WASCX vs. PFADX
Compare and contrast key facts about Delaware Ivy Asset Strategy Fund (WASCX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX).
WASCX is managed by Ivy Funds. It was launched on Apr 19, 1995. PFADX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017.
Performance
WASCX vs. PFADX - Performance Comparison
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WASCX vs. PFADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WASCX Delaware Ivy Asset Strategy Fund | -4.73% | 16.07% | 13.12% | 14.62% | -14.57% | 12.88% | 12.53% | 20.90% | -5.98% | 0.04% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 0.82% | 7.07% | 2.13% | 3.69% | -9.50% | 3.85% | 7.25% | 8.16% | -5.20% | 0.00% |
Returns By Period
In the year-to-date period, WASCX achieves a -4.73% return, which is significantly lower than PFADX's 0.82% return.
WASCX
- 1D
- 0.00%
- 1M
- -8.71%
- YTD
- -4.73%
- 6M
- -3.15%
- 1Y
- 9.67%
- 3Y*
- 11.37%
- 5Y*
- 6.22%
- 10Y*
- 7.48%
PFADX
- 1D
- 0.10%
- 1M
- -3.44%
- YTD
- 0.82%
- 6M
- 2.15%
- 1Y
- 6.58%
- 3Y*
- 4.11%
- 5Y*
- 1.44%
- 10Y*
- —
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WASCX vs. PFADX - Expense Ratio Comparison
WASCX has a 2.18% expense ratio, which is higher than PFADX's 2.05% expense ratio.
Return for Risk
WASCX vs. PFADX — Risk / Return Rank
WASCX
PFADX
WASCX vs. PFADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Asset Strategy Fund (WASCX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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.
| WASCX | PFADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.34 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.75 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.56 | -0.62 |
Martin ratioReturn relative to average drawdown | 3.99 | 5.67 | -1.69 |
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
| WASCX | PFADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.34 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.25 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.37 | +0.15 |
Correlation
The correlation between WASCX and PFADX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WASCX vs. PFADX - Dividend Comparison
WASCX's dividend yield for the trailing twelve months is around 11.23%, more than PFADX's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WASCX Delaware Ivy Asset Strategy Fund | 11.23% | 10.75% | 8.30% | 2.28% | 18.75% | 11.68% | 2.22% | 5.49% | 20.62% | 2.37% | 0.00% | 6.52% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.44% | 2.46% | 2.89% | 1.04% | 5.33% | 3.46% | 0.08% | 1.51% | 0.91% | 0.52% | 0.00% | 0.00% |
Drawdowns
WASCX vs. PFADX - Drawdown Comparison
The maximum WASCX drawdown since its inception was -36.09%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for WASCX and PFADX.
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Drawdown Indicators
| WASCX | PFADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -16.64% | -19.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -4.21% | -4.81% |
Max Drawdown (5Y)Largest decline over 5 years | -28.99% | -16.64% | -12.35% |
Max Drawdown (10Y)Largest decline over 10 years | -29.42% | — | — |
Current DrawdownCurrent decline from peak | -9.02% | -3.44% | -5.58% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -5.38% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.16% | +0.97% |
Volatility
WASCX vs. PFADX - Volatility Comparison
Delaware Ivy Asset Strategy Fund (WASCX) has a higher volatility of 4.72% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.81%. This indicates that WASCX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WASCX | PFADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 1.81% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 3.06% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 4.95% | +7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 5.85% | +11.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 5.55% | +9.95% |