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DLHIX vs. IBNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLHIX vs. IBNAX - Performance Comparison

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

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DLHIX vs. IBNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLHIX
Delaware Healthcare Fund
-5.80%22.27%8.76%5.42%-0.99%5.48%12.02%31.82%-0.59%32.29%
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, DLHIX achieves a -5.80% return, which is significantly lower than IBNAX's -5.40% return. Over the past 10 years, DLHIX has outperformed IBNAX with an annualized return of 10.50%, while IBNAX has yielded a comparatively lower 8.03% annualized return.


DLHIX

1D
1.18%
1M
-8.50%
YTD
-5.80%
6M
6.03%
1Y
14.04%
3Y*
10.99%
5Y*
6.84%
10Y*
10.50%

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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DLHIX vs. IBNAX - Expense Ratio Comparison

DLHIX has a 0.98% expense ratio, which is lower than IBNAX's 1.10% expense ratio.


Return for Risk

DLHIX vs. IBNAX — Risk / Return Rank

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

DLHIX
DLHIX Risk / Return Rank: 3131
Overall Rank
DLHIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DLHIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DLHIX Omega Ratio Rank: 2323
Omega Ratio Rank
DLHIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
DLHIX Martin Ratio Rank: 2929
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.

DLHIX vs. IBNAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Healthcare Fund (DLHIX) 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.


DLHIXIBNAXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.71

-0.01

Sortino ratio

Return per unit of downside risk

1.05

1.05

0.00

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

1.13

0.91

+0.22

Martin ratio

Return relative to average drawdown

3.18

3.48

-0.29

DLHIX vs. IBNAX - Sharpe Ratio Comparison

The current DLHIX Sharpe Ratio is 0.69, which is comparable to the IBNAX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DLHIX 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


DLHIXIBNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.71

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.29

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.49

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.34

+0.36

Correlation

The correlation between DLHIX and IBNAX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DLHIX vs. IBNAX - Dividend Comparison

DLHIX's dividend yield for the trailing twelve months is around 11.84%, more than IBNAX's 3.28% yield.


TTM20252024202320222021202020192018201720162015
DLHIX
Delaware Healthcare Fund
11.84%11.16%14.00%6.97%9.16%5.41%6.19%7.63%2.11%3.23%8.20%7.90%
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

DLHIX vs. IBNAX - Drawdown Comparison

The maximum DLHIX drawdown since its inception was -34.64%, smaller than the maximum IBNAX drawdown of -52.04%. Use the drawdown chart below to compare losses from any high point for DLHIX and IBNAX.


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Drawdown Indicators


DLHIXIBNAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-52.04%

+17.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-7.42%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-28.04%

+8.25%

Max Drawdown (10Y)

Largest decline over 10 years

-25.60%

-28.04%

+2.44%

Current Drawdown

Current decline from peak

-9.24%

-7.42%

-1.82%

Average Drawdown

Average peak-to-trough decline

-5.56%

-10.52%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

1.94%

+2.07%

Volatility

DLHIX vs. IBNAX - Volatility Comparison

Delaware Healthcare Fund (DLHIX) has a higher volatility of 5.80% compared to Delaware Ivy Balanced Fund (IBNAX) at 3.49%. This indicates that DLHIX's price experiences larger fluctuations and is considered to be riskier 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


DLHIXIBNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

3.49%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

6.69%

+5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.40%

11.06%

+8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

20.03%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

16.60%

+1.32%