DPDFX vs. IYY
Compare and contrast key facts about Delaware Diversified Income Fund (DPDFX) and iShares Dow Jones U.S. ETF (IYY).
DPDFX is managed by Delaware Funds. It was launched on Dec 29, 1997. IYY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Index. It was launched on Jun 12, 2000.
Performance
DPDFX vs. IYY - Performance Comparison
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DPDFX vs. IYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DPDFX Delaware Diversified Income Fund | -0.52% | 7.39% | 1.91% | 6.05% | -13.93% | 1.64% | 10.96% | 11.98% | -1.98% | 5.34% |
IYY iShares Dow Jones U.S. ETF | -3.50% | 17.08% | 24.15% | 26.48% | -19.57% | 26.38% | 20.10% | 30.78% | -5.16% | 21.33% |
Returns By Period
In the year-to-date period, DPDFX achieves a -0.52% return, which is significantly higher than IYY's -3.50% return. Over the past 10 years, DPDFX has underperformed IYY with an annualized return of 2.74%, while IYY has yielded a comparatively higher 13.64% annualized return.
DPDFX
- 1D
- 0.26%
- 1M
- -1.67%
- YTD
- -0.52%
- 6M
- 0.23%
- 1Y
- 3.95%
- 3Y*
- 3.89%
- 5Y*
- 0.71%
- 10Y*
- 2.74%
IYY
- 1D
- 0.76%
- 1M
- -4.28%
- YTD
- -3.50%
- 6M
- -1.57%
- 1Y
- 18.07%
- 3Y*
- 18.19%
- 5Y*
- 10.91%
- 10Y*
- 13.64%
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DPDFX vs. IYY - Expense Ratio Comparison
DPDFX has a 0.70% expense ratio, which is higher than IYY's 0.20% expense ratio.
Return for Risk
DPDFX vs. IYY — Risk / Return Rank
DPDFX
IYY
DPDFX vs. IYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Diversified Income Fund (DPDFX) and iShares Dow Jones U.S. ETF (IYY). 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.
| DPDFX | IYY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.99 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.51 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.52 | +0.24 |
Martin ratioReturn relative to average drawdown | 5.31 | 7.11 | -1.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DPDFX | IYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.99 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.64 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.75 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.41 | +0.79 |
Correlation
The correlation between DPDFX and IYY 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
DPDFX vs. IYY - Dividend Comparison
DPDFX's dividend yield for the trailing twelve months is around 4.03%, more than IYY's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPDFX Delaware Diversified Income Fund | 4.03% | 4.34% | 4.01% | 3.57% | 3.52% | 5.95% | 3.15% | 4.28% | 4.10% | 3.70% | 3.19% | 3.55% |
IYY iShares Dow Jones U.S. ETF | 1.00% | 0.95% | 1.05% | 1.29% | 1.48% | 1.04% | 1.31% | 1.80% | 1.97% | 1.62% | 1.81% | 1.97% |
Drawdowns
DPDFX vs. IYY - Drawdown Comparison
The maximum DPDFX drawdown since its inception was -18.64%, smaller than the maximum IYY drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for DPDFX and IYY.
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Drawdown Indicators
| DPDFX | IYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.64% | -55.17% | +36.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -12.15% | +9.16% |
Max Drawdown (5Y)Largest decline over 5 years | -18.64% | -25.46% | +6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -18.64% | -34.90% | +16.26% |
Current DrawdownCurrent decline from peak | -2.17% | -5.52% | +3.35% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -10.91% | +8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.60% | -1.61% |
Volatility
DPDFX vs. IYY - Volatility Comparison
The current volatility for Delaware Diversified Income Fund (DPDFX) is 1.53%, while iShares Dow Jones U.S. ETF (IYY) has a volatility of 5.47%. This indicates that DPDFX experiences smaller price fluctuations and is considered to be less risky than IYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPDFX | IYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 5.47% | -3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 9.68% | -7.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.50% | 18.31% | -13.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 17.13% | -11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 18.15% | -13.13% |