Joystick port adapters are not just cables, they have some electronics inside them. Something in the lines of this schematic.

The input connector optical isolation is a part of midi specs and also it is good idea to buffer the output connector, so this adapter should work universally with any sound card with MIDI on joystick port. Having said that, you can use several different types of opto-isolators and they might require different kind of resistor values there. In fact, even the 6N138 in the picture should not have its pin 7 disconnected, it should be connected to ground through about 5.6 kohm resistor.

So do you still want to build one, or buy one more from somewhere and actually open the plastic bag?

The Voyetra V-22 does include all the buffering and optical isolation on board, so there it is just enough to solder some connectors and cables together (but I don't have the pinout).

Refer to this thread. I have not built it yet, though I will eventually. Even if you do not intend to build a box like that (that allows MIDI+Gameport simultaneously), there is plenty of discussion about the subject there, and more in depht feedback from other members like Jepael himself and others.