Mine all stay together, but I keep the food and water outside the coop because of the mess ducks make. I let everyone out to free range in the morning and they do whatever they do, then chickens go on their own to the coop at night and the ducks go to a pen. The ducks going to the pen is something they just sort of worked out for themselves. I originally just had the coop and the ducks just stopped going in, but then when a couple were killed in the night I built a separate small pen, herded them into it the first night and they've gone in on their own ever since. I close them up after dark and they (chickens and ducks both) just don't have access to food and water until morning, which seems to suit them all just fine. Diurnal birds really just shut down in the dark and don't think about eating until lights come back on, so they don't miss it.
When the chicks and ducks were all babies, yes the ducks made a huge mess and got the chicks all wet and soggy until I figured out a better water setup. But now they're all happy!