Voya Global Equity Dividend and Premium Opportunity Fund (IGD) Sharpe Ratio: 2.23

IGD's Sharpe Ratio of 2.23 indicates that for each unit of volatility, it generates 2.23 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IGD Sharpe Ratio Rank

Exceptional

IGD ranks above 88.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Suitable as a core holding given strong risk-adjusted returns
Monitor rank changes to detect deteriorating return-to-volatility profile
Exceptional Sharpe ratio supports larger position sizes
Compare with category peers to assess whether strength is investment-specific or category-wide

IGD Sharpe Ratio Market Positioning

The chart shows IGD's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.93 or lower
Yellow zone (middle 50%): 0.93 to 1.81
Green zone (top 25%): 1.81 or higher
Top 1%: 3.73+
Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Voya Global Equity Dividend and Premium Opportunity Fund's Sharpe Ratio with other mutual funds in the Global Equity Income category across multiple time periods, showing how IGD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

Symbol	Name	1Y Sharpe Ratio
HFQTX	Janus Henderson Global Equity Income Fund Class T	2.33
IGD	Voya Global Equity Dividend and Premium Opportunity Fund	2.23
HDDVX	Janus Henderson International Dividend Fund Class D	1.88
HDQVX	Janus Henderson International Dividend Fund Class S	1.86
GLV	Clough Global Dividend and Income Fund	1.82
EXG	Eaton Vance Tax-Managed Global Diversified Equity Income Fund	1.53
NXG	NXG NextGen Infrastructure Income Fund	1.10
AGD	abrdn Global Dynamic Dividend Fund	0.86
ETJ	Eaton Vance Risk-Managed Diversified Equity Income Fund	0.25

Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows IGD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IGD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does IGD fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio