WASCX vs. SPYG
Compare and contrast key facts about Delaware Ivy Asset Strategy Fund (WASCX) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
WASCX is managed by Ivy Funds. It was launched on Apr 19, 1995. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WASCX or SPYG.
Key characteristics
| WASCX | SPYG | |
|---|---|---|
| YTD Return | 14.51% | 34.20% |
| 1Y Return | 20.77% | 40.68% |
| 3Y Return (Ann) | -4.98% | 7.92% |
| 5Y Return (Ann) | 1.34% | 17.76% |
| 10Y Return (Ann) | -2.81% | 15.19% |
| Sharpe Ratio | 2.14 | 2.41 |
| Sortino Ratio | 3.01 | 3.12 |
| Omega Ratio | 1.40 | 1.44 |
| Calmar Ratio | 0.49 | 2.98 |
| Martin Ratio | 14.84 | 12.72 |
| Ulcer Index | 1.38% | 3.20% |
| Daily Std Dev | 9.56% | 16.90% |
| Max Drawdown | -52.62% | -67.79% |
| Current Drawdown | -29.20% | -0.78% |
Correlation
The correlation between WASCX and SPYG is 0.65, 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.
Performance
WASCX vs. SPYG - Performance Comparison
In the year-to-date period, WASCX achieves a 14.51% return, which is significantly lower than SPYG's 34.20% return. Over the past 10 years, WASCX has underperformed SPYG with an annualized return of -2.81%, while SPYG has yielded a comparatively higher 15.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WASCX vs. SPYG - Expense Ratio Comparison
WASCX has a 2.18% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Risk-Adjusted Performance
WASCX vs. SPYG - Risk-Adjusted Performance Comparison
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.
Dividends
WASCX vs. SPYG - Dividend Comparison
WASCX's dividend yield for the trailing twelve months is around 2.24%, more than SPYG's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WASCX Delaware Ivy Asset Strategy Fund | 2.24% | 2.28% | 0.48% | 1.66% | 1.09% | 1.51% | 1.09% | 0.37% | 0.00% | 0.00% | 0.11% | 0.03% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
WASCX vs. SPYG - Drawdown Comparison
The maximum WASCX drawdown since its inception was -52.62%, 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.
Volatility
WASCX vs. SPYG - Volatility Comparison
The current volatility for Delaware Ivy Asset Strategy Fund (WASCX) is 2.57%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 5.06%. 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.