WASCX vs. SPYG

In the year-to-date period, WASCX achieves a 5.20% return, which is significantly higher than SPYG's 1.16% return. Over the past 10 years, WASCX has underperformed SPYG with an annualized return of 5.01%, while SPYG has yielded a comparatively higher 14.79% annualized return.

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WASCX has a 2.18% expense ratio, which is higher than SPYG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Asset Strategy Fund (WASCX) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 SPYG Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of WASCX and SPYG, 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%, more than SPYG's 0.61% yield.

The maximum WASCX drawdown since its inception was -60.50%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for WASCX and SPYG. For additional features, visit the drawdowns tool.

The current volatility for Delaware Ivy Asset Strategy Fund (WASCX) is 2.98%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.62%. This indicates that WASCX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.