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IPOAX vs. IBNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPOAX vs. IBNAX - 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 Ivy Balanced Fund (IBNAX). The values are adjusted to include any dividend payments, if applicable.

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IPOAX vs. IBNAX - 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%
IBNAX
Delaware Ivy Balanced Fund
-5.40%12.17%15.68%16.19%-16.41%16.22%14.34%22.13%-3.32%11.37%

Returns By Period

In the year-to-date period, IPOAX achieves a 2.17% return, which is significantly higher than IBNAX's -5.40% return. Both investments have delivered pretty close results over the past 10 years, with IPOAX having a 8.30% annualized return and IBNAX not far behind at 8.03%.


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%

IBNAX

1D
-0.08%
1M
-6.27%
YTD
-5.40%
6M
-4.91%
1Y
7.33%
3Y*
10.90%
5Y*
5.79%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPOAX vs. IBNAX - Expense Ratio Comparison

IPOAX has a 1.15% expense ratio, which is higher than IBNAX's 1.10% expense ratio.


Return for Risk

IPOAX vs. IBNAX — 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

IBNAX
IBNAX Risk / Return Rank: 3030
Overall Rank
IBNAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IBNAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
IBNAX Omega Ratio Rank: 2626
Omega Ratio Rank
IBNAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
IBNAX Martin Ratio Rank: 3232
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. IBNAX - 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 Ivy Balanced Fund (IBNAX). 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.


IPOAXIBNAXDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.71

+0.75

Sortino ratio

Return per unit of downside risk

1.92

1.05

+0.87

Omega ratio

Gain probability vs. loss probability

1.29

1.14

+0.14

Calmar ratio

Return relative to maximum drawdown

1.83

0.91

+0.93

Martin ratio

Return relative to average drawdown

6.85

3.48

+3.37

IPOAX vs. IBNAX - Sharpe Ratio Comparison

The current IPOAX Sharpe Ratio is 1.46, which is higher than the IBNAX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IPOAX and IBNAX, 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


IPOAXIBNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.71

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.29

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.49

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.34

-0.11

Correlation

The correlation between IPOAX and IBNAX is 0.43, 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

IPOAX vs. IBNAX - Dividend Comparison

IPOAX's dividend yield for the trailing twelve months is around 9.80%, more than IBNAX's 3.28% 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%
IBNAX
Delaware Ivy Balanced Fund
3.28%3.10%1.86%1.11%26.49%11.58%6.76%7.70%11.85%4.62%2.31%6.20%

Drawdowns

IPOAX vs. IBNAX - Drawdown Comparison

The maximum IPOAX drawdown since its inception was -67.11%, which is greater than IBNAX's maximum drawdown of -52.04%. Use the drawdown chart below to compare losses from any high point for IPOAX and IBNAX.


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Drawdown Indicators


IPOAXIBNAXDifference

Max Drawdown

Largest peak-to-trough decline

-67.11%

-52.04%

-15.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-7.42%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-42.92%

-28.04%

-14.88%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

-28.04%

-17.75%

Current Drawdown

Current decline from peak

-13.31%

-7.42%

-5.89%

Average Drawdown

Average peak-to-trough decline

-23.79%

-10.52%

-13.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

1.94%

+1.64%

Volatility

IPOAX vs. IBNAX - Volatility Comparison

Delaware Ivy Systematic Emerging Markets Equity Fund (IPOAX) has a higher volatility of 8.95% compared to Delaware Ivy Balanced Fund (IBNAX) at 3.49%. This indicates that IPOAX's price experiences larger fluctuations and is considered to be riskier than IBNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPOAXIBNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

3.49%

+5.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

6.69%

+6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

11.06%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

20.03%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

16.60%

+3.52%