WLGAX vs. OILGX

In the year-to-date period, WLGAX achieves a -0.77% return, which is significantly higher than OILGX's -1.43% return. Over the past 10 years, WLGAX has outperformed OILGX with an annualized return of 14.53%, while OILGX has yielded a comparatively lower 12.73% annualized return.

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Both WLGAX and OILGX have an expense ratio of 0.89%.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Large Cap Growth Fund (WLGAX) and Optimum Large Cap Growth Fund (OILGX). 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 0.51, which is comparable to the OILGX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of WLGAX and OILGX, 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's dividend yield for the trailing twelve months is around 1.67%, less than OILGX's 8.89% yield.

The maximum WLGAX drawdown since its inception was -49.78%, smaller than the maximum OILGX drawdown of -55.23%. Use the drawdown chart below to compare losses from any high point for WLGAX and OILGX.

The current volatility for Delaware Ivy Large Cap Growth Fund (WLGAX) is 4.48%, while Optimum Large Cap Growth Fund (OILGX) has a volatility of 5.65%. This indicates that WLGAX experiences smaller price fluctuations and is considered to be less risky than OILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.