WLGAX vs. VIGAX

In the year-to-date period, WLGAX achieves a -0.77% return, which is significantly lower than VIGAX's 1.01% return. Over the past 10 years, WLGAX has underperformed VIGAX with an annualized return of 14.53%, while VIGAX has yielded a comparatively higher 15.31% annualized return.

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WLGAX has a 0.89% expense ratio, which is higher than VIGAX's 0.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Large Cap Growth Fund (WLGAX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 VIGAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of WLGAX and VIGAX, 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%, more than VIGAX's 0.46% yield.

The maximum WLGAX drawdown since its inception was -49.78%, roughly equal to the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for WLGAX and VIGAX.

The current volatility for Delaware Ivy Large Cap Growth Fund (WLGAX) is 4.48%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.73%. This indicates that WLGAX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.