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IVSIX vs. IEYYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVSIX vs. IEYYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Global Bond Fund (IVSIX) and Delaware Ivy Energy Fund (IEYYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVSIX achieves a 0.81% return, which is significantly lower than IEYYX's 16.88% return. Over the past 10 years, IVSIX has outperformed IEYYX with an annualized return of 2.94%, while IEYYX has yielded a comparatively lower 1.48% annualized return.


IVSIX

1D
-0.43%
1M
0.55%
YTD
0.81%
6M
1.03%
1Y
3.45%
3Y*
4.68%
5Y*
1.12%
10Y*
2.94%

IEYYX

1D
0.39%
1M
-1.83%
YTD
16.88%
6M
16.35%
1Y
40.01%
3Y*
12.00%
5Y*
14.06%
10Y*
1.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVSIX vs. IEYYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVSIX
Delaware Ivy Global Bond Fund
0.81%4.96%2.96%7.09%-8.82%-0.86%8.21%7.93%-0.11%5.07%
IEYYX
Delaware Ivy Energy Fund
16.88%22.56%-3.60%-4.08%41.14%43.34%-38.68%4.25%-34.47%-12.98%

Correlation

The correlation between IVSIX and IEYYX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2008

0.17

The correlation between IVSIX and IEYYX shifts across timeframes, from 0.13 (10 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IVSIX vs. IEYYX — Risk / Return Rank

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

IVSIX
IVSIX Risk / Return Rank: 2222
Overall Rank
IVSIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IVSIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
IVSIX Omega Ratio Rank: 2222
Omega Ratio Rank
IVSIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
IVSIX Martin Ratio Rank: 1919
Martin Ratio Rank

IEYYX
IEYYX Risk / Return Rank: 9393
Overall Rank
IEYYX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IEYYX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IEYYX Omega Ratio Rank: 8585
Omega Ratio Rank
IEYYX Calmar Ratio Rank: 9898
Calmar Ratio Rank
IEYYX Martin Ratio Rank: 9797
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.

IVSIX vs. IEYYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Global Bond Fund (IVSIX) and Delaware Ivy Energy Fund (IEYYX). 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.


IVSIXIEYYXDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.22

1.53

-0.30

Calmar ratioReturn relative to maximum drawdown

1.55

7.26

-5.71

Martin ratioReturn relative to average drawdown

4.44

26.28

-21.84

IVSIX vs. IEYYX - Sharpe Ratio Comparison

The current IVSIX Sharpe Ratio is 1.27, which is lower than the IEYYX Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of IVSIX and IEYYX, 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

IVSIX vs. IEYYX - Drawdown Comparison

The maximum IVSIX drawdown since its inception was -14.84%, smaller than the maximum IEYYX drawdown of -85.16%. Use the drawdown chart below to compare losses from any high point for IVSIX and IEYYX.


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Drawdown Indicators


IVSIXIEYYXDifference

Max Drawdown

Largest peak-to-trough decline

-14.84%

-85.16%

+70.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-5.56%

+3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-3.39%

-22.71%

+19.32%

Max Drawdown (5Y)

Largest decline over 5 years

-14.84%

-30.43%

+15.59%

Max Drawdown (10Y)

Largest decline over 10 years

-14.84%

-81.45%

+66.61%

Current Drawdown

Current decline from peak

-0.86%

-24.47%

+23.61%

Average Drawdown

Average peak-to-trough decline

-2.31%

-35.14%

+32.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

1.53%

-0.70%

Volatility

IVSIX vs. IEYYX - Volatility Comparison

The current volatility for Delaware Ivy Global Bond Fund (IVSIX) is 0.96%, while Delaware Ivy Energy Fund (IEYYX) has a volatility of 4.63%. This indicates that IVSIX experiences smaller price fluctuations and is considered to be less risky than IEYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVSIXIEYYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

4.63%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

10.33%

-7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.93%

13.40%

-10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

21.61%

-17.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.68%

30.84%

-27.16%

IVSIX vs. IEYYX - Expense Ratio Comparison

IVSIX has a 0.72% expense ratio, which is lower than IEYYX's 1.28% expense ratio.


Dividends

IVSIX vs. IEYYX - Dividend Comparison

IVSIX's dividend yield for the trailing twelve months is around 3.63%, more than IEYYX's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IEYYX
Delaware Ivy Energy Fund
0.74%0.87%0.91%2.37%1.33%1.49%2.17%0.00%0.00%0.36%0.00%0.00%
IVSIX
Delaware Ivy Global Bond Fund
3.63%4.20%3.79%2.99%3.52%2.88%2.72%2.23%3.36%2.34%2.43%3.29%

Frequently Asked Questions


IVSIX and IEYYX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEYYX has higher volatility (4.63%) compared to IVSIX (0.96%). In terms of maximum drawdown, IVSIX dropped -14.84% vs IEYYX's -85.16%.

IEYYX currently has the higher Sharpe Ratio (3.02 vs 1.27), 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.

Portfolio Optimizer

Find the right allocation for IVSIX and IEYYX

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