IYY vs. DPDFX
IYY (iShares Dow Jones U.S. ETF) and DPDFX (Delaware Diversified Income Fund) are both funds - IYY is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Index, while DPDFX is a Intermediate Core-Plus Bond fund managed by Delaware Funds. Over the past 10 years, IYY returned 15.01%/yr vs 2.72%/yr for DPDFX. At a correlation of -0.04, they often move in opposite directions. IYY charges 0.20%/yr vs 0.70%/yr for DPDFX.
Performance
IYY vs. DPDFX - Performance Comparison
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Returns By Period
In the year-to-date period, IYY achieves a 10.92% return, which is significantly higher than DPDFX's 0.62% return. Over the past 10 years, IYY has outperformed DPDFX with an annualized return of 15.01%, while DPDFX has yielded a comparatively lower 2.72% annualized return.
IYY
- 1D
- -0.73%
- 1M
- 5.06%
- YTD
- 10.92%
- 6M
- 10.83%
- 1Y
- 27.47%
- 3Y*
- 22.10%
- 5Y*
- 12.92%
- 10Y*
- 15.01%
DPDFX
- 1D
- 0.13%
- 1M
- 0.74%
- YTD
- 0.62%
- 6M
- 0.61%
- 1Y
- 6.07%
- 3Y*
- 4.55%
- 5Y*
- 0.77%
- 10Y*
- 2.72%
IYY vs. DPDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYY iShares Dow Jones U.S. ETF | 10.92% | 17.08% | 24.15% | 26.48% | -19.57% | 26.38% | 20.10% | 30.78% | -5.16% | 21.33% |
DPDFX Delaware Diversified Income Fund | 0.62% | 7.39% | 1.91% | 6.05% | -13.93% | 1.64% | 10.96% | 11.98% | -1.98% | 5.34% |
Correlation
The correlation between IYY and DPDFX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2000 | -0.04 |
The correlation between IYY and DPDFX shifts across timeframes, from -0.04 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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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 | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.28 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.23 | +0.85 |
| Martin ratioReturn relative to average drawdown | 14.19 | 6.70 | +7.49 |
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 | 2.30 | 1.55 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.13 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.54 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.21 | -0.76 |
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 | -8.94% | -2.81% | -6.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -6.91% | -12.15% |
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 | -0.73% | -1.05% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -2.20% | -8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 0.93% | +1.01% |
Volatility
IYY vs. DPDFX - Volatility Comparison
iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 2.93% compared to Delaware Diversified Income Fund (DPDFX) at 1.44%. 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 | 2.93% | 1.44% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 2.90% | +6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 4.04% | +7.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 6.14% | +10.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 5.05% | +13.11% |
IYY vs. DPDFX - Expense Ratio Comparison
IYY has a 0.20% expense ratio, which is lower than DPDFX's 0.70% expense ratio.
Dividends
IYY vs. DPDFX - Dividend Comparison
IYY's dividend yield for the trailing twelve months is around 0.87%, less than DPDFX's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPDFX Delaware Diversified Income Fund | 4.34% | 4.34% | 4.01% | 3.57% | 3.52% | 5.95% | 3.15% | 4.28% | 4.10% | 3.70% | 3.19% | 3.55% |
IYY iShares Dow Jones U.S. ETF | 0.87% | 0.95% | 1.05% | 1.29% | 1.48% | 1.04% | 1.31% | 1.80% | 1.97% | 1.62% | 1.81% | 1.97% |
Frequently Asked Questions
IYY and DPDFX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYY has higher volatility (2.93%) compared to DPDFX (1.44%). In terms of maximum drawdown, IYY dropped -55.17% vs DPDFX's -18.64%.
IYY currently has the higher Sharpe Ratio (2.30 vs 1.55), 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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