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IPOAX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IPOAX vs. USD=X - Performance Comparison

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

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Returns By Period


IPOAX

1D
0.20%
1M
-2.13%
6M
17.10%
YTD
21.36%
1Y
36.53%
3Y*
19.54%
5Y*
4.01%
10Y*
9.37%

USD=X

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPOAX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPOAX
Delaware Ivy Systematic Emerging Markets Equity Fund
21.36%26.53%7.71%10.86%-27.56%-4.67%35.01%23.23%-19.83%42.47%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

IPOAX vs. USD=X — Risk / Return Rank

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

IPOAX
IPOAX Risk / Return Rank: 6060
Overall Rank
IPOAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IPOAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IPOAX Omega Ratio Rank: 6464
Omega Ratio Rank
IPOAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
IPOAX Martin Ratio Rank: 5959
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Systematic Emerging Markets Equity Fund (IPOAX) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IPOAXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.72

Martin ratioReturn relative to average drawdown

9.16

IPOAX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

IPOAX vs. USD=X - Drawdown Comparison

The maximum IPOAX drawdown since its inception was -67.11%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IPOAX and USD=X.


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Drawdown Indicators


IPOAXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-67.11%

0.00%

-67.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

0.00%

-13.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

0.00%

-16.86%

Max Drawdown (5Y)

Largest decline over 5 years

-41.19%

0.00%

-41.19%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

0.00%

-45.79%

Current Drawdown

Current decline from peak

-6.14%

0.00%

-6.14%

Average Drawdown

Average peak-to-trough decline

-23.61%

0.00%

-23.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

0.00%

+3.96%

Volatility

IPOAX vs. USD=X - Volatility Comparison

Delaware Ivy Systematic Emerging Markets Equity Fund (IPOAX) has a higher volatility of 10.53% compared to USD Cash (USD=X) at 0.00%. This indicates that IPOAX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPOAXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.53%

0.00%

+10.53%

Volatility (6M)

Calculated over the trailing 6-month period

19.42%

0.00%

+19.42%

Volatility (1Y)

Calculated over the trailing 1-year period

21.43%

0.00%

+21.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

0.00%

+20.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

0.00%

+20.46%

Frequently Asked Questions


IPOAX has higher volatility (10.53%) compared to USD=X (0.00%). In terms of maximum drawdown, IPOAX dropped -67.11% vs USD=X's 0.00%.

Portfolio Optimizer

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