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TSWEX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSWEX vs. FGINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TSW Large Cap Value Fund (TSWEX) and Delaware Growth and Income Fund (FGINX). The values are adjusted to include any dividend payments, if applicable.

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TSWEX vs. FGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSWEX
TSW Large Cap Value Fund
1.69%2.29%11.12%6.47%0.85%25.23%7.37%21.26%-1.91%14.52%
FGINX
Delaware Growth and Income Fund
2.54%29.78%15.13%11.98%3.03%21.37%-0.08%25.64%-10.27%18.08%

Returns By Period

In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly lower than FGINX's 2.54% return. Over the past 10 years, TSWEX has underperformed FGINX with an annualized return of 9.26%, while FGINX has yielded a comparatively higher 11.95% annualized return.


TSWEX

1D
-0.23%
1M
-5.36%
YTD
1.69%
6M
-9.88%
1Y
-3.20%
3Y*
7.85%
5Y*
6.72%
10Y*
9.26%

FGINX

1D
-0.46%
1M
-6.03%
YTD
2.54%
6M
11.55%
1Y
27.00%
3Y*
21.05%
5Y*
14.57%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSWEX vs. FGINX - Expense Ratio Comparison

TSWEX has a 0.75% expense ratio, which is lower than FGINX's 1.02% expense ratio.


Return for Risk

TSWEX vs. FGINX — Risk / Return Rank

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

TSWEX
TSWEX Risk / Return Rank: 44
Overall Rank
TSWEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TSWEX Sortino Ratio Rank: 33
Sortino Ratio Rank
TSWEX Omega Ratio Rank: 33
Omega Ratio Rank
TSWEX Calmar Ratio Rank: 66
Calmar Ratio Rank
TSWEX Martin Ratio Rank: 66
Martin Ratio Rank

FGINX
FGINX Risk / Return Rank: 8888
Overall Rank
FGINX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FGINX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FGINX Omega Ratio Rank: 8787
Omega Ratio Rank
FGINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FGINX Martin Ratio Rank: 8989
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.

TSWEX vs. FGINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) and Delaware Growth and Income Fund (FGINX). 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.


TSWEXFGINXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

1.77

-1.95

Sortino ratio

Return per unit of downside risk

-0.08

2.38

-2.46

Omega ratio

Gain probability vs. loss probability

0.98

1.37

-0.38

Calmar ratio

Return relative to maximum drawdown

0.00

2.28

-2.28

Martin ratio

Return relative to average drawdown

0.01

9.83

-9.83

TSWEX vs. FGINX - Sharpe Ratio Comparison

The current TSWEX Sharpe Ratio is -0.18, which is lower than the FGINX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of TSWEX and FGINX, 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


TSWEXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.77

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.99

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.70

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.06

Correlation

The correlation between TSWEX and FGINX is 0.91, 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

TSWEX vs. FGINX - Dividend Comparison

TSWEX's dividend yield for the trailing twelve months is around 0.67%, less than FGINX's 11.08% yield.


TTM20252024202320222021202020192018201720162015
TSWEX
TSW Large Cap Value Fund
0.67%1.05%8.86%8.12%12.42%13.07%5.12%4.40%16.09%8.52%11.06%6.91%
FGINX
Delaware Growth and Income Fund
11.08%11.28%12.40%7.11%7.04%11.97%6.59%51.75%25.36%5.13%4.12%5.66%

Drawdowns

TSWEX vs. FGINX - Drawdown Comparison

The maximum TSWEX drawdown since its inception was -53.14%, roughly equal to the maximum FGINX drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for TSWEX and FGINX.


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Drawdown Indicators


TSWEXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-53.14%

-54.80%

+1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-11.56%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-16.21%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-37.37%

+3.47%

Current Drawdown

Current decline from peak

-12.50%

-7.34%

-5.16%

Average Drawdown

Average peak-to-trough decline

-7.36%

-9.74%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.19%

2.68%

+3.51%

Volatility

TSWEX vs. FGINX - Volatility Comparison

The current volatility for TSW Large Cap Value Fund (TSWEX) is 2.96%, while Delaware Growth and Income Fund (FGINX) has a volatility of 3.56%. This indicates that TSWEX experiences smaller price fluctuations and is considered to be less risky than FGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSWEXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

3.56%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

8.83%

+7.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.69%

16.14%

+5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

14.86%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

17.03%

-0.69%