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IVOIX vs. DDFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVOIX vs. DDFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) and Delaware Floating Rate Fund (DDFLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVOIX achieves a 12.04% return, which is significantly higher than DDFLX's 2.18% return. Over the past 10 years, IVOIX has outperformed DDFLX with an annualized return of 10.04%, while DDFLX has yielded a comparatively lower 5.35% annualized return.


IVOIX

1D
-1.05%
1M
1.40%
6M
7.79%
YTD
12.04%
1Y
13.91%
3Y*
11.68%
5Y*
7.46%
10Y*
10.04%
ALL TIME*
9.83%

DDFLX

1D
0.00%
1M
0.13%
6M
2.26%
YTD
2.18%
1Y
4.76%
3Y*
7.29%
5Y*
5.77%
10Y*
5.35%
ALL TIME*
3.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

IVOIX vs. DDFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVOIX
Delaware Ivy Mid Cap Income Opportunities Fund
12.04%8.91%9.08%17.95%-14.67%25.76%8.17%26.84%-4.27%12.28%
DDFLX
Delaware Floating Rate Fund
2.18%6.01%8.92%10.75%-0.62%5.46%3.17%10.69%1.26%4.55%

Correlation

The correlation between IVOIX and DDFLX is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

Correlation (10Y)
Provides a long-term view across more market conditions.

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.19

The correlation between IVOIX and DDFLX shifts across timeframes, from 0.06 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IVOIX vs. DDFLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IVOIX
IVOIX Risk / Return Rank: 2828
Overall Rank
IVOIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IVOIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
IVOIX Omega Ratio Rank: 2727
Omega Ratio Rank
IVOIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
IVOIX Martin Ratio Rank: 2626
Martin Ratio Rank

DDFLX
DDFLX Risk / Return Rank: 9696
Overall Rank
DDFLX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DDFLX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DDFLX Omega Ratio Rank: 9898
Omega Ratio Rank
DDFLX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DDFLX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVOIX vs. DDFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) 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.

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.


IVOIXDDFLXDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-4.06

Omega ratioGain probability vs. loss probability

1.17

1.92

-0.75

Calmar ratioReturn relative to maximum drawdown

1.32

4.78

-3.47

Martin ratioReturn relative to average drawdown

3.77

17.07

-13.30

IVOIX vs. DDFLX - Sharpe Ratio Comparison

The current IVOIX Sharpe Ratio is 0.96, which is lower than the DDFLX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IVOIX and DDFLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IVOIX vs. DDFLX - Drawdown Comparison

The maximum IVOIX drawdown since its inception was -41.17%, which is greater than DDFLX's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for IVOIX and DDFLX.


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Drawdown Indicators


IVOIXDDFLXDifference

Max Drawdown

Largest peak-to-trough decline

-41.17%

-18.09%

-23.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-1.11%

-8.39%

Max Drawdown (3Y)

Largest decline over 3 years

-19.75%

-2.05%

-17.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.87%

-5.18%

-16.69%

Max Drawdown (10Y)

Largest decline over 10 years

-41.17%

-18.09%

-23.08%

Current Drawdown

Current decline from peak

-1.72%

-0.13%

-1.59%

Average Drawdown

Average peak-to-trough decline

-4.92%

-0.67%

-4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

0.31%

+3.01%

Volatility

IVOIX vs. DDFLX - Volatility Comparison

Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) has a higher volatility of 3.99% compared to Delaware Floating Rate Fund (DDFLX) at 0.32%. This indicates that IVOIX'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


IVOIXDDFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

0.32%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

1.63%

+8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

2.25%

+10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

2.71%

+14.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

3.51%

+15.45%

IVOIX vs. DDFLX - Expense Ratio Comparison

IVOIX has a 0.83% expense ratio, which is higher than DDFLX's 0.67% expense ratio.


Dividends

IVOIX vs. DDFLX - Dividend Comparison

IVOIX's dividend yield for the trailing twelve months is around 14.00%, more than DDFLX's 6.06% yield.


PositionTTM20252024202320222021202020192018201720162015
DDFLX
Delaware Floating Rate Fund
6.06%7.21%8.62%7.17%5.04%3.96%4.89%6.54%5.73%4.33%2.09%2.34%
IVOIX
Delaware Ivy Mid Cap Income Opportunities Fund
14.00%15.79%11.69%5.43%4.44%3.50%1.75%2.05%4.31%1.42%1.10%2.10%

Frequently Asked Questions


IVOIX and DDFLX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVOIX has higher volatility (3.99%) compared to DDFLX (0.32%). In terms of maximum drawdown, IVOIX dropped -41.17% vs DDFLX's -18.09%.

DDFLX currently has the higher Sharpe Ratio (2.36 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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