WLGAX vs. OLGAX

In the year-to-date period, WLGAX achieves a 0.33% return, which is significantly lower than OLGAX's 0.98% return. Over the past 10 years, WLGAX has underperformed OLGAX with an annualized return of 7.27%, while OLGAX has yielded a comparatively higher 8.70% annualized return.

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WLGAX has a 0.89% expense ratio, which is lower than OLGAX's 1.01% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Large Cap Growth Fund (WLGAX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). 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 OLGAX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of WLGAX and OLGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither WLGAX nor OLGAX has paid dividends to shareholders.

The maximum WLGAX drawdown since its inception was -50.18%, smaller than the maximum OLGAX drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for WLGAX and OLGAX. For additional features, visit the drawdowns tool.

The current volatility for Delaware Ivy Large Cap Growth Fund (WLGAX) is 4.40%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 6.09%. This indicates that WLGAX experiences smaller price fluctuations and is considered to be less risky than OLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.