IEYYX vs. GGINX
IEYYX (Delaware Ivy Energy Fund) and GGINX (Goldman Sachs Global Infrastructure Fund) are both mutual funds - IEYYX is a Energy Equities fund managed by Ivy Funds, while GGINX is a Infrastructure Equities fund managed by Goldman Sachs. Over the past 5 years, IEYYX returned 16.54%/yr vs 10.55%/yr for GGINX. Their 0.53 correlation means they have sometimes moved together and sometimes differently. IEYYX charges 1.28%/yr vs 1.10%/yr for GGINX.
Performance
IEYYX vs. GGINX - Performance Comparison
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Returns By Period
In the year-to-date period, IEYYX achieves a 15.97% return, which is significantly higher than GGINX's 11.09% return.
IEYYX
- 1D
- 1.91%
- 1M
- 0.71%
- 6M
- 6.86%
- YTD
- 15.97%
- 1Y
- 34.15%
- 3Y*
- 9.00%
- 5Y*
- 16.54%
- 10Y*
- 1.82%
- ALL TIME*
- 1.60%
GGINX
- 1D
- 0.35%
- 1M
- -0.07%
- 6M
- 6.55%
- YTD
- 11.09%
- 1Y
- 14.87%
- 3Y*
- 18.97%
- 5Y*
- 10.55%
- 10Y*
- —
- ALL TIME*
- 9.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IEYYX vs. GGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEYYX Delaware Ivy Energy Fund | 15.97% | 22.56% | -3.60% | -4.08% | 41.14% | 43.34% | -38.68% | 4.25% | -34.47% | -12.98% |
GGINX Goldman Sachs Global Infrastructure Fund | 11.09% | 15.18% | 28.43% | 5.00% | -8.51% | 16.49% | -3.81% | 31.50% | -8.99% | 11.75% |
Correlation
The correlation between IEYYX and GGINX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.53 |
The correlation between IEYYX and GGINX shifts across timeframes, from 0.42 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IEYYX vs. GGINX — Risk / Return Rank
IEYYX
GGINX
IEYYX vs. GGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Energy Fund (IEYYX) and Goldman Sachs Global Infrastructure Fund (GGINX). 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.
| IEYYX | GGINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 2.84 | +1.74 |
| Martin ratioReturn relative to average drawdown | 13.85 | 7.30 | +6.54 |
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Drawdowns
IEYYX vs. GGINX - Drawdown Comparison
The maximum IEYYX drawdown since its inception was -85.16%, which is greater than GGINX's maximum drawdown of -35.80%. Use the drawdown chart below to compare losses from any high point for IEYYX and GGINX.
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Drawdown Indicators
| IEYYX | GGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.16% | -35.80% | -49.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -5.59% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -22.71% | -15.39% | -7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -30.43% | -24.21% | -6.22% |
Max Drawdown (10Y)Largest decline over 10 years | -81.45% | — | — |
Current DrawdownCurrent decline from peak | -25.05% | -3.41% | -21.64% |
Average DrawdownAverage peak-to-trough decline | -35.08% | -5.85% | -29.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.17% | +0.18% |
Volatility
IEYYX vs. GGINX - Volatility Comparison
Delaware Ivy Energy Fund (IEYYX) and Goldman Sachs Global Infrastructure Fund (GGINX) have volatilities of 3.54% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEYYX | GGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 3.64% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 9.26% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 11.12% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 19.76% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.64% | 18.91% | +11.73% |
IEYYX vs. GGINX - Expense Ratio Comparison
IEYYX has a 1.28% expense ratio, which is higher than GGINX's 1.10% expense ratio.
Dividends
IEYYX vs. GGINX - Dividend Comparison
IEYYX's dividend yield for the trailing twelve months is around 0.75%, less than GGINX's 6.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GGINX Goldman Sachs Global Infrastructure Fund | 6.16% | 6.26% | 30.25% | 2.67% | 0.89% | 1.86% | 1.75% | 2.04% | 1.98% | 2.53% |
IEYYX Delaware Ivy Energy Fund | 0.75% | 0.87% | 0.91% | 2.37% | 1.33% | 1.49% | 2.17% | 0.00% | 0.00% | 0.36% |
Frequently Asked Questions
IEYYX and GGINX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGINX has higher volatility (3.64%) compared to IEYYX (3.54%). In terms of maximum drawdown, IEYYX dropped -85.16% vs GGINX's -35.80%.
IEYYX currently has the higher Sharpe Ratio (2.39 vs 1.43), 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.
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