PortfoliosLab logoPortfoliosLab logo
Voya Global Bond Fund (IGBIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US92914A8514
CUSIP
92914A851
Issuer
Voya
Inception Date
Jun 29, 2006
Category
Global Bonds
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Voya Global Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Voya Global Bond Fund (IGBIX) has returned -2.99% so far this year and 1.46% over the past 12 months. Over the last ten years, IGBIX has returned 0.60% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Voya Global Bond Fund

1D
0.29%
1M
-5.00%
YTD
-2.99%
6M
-3.30%
1Y
1.46%
3Y*
2.00%
5Y*
-2.38%
10Y*
0.60%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 30, 2006, IGBIX's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, your investment would double in approximately 22.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Dec 2008 with a return of +8.1%, while the worst month was Mar 2020 at -7.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 11 months.

On a daily basis, IGBIX closed higher 45% of trading days. The best single day was Mar 26, 2020 with a return of +3.0%, while the worst single day was Mar 18, 2020 at -2.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.39%1.72%-5.00%-2.99%
20250.72%1.37%0.68%2.90%-0.68%2.69%-1.89%1.38%0.52%-0.68%0.24%0.12%7.51%
2024-1.25%-1.02%0.55%-2.81%1.66%0.22%3.20%2.22%1.79%-3.65%0.60%-2.33%-1.07%
20233.74%-3.33%2.84%0.62%-2.06%0.22%0.91%-1.65%-3.27%-1.74%5.68%4.44%6.05%
2022-2.20%-2.05%-2.90%-5.72%-0.04%-4.42%1.98%-3.15%-5.65%-0.63%5.13%-0.07%-18.48%
2021-1.09%-2.00%-1.97%1.33%0.91%-0.96%0.91%-0.34%-1.60%-0.36%-0.46%-0.03%-5.58%

Benchmark Metrics

Voya Global Bond Fund has an annualized alpha of 2.85%, beta of 0.02, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 05, 2006.

  • This fund participated in 18.77% of S&P 500 Index downside but only 18.64% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.02 may look defensive, but with R² of 0.00 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.85%
Beta
0.02
0.00
Upside Capture
18.64%
Downside Capture
18.77%

Expense Ratio

IGBIX has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IGBIX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


IGBIX Risk / Return Rank: 1717
Overall Rank
IGBIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IGBIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
IGBIX Omega Ratio Rank: 1212
Omega Ratio Rank
IGBIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
IGBIX Martin Ratio Rank: 2222
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Voya Global Bond Fund (IGBIX) and compare them to a chosen benchmark (S&P 500 Index).


IGBIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.90

-0.44

Sortino ratio

Return per unit of downside risk

0.67

1.39

-0.71

Omega ratio

Gain probability vs. loss probability

1.08

1.21

-0.13

Calmar ratio

Return relative to maximum drawdown

0.65

1.40

-0.75

Martin ratio

Return relative to average drawdown

2.44

6.61

-4.17

Explore IGBIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Voya Global Bond Fund provided a 3.13% dividend yield over the last twelve months, with an annual payout of $0.22 per share.


3.50%4.00%4.50%5.00%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.22$0.25$0.32$0.25$0.24$0.37$0.45$0.45$0.45$0.48$0.45$0.45

Dividend yield

3.13%3.44%4.58%3.35%3.31%4.04%4.43%4.66%4.75%4.84%4.69%4.72%

Monthly Dividends

The table displays the monthly dividend distributions for Voya Global Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.00$0.05
2025$0.03$0.03$0.03$0.03$0.00$0.03$0.03$0.00$0.03$0.00$0.03$0.03$0.25
2024$0.03$0.03$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.32
2023$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.00$0.03$0.00$0.03$0.03$0.25
2022$0.03$0.03$0.03$0.03$0.03$0.00$0.00$0.03$0.00$0.03$0.03$0.03$0.24
2021$0.00$0.00$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Voya Global Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Voya Global Bond Fund was 28.58%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Voya Global Bond Fund drawdown is 16.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.58%Jan 6, 2021452Oct 20, 2022
-14.46%Mar 10, 202012Mar 25, 202081Jul 21, 202093
-9.41%Aug 18, 2014338Dec 17, 2015162Aug 10, 2016500
-8.25%May 2, 201388Sep 5, 2013148Apr 8, 2014236
-6.79%Apr 1, 2008148Oct 28, 200833Dec 15, 2008181

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...