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Delaware Ivy Core Equity Fund (WTRCX) Sharpe Ratio: 1.65

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The investment seeks capital growth and appreciation. The fund seeks to achieve its objective by investing, under normal circumstances, at least 80% of its net assets in equity securities, primarily in common stocks of large-capitalization companies. It seeks to invest in companies that the manager believes are high-quality, have sustainable competitive advantages accompanied by financial strength and earnings stability, and have leading positions in their industries. The fund invests in securities that have the potential for capital appreciation, or that the manager expects to resist market decline.

WTRCX's Sharpe Ratio of 1.65 indicates that for each unit of volatility, it generates 1.65 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

WTRCX Sharpe Ratio Rank

WTRCX Sharpe Ratio Rank: 32.633
Below Average

WTRCX ranks above 32.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

WTRCX Sharpe Ratio Market Positioning

The chart shows WTRCX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Delaware Ivy Core Equity Fund's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how WTRCX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VPCCXVanguard PRIMECAP Core Fund3.91
VPMAXVanguard PRIMECAP Fund Admiral Shares3.76
DHAMXCentre American Select Equity Fund3.26
POSKXPrimeCap Odyssey Stock Fund3.22
QCELXAQR Large Cap Multi-Style Fund3.18
DESGXDWS ESG Core Equity Fund3.08
GTLOXGlenmede Quantitative U.S. Large Cap Core Equity Portfolio3.05
SVSPXState Street S&P 500 Index Fund Class N3.03
AIGOXAlger Growth & Income Portfolio3.03
AMFEXAAMA Equity Fund3.03
WTRCXDelaware Ivy Core Equity Fund1.65

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WTRCX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when WTRCX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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