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IVSIX vs. VTILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVSIX vs. VTILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Global Bond Fund (IVSIX) and Vanguard Total International Bond II Index Fund (VTILX). 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 0.02% return, which is significantly lower than VTILX's 0.25% return.


IVSIX

1D
0.11%
1M
-0.90%
6M
-0.28%
YTD
0.02%
1Y
1.77%
3Y*
4.26%
5Y*
0.86%
10Y*
2.68%
ALL TIME*
2.87%

VTILX

1D
0.04%
1M
-0.77%
6M
-0.17%
YTD
0.25%
1Y
1.28%
3Y*
3.99%
5Y*
-0.02%
10Y*
ALL TIME*
0.36%
*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

IVSIX vs. VTILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IVSIX
Delaware Ivy Global Bond Fund
0.02%4.96%2.96%7.09%-8.82%-0.35%
VTILX
Vanguard Total International Bond II Index Fund
0.25%2.96%3.91%8.85%-13.01%0.38%

Correlation

The correlation between IVSIX and VTILX is 0.88, meaning they have usually moved in the same direction, including during past declines.


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

0.88

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

0.85

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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2021

0.79

The correlation between IVSIX and VTILX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

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Return for Risk

IVSIX vs. VTILX — Risk / Return Rank

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

IVSIX
IVSIX Risk / Return Rank: 1717
Overall Rank
IVSIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IVSIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
IVSIX Omega Ratio Rank: 1616
Omega Ratio Rank
IVSIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
IVSIX Martin Ratio Rank: 1616
Martin Ratio Rank

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

IVSIX vs. VTILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Global Bond Fund (IVSIX) and Vanguard Total International Bond II Index Fund (VTILX). 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.


IVSIXVTILXDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratioReturn relative to maximum drawdown

0.89

0.49

+0.39

Martin ratioReturn relative to average drawdown

2.29

1.26

+1.04

IVSIX vs. VTILX - Sharpe Ratio Comparison

The current IVSIX Sharpe Ratio is 0.72, which is higher than the VTILX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IVSIX and VTILX, 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. VTILX - Drawdown Comparison

The maximum IVSIX drawdown since its inception was -14.84%, smaller than the maximum VTILX drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for IVSIX and VTILX.


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Drawdown Indicators


IVSIXVTILXDifference

Max Drawdown

Largest peak-to-trough decline

-14.84%

-15.85%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-2.90%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-3.04%

-2.90%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.84%

-15.85%

+1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-14.84%

Current Drawdown

Current decline from peak

-1.64%

-1.60%

-0.04%

Average Drawdown

Average peak-to-trough decline

-2.30%

-5.76%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.13%

-0.21%

Volatility

IVSIX vs. VTILX - Volatility Comparison

Delaware Ivy Global Bond Fund (IVSIX) and Vanguard Total International Bond II Index Fund (VTILX) have volatilities of 0.87% and 0.85%, 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


IVSIXVTILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.85%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

2.70%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

3.12%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

4.47%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.67%

4.33%

-0.66%

IVSIX vs. VTILX - Expense Ratio Comparison

IVSIX has a 0.72% expense ratio, which is higher than VTILX's 0.07% expense ratio.


Dividends

IVSIX vs. VTILX - Dividend Comparison

IVSIX's dividend yield for the trailing twelve months is around 3.55%, less than VTILX's 4.18% yield.


PositionTTM20252024202320222021202020192018201720162015
IVSIX
Delaware Ivy Global Bond Fund
3.55%4.20%3.79%2.99%3.52%2.88%2.72%2.23%3.36%2.34%2.43%3.29%
VTILX
Vanguard Total International Bond II Index Fund
4.18%4.27%4.52%4.22%0.94%0.62%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IVSIX and VTILX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVSIX has higher volatility (0.87%) compared to VTILX (0.85%). In terms of maximum drawdown, IVSIX dropped -14.84% vs VTILX's -15.85%.

IVSIX currently has the higher Sharpe Ratio (0.72 vs 0.46), 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

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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