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IGNAX vs. DEVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGNAX vs. DEVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Natural Resources Fund (IGNAX) and Delaware Small Cap Value Fund (DEVLX). The values are adjusted to include any dividend payments, if applicable.

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IGNAX vs. DEVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGNAX
Delaware Ivy Natural Resources Fund
17.23%38.01%-0.56%1.26%17.52%26.06%-12.38%9.24%-23.79%2.89%
DEVLX
Delaware Small Cap Value Fund
3.11%7.66%10.87%9.22%-12.46%33.85%-0.79%27.85%-17.70%11.69%

Returns By Period

In the year-to-date period, IGNAX achieves a 17.23% return, which is significantly higher than DEVLX's 3.11% return. Over the past 10 years, IGNAX has underperformed DEVLX with an annualized return of 8.33%, while DEVLX has yielded a comparatively higher 8.78% annualized return.


IGNAX

1D
-0.45%
1M
-1.35%
YTD
17.23%
6M
26.13%
1Y
60.07%
3Y*
18.01%
5Y*
16.83%
10Y*
8.33%

DEVLX

1D
-0.54%
1M
-6.44%
YTD
3.11%
6M
6.10%
1Y
17.21%
3Y*
11.02%
5Y*
5.61%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGNAX vs. DEVLX - Expense Ratio Comparison

IGNAX has a 1.82% expense ratio, which is higher than DEVLX's 1.11% expense ratio.


Return for Risk

IGNAX vs. DEVLX — Risk / Return Rank

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

IGNAX
IGNAX Risk / Return Rank: 9696
Overall Rank
IGNAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IGNAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
IGNAX Omega Ratio Rank: 9494
Omega Ratio Rank
IGNAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
IGNAX Martin Ratio Rank: 9898
Martin Ratio Rank

DEVLX
DEVLX Risk / Return Rank: 4141
Overall Rank
DEVLX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DEVLX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DEVLX Omega Ratio Rank: 4040
Omega Ratio Rank
DEVLX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DEVLX Martin Ratio Rank: 4040
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.

IGNAX vs. DEVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Natural Resources Fund (IGNAX) and Delaware Small Cap Value Fund (DEVLX). 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.


IGNAXDEVLXDifference

Sharpe ratio

Return per unit of total volatility

2.68

0.84

+1.84

Sortino ratio

Return per unit of downside risk

3.22

1.30

+1.92

Omega ratio

Gain probability vs. loss probability

1.50

1.18

+0.32

Calmar ratio

Return relative to maximum drawdown

3.67

1.06

+2.61

Martin ratio

Return relative to average drawdown

19.68

4.11

+15.57

IGNAX vs. DEVLX - Sharpe Ratio Comparison

The current IGNAX Sharpe Ratio is 2.68, which is higher than the DEVLX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IGNAX and DEVLX, 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


IGNAXDEVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

0.84

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.27

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.38

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.52

-0.30

Correlation

The correlation between IGNAX and DEVLX is 0.67, 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

IGNAX vs. DEVLX - Dividend Comparison

IGNAX has not paid dividends to shareholders, while DEVLX's dividend yield for the trailing twelve months is around 13.34%.


TTM20252024202320222021202020192018201720162015
IGNAX
Delaware Ivy Natural Resources Fund
0.00%0.00%5.68%1.94%2.02%2.30%0.29%1.75%0.00%0.00%0.06%0.00%
DEVLX
Delaware Small Cap Value Fund
13.34%13.76%12.67%7.54%4.37%4.43%1.37%4.29%8.80%1.34%0.52%7.01%

Drawdowns

IGNAX vs. DEVLX - Drawdown Comparison

The maximum IGNAX drawdown since its inception was -77.49%, which is greater than DEVLX's maximum drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for IGNAX and DEVLX.


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Drawdown Indicators


IGNAXDEVLXDifference

Max Drawdown

Largest peak-to-trough decline

-77.49%

-60.08%

-17.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-13.91%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.79%

-24.80%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-57.95%

-46.48%

-11.47%

Current Drawdown

Current decline from peak

-10.39%

-8.37%

-2.02%

Average Drawdown

Average peak-to-trough decline

-35.84%

-8.32%

-27.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.58%

-0.68%

Volatility

IGNAX vs. DEVLX - Volatility Comparison

Delaware Ivy Natural Resources Fund (IGNAX) and Delaware Small Cap Value Fund (DEVLX) have volatilities of 5.30% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGNAXDEVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

5.26%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

11.61%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

21.22%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.99%

21.05%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

23.48%

-0.90%