WMGAX vs. HLGEX

In the year-to-date period, WMGAX achieves a 3.54% return, which is significantly lower than HLGEX's 7.56% return. Over the past 10 years, WMGAX has underperformed HLGEX with an annualized return of 1.18%, while HLGEX has yielded a comparatively higher 6.29% annualized return.

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WMGAX has a 1.12% expense ratio, which is higher than HLGEX's 0.89% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Mid Cap Growth Fund (WMGAX) and JPMorgan Mid Cap Growth Fund (HLGEX). 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 WMGAX Sharpe Ratio is -0.12, which is lower than the HLGEX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of WMGAX and HLGEX, 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 WMGAX nor HLGEX has paid dividends to shareholders.

The maximum WMGAX drawdown since its inception was -53.74%, smaller than the maximum HLGEX drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for WMGAX and HLGEX. For additional features, visit the drawdowns tool.

The current volatility for Delaware Ivy Mid Cap Growth Fund (WMGAX) is 3.31%, while JPMorgan Mid Cap Growth Fund (HLGEX) has a volatility of 4.98%. This indicates that WMGAX experiences smaller price fluctuations and is considered to be less risky than HLGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.