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IVSIX vs. PYGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVSIX vs. PYGSX - Performance Comparison

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

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IVSIX vs. PYGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVSIX
Delaware Ivy Global Bond Fund
-0.52%4.96%2.96%7.09%-8.82%-0.86%8.21%7.93%-0.11%5.07%
PYGSX
Payden Global Low Duration Fund
0.15%5.72%5.19%5.61%-3.38%0.17%3.14%4.77%0.58%1.90%

Returns By Period

In the year-to-date period, IVSIX achieves a -0.52% return, which is significantly lower than PYGSX's 0.15% return. Over the past 10 years, IVSIX has outperformed PYGSX with an annualized return of 3.04%, while PYGSX has yielded a comparatively lower 2.46% annualized return.


IVSIX

1D
0.22%
1M
-2.18%
YTD
-0.52%
6M
0.05%
1Y
3.38%
3Y*
3.93%
5Y*
1.13%
10Y*
3.04%

PYGSX

1D
0.19%
1M
-0.84%
YTD
0.15%
6M
1.24%
1Y
4.14%
3Y*
4.98%
5Y*
2.57%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVSIX vs. PYGSX - Expense Ratio Comparison

IVSIX has a 0.72% expense ratio, which is higher than PYGSX's 0.53% expense ratio.


Return for Risk

IVSIX vs. PYGSX — Risk / Return Rank

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

IVSIX
IVSIX Risk / Return Rank: 6363
Overall Rank
IVSIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IVSIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
IVSIX Omega Ratio Rank: 5252
Omega Ratio Rank
IVSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
IVSIX Martin Ratio Rank: 6161
Martin Ratio Rank

PYGSX
PYGSX Risk / Return Rank: 9797
Overall Rank
PYGSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PYGSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PYGSX Omega Ratio Rank: 9696
Omega Ratio Rank
PYGSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PYGSX 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. PYGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Global Bond Fund (IVSIX) and Payden Global Low Duration Fund (PYGSX). 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.


IVSIXPYGSXDifference

Sharpe ratio

Return per unit of total volatility

1.22

2.57

-1.35

Sortino ratio

Return per unit of downside risk

1.71

3.97

-2.25

Omega ratio

Gain probability vs. loss probability

1.22

1.60

-0.39

Calmar ratio

Return relative to maximum drawdown

1.60

3.53

-1.92

Martin ratio

Return relative to average drawdown

5.85

17.22

-11.37

IVSIX vs. PYGSX - Sharpe Ratio Comparison

The current IVSIX Sharpe Ratio is 1.22, which is lower than the PYGSX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of IVSIX and PYGSX, 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


IVSIXPYGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.57

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

1.38

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

1.42

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

2.08

-1.24

Correlation

The correlation between IVSIX and PYGSX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IVSIX vs. PYGSX - Dividend Comparison

IVSIX's dividend yield for the trailing twelve months is around 4.03%, less than PYGSX's 4.61% yield.


TTM20252024202320222021202020192018201720162015
IVSIX
Delaware Ivy Global Bond Fund
4.03%4.20%3.79%2.99%3.52%2.88%2.72%2.23%3.36%2.34%2.43%3.29%
PYGSX
Payden Global Low Duration Fund
4.61%4.63%4.64%3.84%2.14%1.68%1.78%2.74%2.51%1.68%1.19%1.20%

Drawdowns

IVSIX vs. PYGSX - Drawdown Comparison

The maximum IVSIX drawdown since its inception was -14.84%, which is greater than PYGSX's maximum drawdown of -7.29%. Use the drawdown chart below to compare losses from any high point for IVSIX and PYGSX.


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Drawdown Indicators


IVSIXPYGSXDifference

Max Drawdown

Largest peak-to-trough decline

-14.84%

-7.29%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-1.23%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-14.84%

-5.38%

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-14.84%

-7.29%

-7.55%

Current Drawdown

Current decline from peak

-2.18%

-0.84%

-1.34%

Average Drawdown

Average peak-to-trough decline

-2.32%

-0.49%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.25%

+0.40%

Volatility

IVSIX vs. PYGSX - Volatility Comparison

Delaware Ivy Global Bond Fund (IVSIX) has a higher volatility of 1.16% compared to Payden Global Low Duration Fund (PYGSX) at 0.69%. This indicates that IVSIX's price experiences larger fluctuations and is considered to be riskier than PYGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVSIXPYGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.69%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

1.04%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

1.66%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

1.87%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.65%

1.74%

+1.91%