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WRHIX vs. IVSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRHIX vs. IVSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy High Income Fund (WRHIX) and Delaware Ivy Global Bond Fund (IVSIX). The values are adjusted to include any dividend payments, if applicable.

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WRHIX vs. IVSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRHIX
Delaware Ivy High Income Fund
-2.61%4.90%5.19%10.78%-13.38%5.02%4.61%10.53%-3.38%7.26%
IVSIX
Delaware Ivy Global Bond Fund
-0.52%4.96%2.96%7.09%-8.82%-0.86%8.21%7.93%-0.11%5.07%

Returns By Period

In the year-to-date period, WRHIX achieves a -2.61% return, which is significantly lower than IVSIX's -0.52% return. Over the past 10 years, WRHIX has outperformed IVSIX with an annualized return of 4.04%, while IVSIX has yielded a comparatively lower 3.04% annualized return.


WRHIX

1D
0.00%
1M
-2.04%
YTD
-2.61%
6M
-1.54%
1Y
3.99%
3Y*
5.03%
5Y*
0.92%
10Y*
4.04%

IVSIX

1D
0.22%
1M
-2.18%
YTD
-0.52%
6M
0.05%
1Y
3.38%
3Y*
3.93%
5Y*
1.13%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WRHIX vs. IVSIX - Expense Ratio Comparison

WRHIX has a 1.70% expense ratio, which is higher than IVSIX's 0.72% expense ratio.


Return for Risk

WRHIX vs. IVSIX — Risk / Return Rank

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

WRHIX
WRHIX Risk / Return Rank: 4141
Overall Rank
WRHIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WRHIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WRHIX Omega Ratio Rank: 4444
Omega Ratio Rank
WRHIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
WRHIX Martin Ratio Rank: 3333
Martin Ratio Rank

IVSIX
IVSIX Risk / Return Rank: 6363
Overall Rank
IVSIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IVSIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
IVSIX Omega Ratio Rank: 5252
Omega Ratio Rank
IVSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
IVSIX Martin Ratio Rank: 6161
Martin Ratio Rank
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.

WRHIX vs. IVSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy High Income Fund (WRHIX) and Delaware Ivy Global Bond Fund (IVSIX). 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.


WRHIXIVSIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.22

-0.28

Sortino ratio

Return per unit of downside risk

1.36

1.71

-0.36

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.01

1.60

-0.59

Martin ratio

Return relative to average drawdown

3.55

5.85

-2.30

WRHIX vs. IVSIX - Sharpe Ratio Comparison

The current WRHIX Sharpe Ratio is 0.94, which is comparable to the IVSIX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of WRHIX and IVSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WRHIXIVSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.22

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.28

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.84

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.84

+0.08

Correlation

The correlation between WRHIX and IVSIX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WRHIX vs. IVSIX - Dividend Comparison

WRHIX's dividend yield for the trailing twelve months is around 5.26%, more than IVSIX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
WRHIX
Delaware Ivy High Income Fund
5.26%5.57%5.93%6.02%4.79%4.94%5.76%6.15%6.40%6.10%6.85%7.52%
IVSIX
Delaware Ivy Global Bond Fund
4.03%4.20%3.79%2.99%3.52%2.88%2.72%2.23%3.36%2.34%2.43%3.29%

Drawdowns

WRHIX vs. IVSIX - Drawdown Comparison

The maximum WRHIX drawdown since its inception was -26.97%, which is greater than IVSIX's maximum drawdown of -14.84%. Use the drawdown chart below to compare losses from any high point for WRHIX and IVSIX.


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Drawdown Indicators


WRHIXIVSIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.97%

-14.84%

-12.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.59%

-2.39%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.29%

-14.84%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-24.11%

-14.84%

-9.27%

Current Drawdown

Current decline from peak

-2.77%

-2.18%

-0.59%

Average Drawdown

Average peak-to-trough decline

-3.87%

-2.32%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.65%

+0.37%

Volatility

WRHIX vs. IVSIX - Volatility Comparison

Delaware Ivy High Income Fund (WRHIX) has a higher volatility of 1.55% compared to Delaware Ivy Global Bond Fund (IVSIX) at 1.16%. This indicates that WRHIX's price experiences larger fluctuations and is considered to be riskier than IVSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRHIXIVSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.16%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

1.87%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

2.98%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

4.00%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.19%

3.65%

+2.54%