WTRCX vs. DFIEX
Compare and contrast key facts about Delaware Ivy Core Equity Fund (WTRCX) and DFA International Core Equity Portfolio I (DFIEX).
WTRCX is managed by Ivy Funds. It was launched on Sep 21, 1992. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
WTRCX vs. DFIEX - Performance Comparison
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WTRCX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTRCX Delaware Ivy Core Equity Fund | -5.25% | 14.15% | 51.17% | 22.71% | -18.51% | 27.71% | 20.70% | 30.09% | -5.39% | 19.44% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, WTRCX achieves a -5.25% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, WTRCX has outperformed DFIEX with an annualized return of 14.46%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
WTRCX
- 1D
- 3.21%
- 1M
- -5.42%
- YTD
- -5.25%
- 6M
- -5.60%
- 1Y
- 11.31%
- 3Y*
- 23.69%
- 5Y*
- 14.17%
- 10Y*
- 14.46%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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WTRCX vs. DFIEX - Expense Ratio Comparison
WTRCX has a 1.75% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
WTRCX vs. DFIEX — Risk / Return Rank
WTRCX
DFIEX
WTRCX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Core Equity Fund (WTRCX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| WTRCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.95 | -1.27 |
Sortino ratioReturn per unit of downside risk | 1.07 | 2.55 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 2.57 | -1.62 |
Martin ratioReturn relative to average drawdown | 3.50 | 10.07 | -6.58 |
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
| WTRCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.95 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.60 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.59 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.35 | -0.19 |
Correlation
The correlation between WTRCX and DFIEX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WTRCX vs. DFIEX - Dividend Comparison
WTRCX's dividend yield for the trailing twelve months is around 24.17%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTRCX Delaware Ivy Core Equity Fund | 24.17% | 22.90% | 36.18% | 16.84% | 19.28% | 15.56% | 2.66% | 12.05% | 18.38% | 7.10% | 3.92% | 7.95% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
WTRCX vs. DFIEX - Drawdown Comparison
The maximum WTRCX drawdown since its inception was -54.41%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for WTRCX and DFIEX.
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Drawdown Indicators
| WTRCX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.41% | -62.22% | +7.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -11.01% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -28.66% | -5.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -41.04% | +7.38% |
Current DrawdownCurrent decline from peak | -10.05% | -7.75% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -21.06% | -12.26% | -8.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.81% | +0.20% |
Volatility
WTRCX vs. DFIEX - Volatility Comparison
The current volatility for Delaware Ivy Core Equity Fund (WTRCX) is 6.06%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that WTRCX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTRCX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 7.09% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 10.45% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 15.90% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.88% | 15.65% | +14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 16.35% | +8.72% |