WASCX vs. GGSIX

Last updated Jun 24, 2026

WASCX (Delaware Ivy Asset Strategy Fund) and GGSIX (Goldman Sachs Growth Strategy Portfolio) are both Global Allocation funds. Over the past 10 years, WASCX returned 8.63%/yr vs 11.71%/yr for GGSIX. A 0.77 correlation means they provide meaningful diversification when combined. WASCX charges 2.18%/yr vs 0.19%/yr for GGSIX.

Performance

WASCX vs. GGSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Asset Strategy Fund (WASCX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WASCX achieves a 5.36% return, which is significantly lower than GGSIX's 10.03% return. Over the past 10 years, WASCX has underperformed GGSIX with an annualized return of 8.63%, while GGSIX has yielded a comparatively higher 11.71% annualized return.

WASCX

• 1D: -1.41%
• 1M: -0.00%
• YTD: 5.36%
• 6M: 4.73%
• 1Y: 14.13%
• 3Y*: 14.57%
• 5Y*: 7.22%
• 10Y*: 8.63%

GGSIX

• 1D: -0.09%
• 1M: 1.69%
• YTD: 10.03%
• 6M: 9.50%
• 1Y: 24.63%
• 3Y*: 19.25%
• 5Y*: 10.11%
• 10Y*: 11.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WASCX vs. GGSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WASCX Delaware Ivy Asset Strategy Fund	5.36%	16.07%	13.12%	14.62%	-14.57%	12.88%	12.53%	20.90%	-5.98%	17.53%
GGSIX Goldman Sachs Growth Strategy Portfolio	10.03%	19.29%	19.26%	17.83%	-16.86%	17.04%	14.34%	24.92%	-10.65%	21.54%

Correlation

The correlation between WASCX and GGSIX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998	0.77

The correlation between WASCX and GGSIX shifts across timeframes, from 0.77 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

WASCX vs. GGSIX — Risk / Return Rank

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

WASCX

WASCX Risk / Return Rank: 27
WASCX Sharpe Ratio Rank: 25
WASCX Sortino Ratio Rank: 25
WASCX Omega Ratio Rank: 28
WASCX Calmar Ratio Rank: 23
WASCX Martin Ratio Rank: 34

GGSIX

GGSIX Risk / Return Rank: 68
GGSIX Sharpe Ratio Rank: 70
GGSIX Sortino Ratio Rank: 65
GGSIX Omega Ratio Rank: 67
GGSIX Calmar Ratio Rank: 65
GGSIX Martin Ratio Rank: 73

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.

WASCX vs. GGSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Asset Strategy Fund (WASCX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.

	WASCX	GGSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.33	2.24	-0.91
Sortino ratio: Return per unit of downside risk	1.92	3.08	-1.15
Omega ratio: Gain probability vs. loss probability	1.26	1.41	-0.16
Calmar ratio: Return relative to maximum drawdown	1.64	2.98	-1.34
Martin ratio: Return relative to average drawdown	7.11	12.98	-5.87

WASCX vs. GGSIX - Sharpe Ratio Comparison

The current WASCX Sharpe Ratio is 1.33, which is lower than the GGSIX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of WASCX and GGSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WASCX vs. GGSIX - Drawdown Comparison

The maximum WASCX drawdown since its inception was -36.09%, smaller than the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for WASCX and GGSIX.

Drawdown Indicators

	WASCX	GGSIX	Difference
Max Drawdown Largest peak-to-trough decline	-36.09%	-52.85%	+16.76%
Max Drawdown (1Y) Largest decline over 1 year	-9.02%	-8.71%	-0.31%
Max Drawdown (3Y) Largest decline over 3 years	-11.21%	-14.78%	+3.57%
Max Drawdown (5Y) Largest decline over 5 years	-28.99%	-26.74%	-2.25%
Max Drawdown (10Y) Largest decline over 10 years	-29.42%	-30.36%	+0.94%
Current Drawdown Current decline from peak	-1.41%	-0.40%	-1.01%
Average Drawdown Average peak-to-trough decline	-7.46%	-9.19%	+1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	1.99%	+0.08%

Volatility

WASCX vs. GGSIX - Volatility Comparison

Delaware Ivy Asset Strategy Fund (WASCX) and Goldman Sachs Growth Strategy Portfolio (GGSIX) have volatilities of 4.63% and 4.56%, 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.

Volatility by Period

	WASCX	GGSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	4.56%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	9.94%	9.58%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	11.13%	11.61%	-0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.78%	13.53%	+4.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.66%	14.37%	+1.29%

WASCX vs. GGSIX - Expense Ratio Comparison

WASCX has a 2.18% expense ratio, which is higher than GGSIX's 0.19% expense ratio.

Dividends

WASCX vs. GGSIX - Dividend Comparison

WASCX's dividend yield for the trailing twelve months is around 9.82%, less than GGSIX's 10.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GGSIX Goldman Sachs Growth Strategy Portfolio	10.79%	11.87%	12.21%	1.73%	5.76%	6.57%	3.47%	5.77%	3.02%	2.77%	1.35%	2.03%
WASCX Delaware Ivy Asset Strategy Fund	9.82%	10.75%	8.30%	2.28%	18.75%	11.68%	2.22%	5.49%	20.62%	2.37%	0.00%	6.52%

Frequently Asked Questions

Can I hold both WASCX and GGSIX in my portfolio?

With a correlation of 0.95, WASCX and GGSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WASCX or GGSIX?

WASCX has higher volatility (4.63%) compared to GGSIX (4.56%). In terms of maximum drawdown, WASCX dropped -36.09% vs GGSIX's -52.85%.

Which has better risk-adjusted returns?

GGSIX currently has the higher Sharpe Ratio (2.24 vs 1.33), 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.