That's because you Delphox is at a low level. Your EV training is working, don't worry.

See, the EVs that you require to get a stat increase depends on your level; it's not just 4 points for every Pokemon. That is for level 100s. To determine how many EVs you need to get a stat increase for Delphox, use the equation **4 / Delphox's level** and look at the number after the decimal point.

According to the equation, a level 30 Delphox would need 13 EVs to get the stat increase, and level 50 would need 8. At level 100, you'd need just 4.

*tl;dr*: Your EVs are working, you Delphox just isn't at a high enough level to get the full effect.

As you level up Delphox, you'll find that it's much easier to get stat points, because of all the EVs you got at an earlier level are now worth more as the number required to get a stat point decreases.