PortfoliosLab logoPortfoliosLab logo
IVIAX vs. CXHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVIAX vs. CXHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy International Core Equity Fund (IVIAX) and Delaware National High-Yield Municipal Bond Fund (CXHYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IVIAX vs. CXHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVIAX
Delaware Ivy International Core Equity Fund
-6.56%23.95%3.66%16.71%-15.37%13.99%7.08%18.48%-17.87%22.74%
CXHYX
Delaware National High-Yield Municipal Bond Fund
-0.46%1.71%5.76%8.26%-14.85%7.86%6.49%11.52%1.58%10.15%

Returns By Period

In the year-to-date period, IVIAX achieves a -6.56% return, which is significantly lower than CXHYX's -0.46% return. Over the past 10 years, IVIAX has outperformed CXHYX with an annualized return of 6.36%, while CXHYX has yielded a comparatively lower 3.39% annualized return.


IVIAX

1D
3.03%
1M
-9.22%
YTD
-6.56%
6M
-5.45%
1Y
7.74%
3Y*
9.03%
5Y*
4.65%
10Y*
6.36%

CXHYX

1D
0.42%
1M
-2.04%
YTD
-0.46%
6M
-0.10%
1Y
0.02%
3Y*
4.14%
5Y*
1.00%
10Y*
3.39%
*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.


IVIAX vs. CXHYX - Expense Ratio Comparison

IVIAX has a 1.04% expense ratio, which is higher than CXHYX's 0.85% expense ratio.


Return for Risk

IVIAX vs. CXHYX — Risk / Return Rank

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

IVIAX
IVIAX Risk / Return Rank: 1313
Overall Rank
IVIAX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IVIAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
IVIAX Omega Ratio Rank: 1313
Omega Ratio Rank
IVIAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
IVIAX Martin Ratio Rank: 1313
Martin Ratio Rank

CXHYX
CXHYX Risk / Return Rank: 66
Overall Rank
CXHYX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CXHYX Sortino Ratio Rank: 44
Sortino Ratio Rank
CXHYX Omega Ratio Rank: 55
Omega Ratio Rank
CXHYX Calmar Ratio Rank: 99
Calmar Ratio Rank
CXHYX Martin Ratio Rank: 88
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.

IVIAX vs. CXHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy International Core Equity Fund (IVIAX) and Delaware National High-Yield Municipal Bond Fund (CXHYX). 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.


IVIAXCXHYXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.07

+0.37

Sortino ratio

Return per unit of downside risk

0.73

0.14

+0.59

Omega ratio

Gain probability vs. loss probability

1.11

1.03

+0.08

Calmar ratio

Return relative to maximum drawdown

0.45

0.26

+0.18

Martin ratio

Return relative to average drawdown

1.71

0.62

+1.10

IVIAX vs. CXHYX - Sharpe Ratio Comparison

The current IVIAX Sharpe Ratio is 0.44, which is higher than the CXHYX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of IVIAX and CXHYX, 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


IVIAXCXHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.07

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.17

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.59

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

1.17

-0.89

Correlation

The correlation between IVIAX and CXHYX 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

IVIAX vs. CXHYX - Dividend Comparison

IVIAX's dividend yield for the trailing twelve months is around 12.90%, more than CXHYX's 4.96% yield.


TTM20252024202320222021202020192018201720162015
IVIAX
Delaware Ivy International Core Equity Fund
12.90%12.05%0.69%2.55%0.82%2.43%0.98%2.39%9.63%1.01%1.59%0.82%
CXHYX
Delaware National High-Yield Municipal Bond Fund
4.96%6.41%5.43%3.99%4.94%3.61%4.42%5.27%4.92%4.98%3.87%3.77%

Drawdowns

IVIAX vs. CXHYX - Drawdown Comparison

The maximum IVIAX drawdown since its inception was -56.37%, which is greater than CXHYX's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for IVIAX and CXHYX.


Loading graphics...

Drawdown Indicators


IVIAXCXHYXDifference

Max Drawdown

Largest peak-to-trough decline

-56.37%

-21.82%

-34.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.58%

-6.90%

-7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-20.11%

-10.35%

Max Drawdown (10Y)

Largest decline over 10 years

-40.87%

-20.11%

-20.76%

Current Drawdown

Current decline from peak

-11.95%

-2.44%

-9.51%

Average Drawdown

Average peak-to-trough decline

-12.35%

-2.59%

-9.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.94%

+0.87%

Volatility

IVIAX vs. CXHYX - Volatility Comparison

Delaware Ivy International Core Equity Fund (IVIAX) has a higher volatility of 9.06% compared to Delaware National High-Yield Municipal Bond Fund (CXHYX) at 1.55%. This indicates that IVIAX's price experiences larger fluctuations and is considered to be riskier than CXHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IVIAXCXHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.06%

1.55%

+7.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

2.43%

+10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

7.26%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

6.03%

+10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

5.78%

+11.50%