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IDE vs. NLR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDE vs. NLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Infrastructure, Industrials and Materials Fund (IDE) and VanEck Vectors Uranium+Nuclear Energy ETF (NLR). The values are adjusted to include any dividend payments, if applicable.

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IDE vs. NLR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDE
Voya Infrastructure, Industrials and Materials Fund
2.94%35.77%11.96%22.04%-16.54%26.27%-1.06%13.49%-24.48%39.58%
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
7.24%56.50%14.26%36.67%2.29%13.63%3.49%0.20%4.94%8.25%

Returns By Period

In the year-to-date period, IDE achieves a 2.94% return, which is significantly lower than NLR's 7.24% return. Over the past 10 years, IDE has underperformed NLR with an annualized return of 10.79%, while NLR has yielded a comparatively higher 13.86% annualized return.


IDE

1D
2.38%
1M
-11.99%
YTD
2.94%
6M
7.90%
1Y
31.54%
3Y*
21.97%
5Y*
10.77%
10Y*
10.79%

NLR

1D
4.76%
1M
-10.17%
YTD
7.24%
6M
0.63%
1Y
86.31%
3Y*
37.32%
5Y*
23.33%
10Y*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDE vs. NLR - Expense Ratio Comparison

IDE has a 0.01% expense ratio, which is lower than NLR's 0.60% expense ratio.


Return for Risk

IDE vs. NLR — Risk / Return Rank

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

IDE
IDE Risk / Return Rank: 8686
Overall Rank
IDE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDE Omega Ratio Rank: 8787
Omega Ratio Rank
IDE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDE Martin Ratio Rank: 8282
Martin Ratio Rank

NLR
NLR Risk / Return Rank: 8888
Overall Rank
NLR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 9292
Sortino Ratio Rank
NLR Omega Ratio Rank: 8585
Omega Ratio Rank
NLR Calmar Ratio Rank: 9393
Calmar Ratio Rank
NLR Martin Ratio Rank: 7979
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.

IDE vs. NLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Infrastructure, Industrials and Materials Fund (IDE) and VanEck Vectors Uranium+Nuclear Energy ETF (NLR). 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.


IDENLRDifference

Sharpe ratio

Return per unit of total volatility

1.75

2.06

-0.30

Sortino ratio

Return per unit of downside risk

2.25

2.63

-0.38

Omega ratio

Gain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratio

Return relative to maximum drawdown

2.23

3.26

-1.04

Martin ratio

Return relative to average drawdown

8.18

7.88

+0.29

IDE vs. NLR - Sharpe Ratio Comparison

The current IDE Sharpe Ratio is 1.75, which is comparable to the NLR Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IDE and NLR, 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


IDENLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.06

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.83

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.59

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.18

+0.18

Correlation

The correlation between IDE and NLR is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IDE vs. NLR - Dividend Comparison

IDE's dividend yield for the trailing twelve months is around 10.42%, more than NLR's 2.38% yield.


TTM20252024202320222021202020192018201720162015
IDE
Voya Infrastructure, Industrials and Materials Fund
10.42%10.57%12.11%9.00%9.99%7.58%8.89%9.02%16.46%6.88%10.67%12.56%
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
2.38%2.55%0.76%4.54%2.02%1.99%2.23%2.21%3.91%4.86%3.62%3.30%

Drawdowns

IDE vs. NLR - Drawdown Comparison

The maximum IDE drawdown since its inception was -52.43%, smaller than the maximum NLR drawdown of -65.05%. Use the drawdown chart below to compare losses from any high point for IDE and NLR.


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Drawdown Indicators


IDENLRDifference

Max Drawdown

Largest peak-to-trough decline

-52.43%

-65.05%

+12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-25.80%

+11.46%

Max Drawdown (5Y)

Largest decline over 5 years

-30.52%

-30.48%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-52.43%

-34.35%

-18.08%

Current Drawdown

Current decline from peak

-12.30%

-18.97%

+6.67%

Average Drawdown

Average peak-to-trough decline

-11.39%

-35.91%

+24.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

10.67%

-6.77%

Volatility

IDE vs. NLR - Volatility Comparison

The current volatility for Voya Infrastructure, Industrials and Materials Fund (IDE) is 7.32%, while VanEck Vectors Uranium+Nuclear Energy ETF (NLR) has a volatility of 14.04%. This indicates that IDE experiences smaller price fluctuations and is considered to be less risky than NLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDENLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

14.04%

-6.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

32.94%

-22.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

42.23%

-24.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

28.16%

-9.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

23.39%

-2.53%