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IVOIX vs. DMTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVOIX vs. DMTFX - 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 Tax Free USA Fund (DMTFX). The values are adjusted to include any dividend payments, if applicable.

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IVOIX vs. DMTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVOIX
Delaware Ivy Mid Cap Income Opportunities Fund
-1.41%8.91%9.08%17.95%-14.67%25.76%8.17%26.84%-4.27%12.28%
DMTFX
Delaware Tax Free USA Fund
-1.20%2.13%3.17%10.72%-16.20%5.19%8.85%8.97%0.29%7.19%

Returns By Period

In the year-to-date period, IVOIX achieves a -1.41% return, which is significantly lower than DMTFX's -1.20% return. Over the past 10 years, IVOIX has outperformed DMTFX with an annualized return of 9.61%, while DMTFX has yielded a comparatively lower 2.45% annualized return.


IVOIX

1D
-0.18%
1M
-9.50%
YTD
-1.41%
6M
-4.11%
1Y
8.25%
3Y*
9.61%
5Y*
5.94%
10Y*
9.61%

DMTFX

1D
0.30%
1M
-3.30%
YTD
-1.20%
6M
-0.58%
1Y
1.13%
3Y*
3.69%
5Y*
0.26%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVOIX vs. DMTFX - Expense Ratio Comparison

IVOIX has a 0.83% expense ratio, which is higher than DMTFX's 0.80% expense ratio.


Return for Risk

IVOIX vs. DMTFX — Risk / Return Rank

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

IVOIX
IVOIX Risk / Return Rank: 2020
Overall Rank
IVOIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IVOIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
IVOIX Omega Ratio Rank: 2020
Omega Ratio Rank
IVOIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
IVOIX Martin Ratio Rank: 2020
Martin Ratio Rank

DMTFX
DMTFX Risk / Return Rank: 1111
Overall Rank
DMTFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DMTFX Sortino Ratio Rank: 99
Sortino Ratio Rank
DMTFX Omega Ratio Rank: 1212
Omega Ratio Rank
DMTFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
DMTFX Martin Ratio Rank: 1010
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.

IVOIX vs. DMTFX - 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 Tax Free USA Fund (DMTFX). 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.


IVOIXDMTFXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.28

+0.23

Sortino ratio

Return per unit of downside risk

0.86

0.41

+0.44

Omega ratio

Gain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratio

Return relative to maximum drawdown

0.53

0.26

+0.27

Martin ratio

Return relative to average drawdown

2.10

0.62

+1.48

IVOIX vs. DMTFX - Sharpe Ratio Comparison

The current IVOIX Sharpe Ratio is 0.51, which is higher than the DMTFX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of IVOIX and DMTFX, 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


IVOIXDMTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.28

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.04

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.41

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.95

-0.47

Correlation

The correlation between IVOIX and DMTFX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IVOIX vs. DMTFX - Dividend Comparison

IVOIX's dividend yield for the trailing twelve months is around 15.95%, more than DMTFX's 4.42% yield.


TTM20252024202320222021202020192018201720162015
IVOIX
Delaware Ivy Mid Cap Income Opportunities Fund
15.95%15.79%11.69%5.43%4.44%3.50%1.75%2.05%4.31%1.42%1.10%2.10%
DMTFX
Delaware Tax Free USA Fund
4.42%5.69%4.77%3.53%3.67%4.00%4.24%4.44%3.64%4.74%4.70%3.63%

Drawdowns

IVOIX vs. DMTFX - Drawdown Comparison

The maximum IVOIX drawdown since its inception was -41.17%, which is greater than DMTFX's maximum drawdown of -21.92%. Use the drawdown chart below to compare losses from any high point for IVOIX and DMTFX.


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Drawdown Indicators


IVOIXDMTFXDifference

Max Drawdown

Largest peak-to-trough decline

-41.17%

-21.92%

-19.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-7.08%

-6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-21.87%

-21.92%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-41.17%

-21.92%

-19.25%

Current Drawdown

Current decline from peak

-9.50%

-3.57%

-5.93%

Average Drawdown

Average peak-to-trough decline

-4.99%

-2.56%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.99%

+0.54%

Volatility

IVOIX vs. DMTFX - Volatility Comparison

Delaware Ivy Mid Cap Income Opportunities Fund (IVOIX) has a higher volatility of 4.59% compared to Delaware Tax Free USA Fund (DMTFX) at 1.52%. This indicates that IVOIX's price experiences larger fluctuations and is considered to be riskier than DMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVOIXDMTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

1.52%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

2.43%

+7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

7.46%

+10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

6.56%

+10.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

5.97%

+13.03%