GLEIX vs. IEYYX
Compare and contrast key facts about Goldman Sachs Energy Infrastructure Fund (GLEIX) and Delaware Ivy Energy Fund (IEYYX).
GLEIX is managed by Goldman Sachs. It was launched on Sep 28, 2017. IEYYX is managed by Ivy Funds. It was launched on Apr 2, 2006.
Performance
GLEIX vs. IEYYX - Performance Comparison
Loading graphics...
GLEIX vs. IEYYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLEIX Goldman Sachs Energy Infrastructure Fund | 22.46% | 5.30% | 58.18% | 15.08% | 18.96% | 38.31% | -17.46% | 16.95% | -15.17% | 6.98% |
IEYYX Delaware Ivy Energy Fund | 14.61% | 22.56% | -3.60% | -4.08% | 41.14% | 43.34% | -38.68% | 4.25% | -34.47% | 15.79% |
Returns By Period
In the year-to-date period, GLEIX achieves a 22.46% return, which is significantly higher than IEYYX's 14.61% return.
GLEIX
- 1D
- -1.00%
- 1M
- 1.47%
- YTD
- 22.46%
- 6M
- 22.41%
- 1Y
- 20.86%
- 3Y*
- 33.06%
- 5Y*
- 26.79%
- 10Y*
- —
IEYYX
- 1D
- 1.69%
- 1M
- 1.28%
- YTD
- 14.61%
- 6M
- 21.45%
- 1Y
- 43.15%
- 3Y*
- 9.29%
- 5Y*
- 15.94%
- 10Y*
- 2.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GLEIX vs. IEYYX - Expense Ratio Comparison
GLEIX has a 1.23% expense ratio, which is lower than IEYYX's 1.28% expense ratio.
Return for Risk
GLEIX vs. IEYYX — Risk / Return Rank
GLEIX
IEYYX
GLEIX vs. IEYYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Energy Infrastructure Fund (GLEIX) 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.
| GLEIX | IEYYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.72 | -1.53 |
Sortino ratioReturn per unit of downside risk | 1.55 | 3.48 | -1.93 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.52 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.54 | -2.10 |
Martin ratioReturn relative to average drawdown | 4.38 | 19.41 | -15.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GLEIX | IEYYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.72 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.31 | 0.72 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.05 | +0.56 |
Correlation
The correlation between GLEIX and IEYYX is 0.76, 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
GLEIX vs. IEYYX - Dividend Comparison
GLEIX's dividend yield for the trailing twelve months is around 8.16%, more than IEYYX's 0.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLEIX Goldman Sachs Energy Infrastructure Fund | 8.16% | 10.00% | 25.43% | 10.22% | 4.70% | 8.41% | 4.17% | 4.83% | 3.54% | 0.68% |
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% |
Drawdowns
GLEIX vs. IEYYX - Drawdown Comparison
The maximum GLEIX drawdown since its inception was -59.27%, smaller than the maximum IEYYX drawdown of -85.16%. Use the drawdown chart below to compare losses from any high point for GLEIX and IEYYX.
Loading graphics...
Drawdown Indicators
| GLEIX | IEYYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -85.16% | +25.89% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -11.93% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -30.43% | +8.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -81.45% | — |
Current DrawdownCurrent decline from peak | -1.85% | -25.93% | +24.08% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -35.27% | +26.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 2.17% | +2.82% |
Volatility
GLEIX vs. IEYYX - Volatility Comparison
The current volatility for Goldman Sachs Energy Infrastructure Fund (GLEIX) is 3.39%, while Delaware Ivy Energy Fund (IEYYX) has a volatility of 4.56%. This indicates that GLEIX 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.
Loading graphics...
Volatility by Period
| GLEIX | IEYYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 4.56% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 9.81% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 16.32% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.54% | 22.30% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.59% | 31.00% | -5.41% |