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WLGAX vs. DEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WLGAX vs. DEMIX - Performance Comparison

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

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WLGAX vs. DEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WLGAX
Delaware Ivy Large Cap Growth Fund
-15.30%8.89%25.97%37.78%-27.04%29.95%30.75%36.52%2.37%29.02%
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, WLGAX achieves a -15.30% return, which is significantly lower than DEMIX's 13.36% return. Both investments have delivered pretty close results over the past 10 years, with WLGAX having a 14.04% annualized return and DEMIX not far ahead at 14.40%.


WLGAX

1D
0.32%
1M
-8.12%
YTD
-15.30%
6M
-14.93%
1Y
-1.01%
3Y*
12.35%
5Y*
8.40%
10Y*
14.04%

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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WLGAX vs. DEMIX - Expense Ratio Comparison

WLGAX has a 0.89% expense ratio, which is lower than DEMIX's 1.26% expense ratio.


Return for Risk

WLGAX vs. DEMIX — Risk / Return Rank

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

WLGAX
WLGAX Risk / Return Rank: 55
Overall Rank
WLGAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WLGAX Sortino Ratio Rank: 55
Sortino Ratio Rank
WLGAX Omega Ratio Rank: 55
Omega Ratio Rank
WLGAX Calmar Ratio Rank: 44
Calmar Ratio Rank
WLGAX Martin Ratio Rank: 44
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.

WLGAX vs. DEMIX - Risk-Adjusted Trends Comparison

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


WLGAXDEMIXDifference

Sharpe ratio

Return per unit of total volatility

-0.04

3.11

-3.15

Sortino ratio

Return per unit of downside risk

0.08

3.29

-3.20

Omega ratio

Gain probability vs. loss probability

1.01

1.51

-0.50

Calmar ratio

Return relative to maximum drawdown

-0.16

4.81

-4.97

Martin ratio

Return relative to average drawdown

-0.55

18.57

-19.12

WLGAX vs. DEMIX - Sharpe Ratio Comparison

The current WLGAX Sharpe Ratio is -0.04, which is lower than the DEMIX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of WLGAX 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


WLGAXDEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

3.11

-3.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.54

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.66

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.44

-0.01

Correlation

The correlation between WLGAX and DEMIX is 0.61, 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

WLGAX vs. DEMIX - Dividend Comparison

WLGAX's dividend yield for the trailing twelve months is around 9.93%, less than DEMIX's 16.74% yield.


TTM20252024202320222021202020192018201720162015
WLGAX
Delaware Ivy Large Cap Growth Fund
9.93%8.41%3.31%3.07%12.91%9.68%6.56%12.84%14.16%4.45%5.19%6.43%
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

WLGAX vs. DEMIX - Drawdown Comparison

The maximum WLGAX drawdown since its inception was -49.78%, smaller than the maximum DEMIX drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for WLGAX and DEMIX.


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Drawdown Indicators


WLGAXDEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.78%

-63.15%

+13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-18.12%

-20.32%

+2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.00%

-43.95%

+6.95%

Max Drawdown (10Y)

Largest decline over 10 years

-37.00%

-46.29%

+9.29%

Current Drawdown

Current decline from peak

-17.85%

-19.53%

+1.68%

Average Drawdown

Average peak-to-trough decline

-13.18%

-18.54%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

5.26%

+0.10%

Volatility

WLGAX vs. DEMIX - Volatility Comparison

The current volatility for Delaware Ivy Large Cap Growth Fund (WLGAX) is 4.94%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that WLGAX 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


WLGAXDEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

19.15%

-14.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

28.50%

-17.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.27%

33.36%

-14.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

23.11%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

21.94%

-1.31%