IEYYX vs. WASCX
Compare and contrast key facts about Delaware Ivy Energy Fund (IEYYX) and Delaware Ivy Asset Strategy Fund (WASCX).
IEYYX is managed by Ivy Funds. It was launched on Apr 2, 2006. WASCX is managed by Ivy Funds. It was launched on Apr 19, 1995.
Performance
IEYYX vs. WASCX - Performance Comparison
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IEYYX vs. WASCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEYYX Delaware Ivy Energy Fund | 12.70% | 22.56% | -3.60% | -4.08% | 41.14% | 43.34% | -38.68% | 4.25% | -34.47% | -12.98% |
WASCX Delaware Ivy Asset Strategy Fund | -4.73% | 16.07% | 13.12% | 14.62% | -14.57% | 12.88% | 12.53% | 20.90% | -5.98% | 17.53% |
Returns By Period
In the year-to-date period, IEYYX achieves a 12.70% return, which is significantly higher than WASCX's -4.73% return. Over the past 10 years, IEYYX has underperformed WASCX with an annualized return of 2.41%, while WASCX has yielded a comparatively higher 7.48% annualized return.
IEYYX
- 1D
- 1.06%
- 1M
- -0.08%
- YTD
- 12.70%
- 6M
- 20.58%
- 1Y
- 41.57%
- 3Y*
- 8.68%
- 5Y*
- 16.21%
- 10Y*
- 2.41%
WASCX
- 1D
- 0.00%
- 1M
- -8.71%
- YTD
- -4.73%
- 6M
- -3.15%
- 1Y
- 9.67%
- 3Y*
- 11.37%
- 5Y*
- 6.22%
- 10Y*
- 7.48%
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IEYYX vs. WASCX - Expense Ratio Comparison
IEYYX has a 1.28% expense ratio, which is lower than WASCX's 2.18% expense ratio.
Return for Risk
IEYYX vs. WASCX — Risk / Return Rank
IEYYX
WASCX
IEYYX vs. WASCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Energy Fund (IEYYX) and Delaware Ivy Asset Strategy Fund (WASCX). 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.
| IEYYX | WASCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 0.81 | +1.74 |
Sortino ratioReturn per unit of downside risk | 3.28 | 1.20 | +2.08 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.18 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 3.31 | 0.94 | +2.37 |
Martin ratioReturn relative to average drawdown | 18.17 | 3.99 | +14.18 |
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
| IEYYX | WASCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 0.81 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.36 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.48 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.52 | -0.47 |
Correlation
The correlation between IEYYX and WASCX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IEYYX vs. WASCX - Dividend Comparison
IEYYX's dividend yield for the trailing twelve months is around 0.77%, less than WASCX's 11.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEYYX Delaware Ivy Energy Fund | 0.77% | 0.87% | 0.91% | 2.37% | 1.33% | 1.49% | 2.17% | 0.00% | 0.00% | 0.36% | 0.00% | 0.00% |
WASCX Delaware Ivy Asset Strategy Fund | 11.23% | 10.75% | 8.30% | 2.28% | 18.75% | 11.68% | 2.22% | 5.49% | 20.62% | 2.37% | 0.00% | 6.52% |
Drawdowns
IEYYX vs. WASCX - Drawdown Comparison
The maximum IEYYX drawdown since its inception was -85.16%, which is greater than WASCX's maximum drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for IEYYX and WASCX.
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Drawdown Indicators
| IEYYX | WASCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.16% | -36.09% | -49.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -9.02% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -30.43% | -28.99% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -81.45% | -29.42% | -52.03% |
Current DrawdownCurrent decline from peak | -27.17% | -9.02% | -18.15% |
Average DrawdownAverage peak-to-trough decline | -35.28% | -7.50% | -27.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.13% | +0.05% |
Volatility
IEYYX vs. WASCX - Volatility Comparison
The current volatility for Delaware Ivy Energy Fund (IEYYX) is 4.24%, while Delaware Ivy Asset Strategy Fund (WASCX) has a volatility of 4.72%. This indicates that IEYYX experiences smaller price fluctuations and is considered to be less risky than WASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEYYX | WASCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.72% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 7.74% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 12.02% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.28% | 17.58% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.00% | 15.50% | +15.50% |