IVSIX vs. SEBFX
IVSIX (Delaware Ivy Global Bond Fund) and SEBFX (Saturna Sustainable Bond Fund) are both Global Bonds funds. Over the past 10 years, IVSIX returned 2.94%/yr vs 2.24%/yr for SEBFX. A 0.58 correlation means they provide meaningful diversification when combined. IVSIX charges 0.72%/yr vs 0.65%/yr for SEBFX.
Performance
IVSIX vs. SEBFX - Performance Comparison
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Returns By Period
In the year-to-date period, IVSIX achieves a 0.81% return, which is significantly lower than SEBFX's 1.38% return. Over the past 10 years, IVSIX has outperformed SEBFX with an annualized return of 2.94%, while SEBFX has yielded a comparatively lower 2.24% 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%
SEBFX
- 1D
- -0.21%
- 1M
- 0.21%
- YTD
- 1.38%
- 6M
- 1.27%
- 1Y
- 5.56%
- 3Y*
- 4.51%
- 5Y*
- 1.23%
- 10Y*
- 2.24%
IVSIX vs. SEBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SEBFX Saturna Sustainable Bond Fund | 1.38% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 5.90% |
Correlation
The correlation between IVSIX and SEBFX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.58 |
The correlation between IVSIX and SEBFX has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.
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Return for Risk
IVSIX vs. SEBFX — Risk / Return Rank
IVSIX
SEBFX
IVSIX vs. SEBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Global Bond Fund (IVSIX) and Saturna Sustainable Bond Fund (SEBFX). 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.
| IVSIX | SEBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.93 | -0.38 |
| Martin ratioReturn relative to average drawdown | 4.44 | 6.58 | -2.14 |
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Drawdowns
IVSIX vs. SEBFX - Drawdown Comparison
The maximum IVSIX drawdown since its inception was -14.84%, which is greater than SEBFX's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for IVSIX and SEBFX.
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Drawdown Indicators
| IVSIX | SEBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.84% | -13.51% | -1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -3.01% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -3.39% | -5.51% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -14.84% | -13.26% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -14.84% | -13.51% | -1.33% |
Current DrawdownCurrent decline from peak | -0.86% | -1.04% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -2.92% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.88% | -0.05% |
Volatility
IVSIX vs. SEBFX - Volatility Comparison
Delaware Ivy Global Bond Fund (IVSIX) and Saturna Sustainable Bond Fund (SEBFX) have volatilities of 0.96% and 0.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVSIX | SEBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 0.99% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.34% | 2.92% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.93% | 3.52% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.06% | 3.93% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.68% | 3.63% | +0.05% |
IVSIX vs. SEBFX - Expense Ratio Comparison
IVSIX has a 0.72% expense ratio, which is higher than SEBFX's 0.65% expense ratio.
Dividends
IVSIX vs. SEBFX - Dividend Comparison
IVSIX's dividend yield for the trailing twelve months is around 3.63%, less than SEBFX's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SEBFX Saturna Sustainable Bond Fund | 3.84% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% | 0.00% |
Frequently Asked Questions
IVSIX and SEBFX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEBFX has higher volatility (0.99%) compared to IVSIX (0.96%). In terms of maximum drawdown, IVSIX dropped -14.84% vs SEBFX's -13.51%.
SEBFX currently has the higher Sharpe Ratio (1.65 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.
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