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VALAX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VALAX vs. FGINX - Performance Comparison

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

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VALAX vs. FGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VALAX
Al Frank Fund
1.54%23.57%13.35%14.05%-13.50%24.97%10.22%33.98%-7.87%18.09%
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, VALAX achieves a 1.54% return, which is significantly lower than FGINX's 2.54% return. Both investments have delivered pretty close results over the past 10 years, with VALAX having a 12.38% annualized return and FGINX not far behind at 11.95%.


VALAX

1D
-0.77%
1M
-6.61%
YTD
1.54%
6M
7.86%
1Y
29.09%
3Y*
17.10%
5Y*
8.94%
10Y*
12.38%

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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VALAX vs. FGINX - Expense Ratio Comparison

VALAX has a 1.24% expense ratio, which is higher than FGINX's 1.02% expense ratio.


Return for Risk

VALAX vs. FGINX — Risk / Return Rank

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

VALAX
VALAX Risk / Return Rank: 8585
Overall Rank
VALAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VALAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VALAX Omega Ratio Rank: 8484
Omega Ratio Rank
VALAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VALAX Martin Ratio Rank: 8686
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.

VALAX vs. FGINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Al Frank Fund (VALAX) 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.


VALAXFGINXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.77

-0.14

Sortino ratio

Return per unit of downside risk

2.23

2.38

-0.14

Omega ratio

Gain probability vs. loss probability

1.34

1.37

-0.02

Calmar ratio

Return relative to maximum drawdown

2.13

2.28

-0.15

Martin ratio

Return relative to average drawdown

9.00

9.83

-0.83

VALAX vs. FGINX - Sharpe Ratio Comparison

The current VALAX Sharpe Ratio is 1.63, which is comparable to the FGINX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of VALAX 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


VALAXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.77

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.99

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.70

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.53

-0.14

Correlation

The correlation between VALAX and FGINX is 0.94, 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

VALAX vs. FGINX - Dividend Comparison

VALAX's dividend yield for the trailing twelve months is around 8.52%, less than FGINX's 11.08% yield.


TTM20252024202320222021202020192018201720162015
VALAX
Al Frank Fund
8.52%8.65%10.32%5.95%8.62%6.83%7.17%13.51%10.73%10.66%5.32%9.53%
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

VALAX vs. FGINX - Drawdown Comparison

The maximum VALAX drawdown since its inception was -61.26%, which is greater than FGINX's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for VALAX and FGINX.


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Drawdown Indicators


VALAXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-61.26%

-54.80%

-6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-11.56%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-25.81%

-16.21%

-9.60%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

-37.37%

-0.85%

Current Drawdown

Current decline from peak

-8.56%

-7.34%

-1.22%

Average Drawdown

Average peak-to-trough decline

-10.83%

-9.74%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.68%

+0.40%

Volatility

VALAX vs. FGINX - Volatility Comparison

Al Frank Fund (VALAX) has a higher volatility of 4.61% compared to Delaware Growth and Income Fund (FGINX) at 3.56%. This indicates that VALAX's price experiences larger fluctuations and is considered to be riskier 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


VALAXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.56%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

8.83%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

16.14%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

14.86%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

17.03%

+2.26%