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IPOAX vs. DDFLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPOAX vs. DDFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Systematic Emerging Markets Equity Fund (IPOAX) and Delaware Floating Rate Fund (DDFLX). The values are adjusted to include any dividend payments, if applicable.

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IPOAX vs. DDFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPOAX
Delaware Ivy Systematic Emerging Markets Equity Fund
2.17%26.53%7.71%10.86%-27.56%-4.67%35.01%23.23%-19.83%42.47%
DDFLX
Delaware Floating Rate Fund
-0.86%6.01%8.92%10.75%-0.62%5.46%3.17%10.69%1.26%4.55%

Returns By Period

In the year-to-date period, IPOAX achieves a 2.17% return, which is significantly higher than DDFLX's -0.86% return. Over the past 10 years, IPOAX has outperformed DDFLX with an annualized return of 8.30%, while DDFLX has yielded a comparatively lower 5.24% annualized return.


IPOAX

1D
0.09%
1M
-12.40%
YTD
2.17%
6M
7.77%
1Y
27.28%
3Y*
13.56%
5Y*
0.86%
10Y*
8.30%

DDFLX

1D
-0.13%
1M
-0.26%
YTD
-0.86%
6M
0.58%
1Y
4.60%
3Y*
7.19%
5Y*
5.46%
10Y*
5.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPOAX vs. DDFLX - Expense Ratio Comparison

IPOAX has a 1.15% expense ratio, which is higher than DDFLX's 0.67% expense ratio.


Return for Risk

IPOAX vs. DDFLX — Risk / Return Rank

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

IPOAX
IPOAX Risk / Return Rank: 7676
Overall Rank
IPOAX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IPOAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
IPOAX Omega Ratio Rank: 7575
Omega Ratio Rank
IPOAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
IPOAX Martin Ratio Rank: 7272
Martin Ratio Rank

DDFLX
DDFLX Risk / Return Rank: 9494
Overall Rank
DDFLX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DDFLX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DDFLX Omega Ratio Rank: 9898
Omega Ratio Rank
DDFLX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DDFLX Martin Ratio Rank: 9292
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.

IPOAX vs. DDFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Systematic Emerging Markets Equity Fund (IPOAX) and Delaware Floating Rate Fund (DDFLX). 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.


IPOAXDDFLXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.99

-0.53

Sortino ratio

Return per unit of downside risk

1.92

3.24

-1.33

Omega ratio

Gain probability vs. loss probability

1.29

1.76

-0.47

Calmar ratio

Return relative to maximum drawdown

1.83

2.80

-0.97

Martin ratio

Return relative to average drawdown

6.85

11.27

-4.41

IPOAX vs. DDFLX - Sharpe Ratio Comparison

The current IPOAX Sharpe Ratio is 1.46, which is comparable to the DDFLX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IPOAX and DDFLX, 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


IPOAXDDFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.99

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

2.06

-2.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

1.51

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.32

-1.09

Correlation

The correlation between IPOAX and DDFLX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IPOAX vs. DDFLX - Dividend Comparison

IPOAX's dividend yield for the trailing twelve months is around 9.80%, more than DDFLX's 6.51% yield.


TTM20252024202320222021202020192018201720162015
IPOAX
Delaware Ivy Systematic Emerging Markets Equity Fund
9.80%10.01%3.35%3.23%14.83%0.55%0.75%0.74%0.68%0.00%0.00%0.93%
DDFLX
Delaware Floating Rate Fund
6.51%7.21%8.62%7.17%5.04%3.96%4.89%6.54%5.73%4.33%2.09%2.34%

Drawdowns

IPOAX vs. DDFLX - Drawdown Comparison

The maximum IPOAX drawdown since its inception was -67.11%, which is greater than DDFLX's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for IPOAX and DDFLX.


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Drawdown Indicators


IPOAXDDFLXDifference

Max Drawdown

Largest peak-to-trough decline

-67.11%

-18.09%

-49.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-1.65%

-11.74%

Max Drawdown (5Y)

Largest decline over 5 years

-42.92%

-5.18%

-37.74%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

-18.09%

-27.70%

Current Drawdown

Current decline from peak

-13.31%

-0.98%

-12.33%

Average Drawdown

Average peak-to-trough decline

-23.79%

-0.68%

-23.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

0.44%

+3.14%

Volatility

IPOAX vs. DDFLX - Volatility Comparison

Delaware Ivy Systematic Emerging Markets Equity Fund (IPOAX) has a higher volatility of 8.95% compared to Delaware Floating Rate Fund (DDFLX) at 0.64%. This indicates that IPOAX's price experiences larger fluctuations and is considered to be riskier than DDFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPOAXDDFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

0.64%

+8.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

1.57%

+12.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

2.59%

+15.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

2.67%

+16.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

3.49%

+16.63%