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DEEIX vs. IBNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEEIX vs. IBNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Extended Duration Bond Fund (DEEIX) and Delaware Ivy Balanced Fund (IBNAX). The values are adjusted to include any dividend payments, if applicable.

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DEEIX vs. IBNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEEIX
Delaware Extended Duration Bond Fund
-1.82%6.26%-1.29%9.21%-26.47%-0.70%15.17%22.02%-7.69%12.61%
IBNAX
Delaware Ivy Balanced Fund
-5.40%12.17%15.68%16.19%-16.41%16.22%14.34%22.13%-3.32%11.37%

Returns By Period

In the year-to-date period, DEEIX achieves a -1.82% return, which is significantly higher than IBNAX's -5.40% return. Over the past 10 years, DEEIX has underperformed IBNAX with an annualized return of 2.02%, while IBNAX has yielded a comparatively higher 8.03% annualized return.


DEEIX

1D
0.96%
1M
-3.93%
YTD
-1.82%
6M
-2.36%
1Y
2.45%
3Y*
2.23%
5Y*
-2.26%
10Y*
2.02%

IBNAX

1D
-0.08%
1M
-6.27%
YTD
-5.40%
6M
-4.91%
1Y
7.33%
3Y*
10.90%
5Y*
5.79%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEEIX vs. IBNAX - Expense Ratio Comparison

DEEIX has a 0.57% expense ratio, which is lower than IBNAX's 1.10% expense ratio.


Return for Risk

DEEIX vs. IBNAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEEIX
DEEIX Risk / Return Rank: 1515
Overall Rank
DEEIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DEEIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
DEEIX Omega Ratio Rank: 1111
Omega Ratio Rank
DEEIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
DEEIX Martin Ratio Rank: 1616
Martin Ratio Rank

IBNAX
IBNAX Risk / Return Rank: 3030
Overall Rank
IBNAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IBNAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
IBNAX Omega Ratio Rank: 2626
Omega Ratio Rank
IBNAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
IBNAX Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEEIX vs. IBNAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Extended Duration Bond Fund (DEEIX) and Delaware Ivy Balanced Fund (IBNAX). 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.


DEEIXIBNAXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.71

-0.32

Sortino ratio

Return per unit of downside risk

0.58

1.05

-0.47

Omega ratio

Gain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratio

Return relative to maximum drawdown

0.69

0.91

-0.21

Martin ratio

Return relative to average drawdown

1.65

3.48

-1.83

DEEIX vs. IBNAX - Sharpe Ratio Comparison

The current DEEIX Sharpe Ratio is 0.38, which is lower than the IBNAX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DEEIX and IBNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEEIXIBNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.71

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.29

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.49

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.34

+0.29

Correlation

The correlation between DEEIX and IBNAX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DEEIX vs. IBNAX - Dividend Comparison

DEEIX's dividend yield for the trailing twelve months is around 4.78%, more than IBNAX's 3.28% yield.


TTM20252024202320222021202020192018201720162015
DEEIX
Delaware Extended Duration Bond Fund
4.78%5.05%4.90%3.95%4.35%7.87%10.28%4.79%4.56%3.74%3.75%4.62%
IBNAX
Delaware Ivy Balanced Fund
3.28%3.10%1.86%1.11%26.49%11.58%6.76%7.70%11.85%4.62%2.31%6.20%

Drawdowns

DEEIX vs. IBNAX - Drawdown Comparison

The maximum DEEIX drawdown since its inception was -34.48%, smaller than the maximum IBNAX drawdown of -52.04%. Use the drawdown chart below to compare losses from any high point for DEEIX and IBNAX.


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Drawdown Indicators


DEEIXIBNAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.48%

-52.04%

+17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-7.42%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-28.04%

-6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

-28.04%

-6.44%

Current Drawdown

Current decline from peak

-18.98%

-7.42%

-11.56%

Average Drawdown

Average peak-to-trough decline

-6.37%

-10.52%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

1.94%

+0.31%

Volatility

DEEIX vs. IBNAX - Volatility Comparison

The current volatility for Delaware Extended Duration Bond Fund (DEEIX) is 3.26%, while Delaware Ivy Balanced Fund (IBNAX) has a volatility of 3.49%. This indicates that DEEIX experiences smaller price fluctuations and is considered to be less risky than IBNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEEIXIBNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

3.49%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

5.02%

6.69%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

8.76%

11.06%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

20.03%

-8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.59%

16.60%

-6.01%