AIFRX vs. IEYYX

Last updated Jun 25, 2026

AIFRX (abrdn Global Infrastructure Fund) and IEYYX (Delaware Ivy Energy Fund) are both Energy Equities funds. Over the past 10 years, AIFRX returned 10.67%/yr vs 1.28%/yr for IEYYX. A 0.67 correlation means they provide meaningful diversification when combined. AIFRX charges 0.99%/yr vs 1.28%/yr for IEYYX.

Performance

AIFRX vs. IEYYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Infrastructure Fund (AIFRX) and Delaware Ivy Energy Fund (IEYYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIFRX achieves a 12.34% return, which is significantly lower than IEYYX's 14.61% return. Over the past 10 years, AIFRX has outperformed IEYYX with an annualized return of 10.67%, while IEYYX has yielded a comparatively lower 1.28% annualized return.

AIFRX

• 1D: 0.25%
• 1M: -0.76%
• YTD: 12.34%
• 6M: 12.43%
• 1Y: 20.25%
• 3Y*: 16.09%
• 5Y*: 9.55%
• 10Y*: 10.67%

IEYYX

• 1D: -1.94%
• 1M: -3.73%
• YTD: 14.61%
• 6M: 13.99%
• 1Y: 35.97%
• 3Y*: 11.27%
• 5Y*: 13.36%
• 10Y*: 1.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIFRX vs. IEYYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIFRX abrdn Global Infrastructure Fund	12.34%	26.92%	2.88%	13.10%	-7.95%	15.61%	1.87%	28.41%	-9.31%	25.24%
IEYYX Delaware Ivy Energy Fund	14.61%	22.56%	-3.60%	-4.08%	41.14%	43.34%	-38.68%	4.25%	-34.47%	-12.98%

Correlation

The correlation between AIFRX and IEYYX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009	0.67

The correlation between AIFRX and IEYYX shifts across timeframes, from 0.61 (10 years) to 0.73 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

AIFRX vs. IEYYX — Risk / Return Rank

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

AIFRX

AIFRX Risk / Return Rank: 68
AIFRX Sharpe Ratio Rank: 67
AIFRX Sortino Ratio Rank: 64
AIFRX Omega Ratio Rank: 60
AIFRX Calmar Ratio Rank: 80
AIFRX Martin Ratio Rank: 68

IEYYX

IEYYX Risk / Return Rank: 91
IEYYX Sharpe Ratio Rank: 92
IEYYX Sortino Ratio Rank: 86
IEYYX Omega Ratio Rank: 82
IEYYX Calmar Ratio Rank: 96
IEYYX Martin Ratio Rank: 97

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.

AIFRX vs. IEYYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Infrastructure Fund (AIFRX) and Delaware Ivy Energy Fund (IEYYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AIFRX	IEYYX	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.78	-0.66
Sortino ratio: Return per unit of downside risk	2.94	3.73	-0.79
Omega ratio: Gain probability vs. loss probability	1.38	1.48	-0.11
Calmar ratio: Return relative to maximum drawdown	3.36	5.90	-2.55
Martin ratio: Return relative to average drawdown	11.85	23.69	-11.84

AIFRX vs. IEYYX - Sharpe Ratio Comparison

The current AIFRX Sharpe Ratio is 2.12, which is comparable to the IEYYX Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of AIFRX and IEYYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AIFRX vs. IEYYX - Drawdown Comparison

The maximum AIFRX drawdown since its inception was -38.38%, smaller than the maximum IEYYX drawdown of -85.16%. Use the drawdown chart below to compare losses from any high point for AIFRX and IEYYX.

Drawdown Indicators

	AIFRX	IEYYX	Difference
Max Drawdown Largest peak-to-trough decline	-38.38%	-85.16%	+46.78%
Max Drawdown (1Y) Largest decline over 1 year	-6.42%	-6.38%	-0.04%
Max Drawdown (3Y) Largest decline over 3 years	-15.76%	-22.71%	+6.95%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-30.43%	+7.68%
Max Drawdown (10Y) Largest decline over 10 years	-38.38%	-81.45%	+43.07%
Current Drawdown Current decline from peak	-2.64%	-25.93%	+23.29%
Average Drawdown Average peak-to-trough decline	-5.45%	-35.13%	+29.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.58%	+0.23%

Volatility

AIFRX vs. IEYYX - Volatility Comparison

The current volatility for abrdn Global Infrastructure Fund (AIFRX) is 2.88%, while Delaware Ivy Energy Fund (IEYYX) has a volatility of 5.00%. This indicates that AIFRX experiences smaller price fluctuations and is considered to be less risky than IEYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIFRX	IEYYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	5.00%	-2.12%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	10.54%	-2.18%
Volatility (1Y) Calculated over the trailing 1-year period	10.18%	13.53%	-3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	21.63%	-7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.79%	30.81%	-15.02%

AIFRX vs. IEYYX - Expense Ratio Comparison

AIFRX has a 0.99% expense ratio, which is lower than IEYYX's 1.28% expense ratio.

Dividends

AIFRX vs. IEYYX - Dividend Comparison

AIFRX's dividend yield for the trailing twelve months is around 7.04%, more than IEYYX's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIFRX abrdn Global Infrastructure Fund	7.04%	7.80%	8.13%	3.46%	4.86%	5.31%	3.45%	4.01%	3.96%	3.80%	4.37%	4.55%
IEYYX Delaware Ivy Energy Fund	0.76%	0.87%	0.91%	2.37%	1.33%	1.49%	2.17%	0.00%	0.00%	0.36%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AIFRX and IEYYX in my portfolio?

AIFRX and IEYYX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIFRX or IEYYX?

IEYYX has higher volatility (5.00%) compared to AIFRX (2.88%). In terms of maximum drawdown, AIFRX dropped -38.38% vs IEYYX's -85.16%.

Which has better risk-adjusted returns?

IEYYX currently has the higher Sharpe Ratio (2.78 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.