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WLGAX vs. DDVIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WLGAX and DDVIX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

WLGAX vs. DDVIX - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
663.29%
105.81%
WLGAX
DDVIX

Key characteristics

Sharpe Ratio

WLGAX:

0.44

DDVIX:

-0.89

Sortino Ratio

WLGAX:

0.76

DDVIX:

-0.94

Omega Ratio

WLGAX:

1.11

DDVIX:

0.77

Calmar Ratio

WLGAX:

0.46

DDVIX:

-0.49

Martin Ratio

WLGAX:

1.76

DDVIX:

-1.44

Ulcer Index

WLGAX:

5.06%

DDVIX:

17.30%

Daily Std Dev

WLGAX:

20.31%

DDVIX:

27.94%

Max Drawdown

WLGAX:

-49.78%

DDVIX:

-55.85%

Current Drawdown

WLGAX:

-11.11%

DDVIX:

-47.00%

Returns By Period

In the year-to-date period, WLGAX achieves a -7.51% return, which is significantly lower than DDVIX's -4.97% return. Over the past 10 years, WLGAX has outperformed DDVIX with an annualized return of 13.98%, while DDVIX has yielded a comparatively lower -1.84% annualized return.


WLGAX

YTD

-7.51%

1M

-0.47%

6M

-5.75%

1Y

7.51%

5Y*

15.44%

10Y*

13.98%

DDVIX

YTD

-4.97%

1M

-4.30%

6M

-29.08%

1Y

-24.44%

5Y*

-5.00%

10Y*

-1.84%

*Annualized

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WLGAX vs. DDVIX - Expense Ratio Comparison

WLGAX has a 0.89% expense ratio, which is higher than DDVIX's 0.68% expense ratio.


Expense ratio chart for WLGAX: current value is 0.89%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WLGAX: 0.89%
Expense ratio chart for DDVIX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DDVIX: 0.68%

Risk-Adjusted Performance

WLGAX vs. DDVIX — Risk-Adjusted Performance Rank

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

WLGAX
The Risk-Adjusted Performance Rank of WLGAX is 5555
Overall Rank
The Sharpe Ratio Rank of WLGAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of WLGAX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of WLGAX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of WLGAX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of WLGAX is 5555
Martin Ratio Rank

DDVIX
The Risk-Adjusted Performance Rank of DDVIX is 11
Overall Rank
The Sharpe Ratio Rank of DDVIX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of DDVIX is 11
Sortino Ratio Rank
The Omega Ratio Rank of DDVIX is 00
Omega Ratio Rank
The Calmar Ratio Rank of DDVIX is 11
Calmar Ratio Rank
The Martin Ratio Rank of DDVIX is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WLGAX vs. DDVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Large Cap Growth Fund (WLGAX) and Delaware Value Fund (DDVIX). 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.


The chart of Sharpe ratio for WLGAX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.00
WLGAX: 0.44
DDVIX: -0.89
The chart of Sortino ratio for WLGAX, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
WLGAX: 0.76
DDVIX: -0.94
The chart of Omega ratio for WLGAX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
WLGAX: 1.11
DDVIX: 0.77
The chart of Calmar ratio for WLGAX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.00
WLGAX: 0.46
DDVIX: -0.49
The chart of Martin ratio for WLGAX, currently valued at 1.76, compared to the broader market0.0010.0020.0030.0040.0050.00
WLGAX: 1.76
DDVIX: -1.44

The current WLGAX Sharpe Ratio is 0.44, which is higher than the DDVIX Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of WLGAX and DDVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.44
-0.89
WLGAX
DDVIX

Dividends

WLGAX vs. DDVIX - Dividend Comparison

WLGAX's dividend yield for the trailing twelve months is around 1.79%, less than DDVIX's 2.36% yield.


TTM20242023202220212020201920182017201620152014
WLGAX
Delaware Ivy Large Cap Growth Fund
1.79%1.66%3.07%12.91%9.68%6.56%12.84%14.16%4.45%5.19%6.43%7.61%
DDVIX
Delaware Value Fund
2.36%2.24%2.02%1.89%1.84%1.97%1.88%1.98%1.61%1.70%1.89%1.59%

Drawdowns

WLGAX vs. DDVIX - Drawdown Comparison

The maximum WLGAX drawdown since its inception was -49.78%, smaller than the maximum DDVIX drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for WLGAX and DDVIX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.11%
-47.00%
WLGAX
DDVIX

Volatility

WLGAX vs. DDVIX - Volatility Comparison

Delaware Ivy Large Cap Growth Fund (WLGAX) has a higher volatility of 14.12% compared to Delaware Value Fund (DDVIX) at 11.31%. This indicates that WLGAX's price experiences larger fluctuations and is considered to be riskier than DDVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
14.12%
11.31%
WLGAX
DDVIX