INIVX vs. NVDA

In the year-to-date period, INIVX achieves a 52.69% return, which is significantly higher than NVDA's 0.63% return. Over the past 10 years, INIVX has underperformed NVDA with an annualized return of 11.12%, while NVDA has yielded a comparatively higher 74.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for VanEck International Investors Gold Fund (INIVX) and NVIDIA Corporation (NVDA). 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.

The current INIVX Sharpe Ratio is 1.76, which is higher than the NVDA Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of INIVX and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

INIVX's dividend yield for the trailing twelve months is around 4.88%, more than NVDA's 0.02% yield.

The maximum INIVX drawdown since its inception was -78.96%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for INIVX and NVDA.

VanEck International Investors Gold Fund (INIVX) has a higher volatility of 12.90% compared to NVIDIA Corporation (NVDA) at 10.81%. This indicates that INIVX's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.