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IBNAX vs. DEFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBNAX vs. DEFFX - Performance Comparison

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

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IBNAX vs. DEFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBNAX
Delaware Ivy Balanced Fund
-3.32%12.17%15.68%16.19%-16.41%16.22%14.34%22.13%-3.32%11.37%
DEFFX
Delaware Tax-Free Minnesota Fund
-0.77%4.51%3.36%4.20%-9.79%2.13%4.02%7.35%0.89%5.36%

Returns By Period

In the year-to-date period, IBNAX achieves a -3.32% return, which is significantly lower than DEFFX's -0.77% return. Over the past 10 years, IBNAX has outperformed DEFFX with an annualized return of 8.26%, while DEFFX has yielded a comparatively lower 1.90% annualized return.


IBNAX

1D
2.19%
1M
-3.99%
YTD
-3.32%
6M
-3.01%
1Y
9.17%
3Y*
11.71%
5Y*
6.07%
10Y*
8.26%

DEFFX

1D
0.37%
1M
-2.66%
YTD
-0.77%
6M
0.95%
1Y
3.33%
3Y*
3.07%
5Y*
0.61%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBNAX vs. DEFFX - Expense Ratio Comparison

IBNAX has a 1.10% expense ratio, which is higher than DEFFX's 0.85% expense ratio.


Return for Risk

IBNAX vs. DEFFX — Risk / Return Rank

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

IBNAX
IBNAX Risk / Return Rank: 3838
Overall Rank
IBNAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IBNAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBNAX Omega Ratio Rank: 3131
Omega Ratio Rank
IBNAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IBNAX Martin Ratio Rank: 4444
Martin Ratio Rank

DEFFX
DEFFX Risk / Return Rank: 1818
Overall Rank
DEFFX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DEFFX Sortino Ratio Rank: 1414
Sortino Ratio Rank
DEFFX Omega Ratio Rank: 2626
Omega Ratio Rank
DEFFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
DEFFX Martin Ratio Rank: 1515
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.

IBNAX vs. DEFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Balanced Fund (IBNAX) and Delaware Tax-Free Minnesota Fund (DEFFX). 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.


IBNAXDEFFXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.58

+0.28

Sortino ratio

Return per unit of downside risk

1.28

0.82

+0.46

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.36

0.79

+0.58

Martin ratio

Return relative to average drawdown

5.15

2.27

+2.88

IBNAX vs. DEFFX - Sharpe Ratio Comparison

The current IBNAX Sharpe Ratio is 0.87, which is higher than the DEFFX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IBNAX and DEFFX, 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


IBNAXDEFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.58

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.13

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.44

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.14

-0.80

Correlation

The correlation between IBNAX and DEFFX is -0.03. 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

IBNAX vs. DEFFX - Dividend Comparison

IBNAX's dividend yield for the trailing twelve months is around 3.21%, less than DEFFX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
IBNAX
Delaware Ivy Balanced Fund
3.21%3.10%1.86%1.11%26.49%11.58%6.76%7.70%11.85%4.62%2.31%6.20%
DEFFX
Delaware Tax-Free Minnesota Fund
3.62%4.69%3.94%2.81%2.59%2.18%2.77%3.63%3.51%4.33%3.26%3.52%

Drawdowns

IBNAX vs. DEFFX - Drawdown Comparison

The maximum IBNAX drawdown since its inception was -52.04%, which is greater than DEFFX's maximum drawdown of -14.70%. Use the drawdown chart below to compare losses from any high point for IBNAX and DEFFX.


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Drawdown Indicators


IBNAXDEFFXDifference

Max Drawdown

Largest peak-to-trough decline

-52.04%

-14.70%

-37.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-6.37%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-28.04%

-14.70%

-13.34%

Max Drawdown (10Y)

Largest decline over 10 years

-28.04%

-14.70%

-13.34%

Current Drawdown

Current decline from peak

-5.39%

-3.00%

-2.39%

Average Drawdown

Average peak-to-trough decline

-10.52%

-1.81%

-8.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.21%

-0.24%

Volatility

IBNAX vs. DEFFX - Volatility Comparison

Delaware Ivy Balanced Fund (IBNAX) has a higher volatility of 4.28% compared to Delaware Tax-Free Minnesota Fund (DEFFX) at 1.48%. This indicates that IBNAX's price experiences larger fluctuations and is considered to be riskier than DEFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBNAXDEFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

1.48%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

2.13%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.25%

6.63%

+4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

4.64%

+15.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

4.31%

+12.31%