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IYY vs. DPDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYY vs. DPDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and Delaware Diversified Income Fund (DPDFX). The values are adjusted to include any dividend payments, if applicable.

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IYY vs. DPDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IYY
IYY Risk / Return Rank: 6363
Overall Rank
IYY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 6060
Sortino Ratio Rank
IYY Omega Ratio Rank: 6363
Omega Ratio Rank
IYY Calmar Ratio Rank: 6363
Calmar Ratio Rank
IYY Martin Ratio Rank: 7272
Martin Ratio Rank

DPDFX
DPDFX Risk / Return Rank: 5353
Overall Rank
DPDFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DPDFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DPDFX Omega Ratio Rank: 3939
Omega Ratio Rank
DPDFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
DPDFX Martin Ratio Rank: 5050
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.

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.


IYYDPDFXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.00

-0.03

Sortino ratio

Return per unit of downside risk

1.47

1.42

+0.05

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.50

1.63

-0.13

Martin ratio

Return relative to average drawdown

7.06

4.94

+2.12

IYY vs. DPDFX - Sharpe Ratio Comparison

The current IYY Sharpe Ratio is 0.97, which is comparable to the DPDFX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of IYY and DPDFX, 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


IYYDPDFXDifference

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.


TTM20252024202320222021202020192018201720162015
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


IYYDPDFXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.23%

-2.42%

-3.81%

Average Drawdown

Average peak-to-trough decline

-10.91%

-2.21%

-8.70%

Ulcer Index

Depth 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


IYYDPDFXDifference

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%