WLGAX vs. HACAX

In the year-to-date period, WLGAX achieves a 0.33% return, which is significantly lower than HACAX's 0.94% return. Over the past 10 years, WLGAX has underperformed HACAX with an annualized return of 7.27%, while HACAX has yielded a comparatively higher 8.23% annualized return.

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WLGAX has a 0.89% expense ratio, which is higher than HACAX's 0.71% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Large Cap Growth Fund (WLGAX) and Harbor Capital Appreciation Fund Class I (HACAX). 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 current WLGAX Sharpe Ratio is 1.81, which is comparable to the HACAX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of WLGAX and HACAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WLGAX has not paid dividends to shareholders, while HACAX's dividend yield for the trailing twelve months is around 10.77%.

The maximum WLGAX drawdown since its inception was -50.18%, smaller than the maximum HACAX drawdown of -68.72%. Use the drawdown chart below to compare losses from any high point for WLGAX and HACAX. For additional features, visit the drawdowns tool.

The current volatility for Delaware Ivy Large Cap Growth Fund (WLGAX) is 4.40%, while Harbor Capital Appreciation Fund Class I (HACAX) has a volatility of 11.27%. This indicates that WLGAX experiences smaller price fluctuations and is considered to be less risky than HACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.