WASCX vs. AOA

In the year-to-date period, WASCX achieves a 5.20% return, which is significantly higher than AOA's 4.09% return. Over the past 10 years, WASCX has underperformed AOA with an annualized return of 5.01%, while AOA has yielded a comparatively higher 7.58% annualized return.

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WASCX has a 2.18% expense ratio, which is higher than AOA's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Asset Strategy Fund (WASCX) and iShares Core Aggressive Allocation ETF (AOA). 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.

The current WASCX Sharpe Ratio is 0.78, which is comparable to the AOA Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of WASCX and AOA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WASCX's dividend yield for the trailing twelve months is around 1.07%, less than AOA's 2.23% yield.

The maximum WASCX drawdown since its inception was -60.50%, which is greater than AOA's maximum drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for WASCX and AOA. For additional features, visit the drawdowns tool.

The current volatility for Delaware Ivy Asset Strategy Fund (WASCX) is 2.98%, while iShares Core Aggressive Allocation ETF (AOA) has a volatility of 3.82%. This indicates that WASCX experiences smaller price fluctuations and is considered to be less risky than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.