PortfoliosLab logoPortfoliosLab logo
IPOAX vs. DEFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPOAX vs. DEFFX - 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 Tax-Free Minnesota Fund (DEFFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IPOAX vs. DEFFX - 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%
DEFFX
Delaware Tax-Free Minnesota Fund
-1.13%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, IPOAX achieves a 2.17% return, which is significantly higher than DEFFX's -1.13% return. Over the past 10 years, IPOAX has outperformed DEFFX with an annualized return of 8.30%, while DEFFX has yielded a comparatively lower 1.86% 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%

DEFFX

1D
0.27%
1M
-3.35%
YTD
-1.13%
6M
0.77%
1Y
3.43%
3Y*
2.95%
5Y*
0.55%
10Y*
1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IPOAX vs. DEFFX - Expense Ratio Comparison

IPOAX has a 1.15% expense ratio, which is higher than DEFFX's 0.85% expense ratio.


Return for Risk

IPOAX vs. DEFFX — 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

DEFFX
DEFFX Risk / Return Rank: 2525
Overall Rank
DEFFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DEFFX Sortino Ratio Rank: 2222
Sortino Ratio Rank
DEFFX Omega Ratio Rank: 4040
Omega Ratio Rank
DEFFX Calmar Ratio Rank: 2121
Calmar Ratio Rank
DEFFX Martin Ratio Rank: 1717
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. DEFFX - 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 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.


IPOAXDEFFXDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.66

+0.80

Sortino ratio

Return per unit of downside risk

1.92

0.93

+0.99

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

1.83

0.64

+1.20

Martin ratio

Return relative to average drawdown

6.85

1.84

+5.01

IPOAX vs. DEFFX - Sharpe Ratio Comparison

The current IPOAX Sharpe Ratio is 1.46, which is higher than the DEFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IPOAX 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.


Loading graphics...

Sharpe Ratios by Period


IPOAXDEFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.66

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.12

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.43

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.14

-0.91

Correlation

The correlation between IPOAX and DEFFX is -0.07. 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

IPOAX vs. DEFFX - Dividend Comparison

IPOAX's dividend yield for the trailing twelve months is around 9.80%, more than DEFFX's 3.63% 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%
DEFFX
Delaware Tax-Free Minnesota Fund
3.63%4.69%3.94%2.81%2.59%2.18%2.77%3.63%3.51%4.33%3.26%3.52%

Drawdowns

IPOAX vs. DEFFX - Drawdown Comparison

The maximum IPOAX drawdown since its inception was -67.11%, which is greater than DEFFX's maximum drawdown of -14.70%. Use the drawdown chart below to compare losses from any high point for IPOAX and DEFFX.


Loading graphics...

Drawdown Indicators


IPOAXDEFFXDifference

Max Drawdown

Largest peak-to-trough decline

-67.11%

-14.70%

-52.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-6.37%

-7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-42.92%

-14.70%

-28.22%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

-14.70%

-31.09%

Current Drawdown

Current decline from peak

-13.31%

-3.35%

-9.96%

Average Drawdown

Average peak-to-trough decline

-23.79%

-1.81%

-21.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.20%

+1.38%

Volatility

IPOAX vs. DEFFX - Volatility Comparison

Delaware Ivy Systematic Emerging Markets Equity Fund (IPOAX) has a higher volatility of 8.95% compared to Delaware Tax-Free Minnesota Fund (DEFFX) at 1.40%. This indicates that IPOAX'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.


Loading graphics...

Volatility by Period


IPOAXDEFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

1.40%

+7.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

2.10%

+11.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

6.63%

+11.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

4.64%

+14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

4.30%

+15.82%