IYY vs. DPDFX
Compare and contrast key facts about iShares Dow Jones U.S. ETF (IYY) and Delaware Diversified Income Fund (DPDFX).
IYY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Index. It was launched on Jun 12, 2000. DPDFX is managed by Delaware Funds. It was launched on Dec 29, 1997.
Performance
IYY vs. DPDFX - Performance Comparison
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IYY vs. DPDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYY iShares Dow Jones U.S. ETF | -4.22% | 17.08% | 24.15% | 26.48% | -19.57% | 26.38% | 20.10% | 30.78% | -5.16% | 21.33% |
DPDFX Delaware Diversified Income Fund | -0.78% | 7.39% | 1.91% | 6.05% | -13.93% | 1.64% | 10.96% | 11.98% | -1.98% | 5.34% |
Returns By Period
In the year-to-date period, IYY achieves a -4.22% return, which is significantly lower than DPDFX's -0.78% return. Over the past 10 years, IYY has outperformed DPDFX with an annualized return of 13.55%, while DPDFX has yielded a comparatively lower 2.72% annualized return.
IYY
- 1D
- 2.98%
- 1M
- -4.99%
- YTD
- -4.22%
- 6M
- -1.98%
- 1Y
- 17.60%
- 3Y*
- 17.89%
- 5Y*
- 10.74%
- 10Y*
- 13.55%
DPDFX
- 1D
- 0.39%
- 1M
- -2.42%
- YTD
- -0.78%
- 6M
- 0.10%
- 1Y
- 3.95%
- 3Y*
- 3.80%
- 5Y*
- 0.73%
- 10Y*
- 2.72%
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IYY vs. DPDFX - Expense Ratio Comparison
IYY has a 0.20% expense ratio, which is lower than DPDFX's 0.70% expense ratio.
Return for Risk
IYY vs. DPDFX — Risk / Return Rank
IYY
DPDFX
IYY vs. DPDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and Delaware Diversified Income Fund (DPDFX). 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.
| IYY | DPDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.00 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.42 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.63 | -0.13 |
Martin ratioReturn relative to average drawdown | 7.06 | 4.94 | +2.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYY | DPDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.00 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.12 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.54 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.20 | -0.79 |
Correlation
The correlation between IYY and DPDFX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IYY vs. DPDFX - Dividend Comparison
IYY's dividend yield for the trailing twelve months is around 1.01%, less than DPDFX's 4.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYY iShares Dow Jones U.S. ETF | 1.01% | 0.95% | 1.05% | 1.29% | 1.48% | 1.04% | 1.31% | 1.80% | 1.97% | 1.62% | 1.81% | 1.97% |
DPDFX Delaware Diversified Income Fund | 4.04% | 4.34% | 4.01% | 3.57% | 3.52% | 5.95% | 3.15% | 4.28% | 4.10% | 3.70% | 3.19% | 3.55% |
Drawdowns
IYY vs. DPDFX - Drawdown Comparison
The maximum IYY drawdown since its inception was -55.17%, which is greater than DPDFX's maximum drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for IYY and DPDFX.
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Drawdown Indicators
| IYY | DPDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -18.64% | -36.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -2.99% | -9.16% |
Max Drawdown (5Y)Largest decline over 5 years | -25.46% | -18.64% | -6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -18.64% | -16.26% |
Current DrawdownCurrent decline from peak | -6.23% | -2.42% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -10.91% | -2.21% | -8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 0.98% | +1.60% |
Volatility
IYY vs. DPDFX - Volatility Comparison
iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 5.44% compared to Delaware Diversified Income Fund (DPDFX) at 1.54%. This indicates that IYY's price experiences larger fluctuations and is considered to be riskier than DPDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYY | DPDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 1.54% | +3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 2.54% | +7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.30% | 4.50% | +13.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 6.10% | +11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 5.02% | +13.13% |