84, 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
OISGX vs. WLGAX - Dividend Comparison
OISGX's dividend yield for the trailing twelve months is around 2.80%, less than WLGAX's 9.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OISGX Optimum Small-Mid Cap Growth Fund | 2.80% | 2.65% | 0.00% | 0.00% | 8.92% | 32.79% | 15.04% | 9.33% | 24.93% | 4.21% | 0.00% | 15.87% |
WLGAX Delaware Ivy Large Cap Growth Fund | 9.63% | 8.41% | 3.31% | 3.07% | 12.91% | 9.68% | 6.56% | 12.84% | 14.16% | 4.45% | 5.19% | 6.43% |
Drawdowns
OISGX vs. WLGAX - Drawdown Comparison
The maximum OISGX drawdown since its inception was -62.75%, which is greater than WLGAX's maximum drawdown of -49.78%. Use the drawdown chart below to compare losses from any high point for OISGX and WLGAX.
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Drawdown Indicators
| OISGX | WLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.75% | -49.78% | -12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -18.12% | +2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -35.63% | -37.00% | +1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -37.00% | -2.22% |
Current DrawdownCurrent decline from peak | -11.45% | -15.27% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -13.18% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 5.44% | -1.16% |
Volatility
OISGX vs. WLGAX - Volatility Comparison
Optimum Small-Mid Cap Growth Fund (OISGX) has a higher volatility of 9.48% compared to Delaware Ivy Large Cap Growth Fund (WLGAX) at 6.01%. This indicates that OISGX'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.
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Volatility by Period
| OISGX | WLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 6.01% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 15.89% | 11.37% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.38% | 19.48% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.07% | 20.62% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 20.65% | +2.68% |