- ISIN
- US92913J3095
- Issuer
- Voya
- Inception Date
- Feb 20, 2015
- Category
- Intermediate Core-Plus Bond
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
VGSBX Performance Chart
VY BrandywineGLOBAL - Bond Portfolio (VGSBX) is up 1.2% since the beginning of the year. VGSBX is currently trading at $10 per share. Investors who bought $1,000 worth of VGSBX shares 5 years ago would now be looking at an investment worth $1,007.
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Returns By Period
VY BrandywineGLOBAL - Bond Portfolio (VGSBX) has returned 1.17% so far this year and 5.20% over the past 12 months. Over the last ten years, VGSBX has returned 2.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
VY BrandywineGLOBAL - Bond Portfolio
- 1D
- 0.21%
- 1M
- 0.63%
- YTD
- 1.17%
- 6M
- 1.17%
- 1Y
- 5.20%
- 3Y*
- 3.46%
- 5Y*
- 0.13%
- 10Y*
- 2.84%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
VGSBX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, VGSBX's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +6.6%, while the worst month was Sep 2022 at -4.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.
On a daily basis, VGSBX closed higher 43% of trading days. The best single day was Nov 10, 2022 with a return of +2.6%, while the worst single day was Apr 10, 2024 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.11% | 0.64% | -0.42% | 0.21% | 0.42% | 0.21% | 1.17% | ||||||
| 2025 | 0.54% | 0.97% | 0.64% | 0.42% | -0.95% | 1.70% | -0.59% | 1.10% | 1.30% | 0.75% | 0.64% | -0.53% | 6.12% |
| 2024 | -0.42% | -2.20% | 0.96% | -4.24% | 2.21% | 1.41% | 3.26% | 2.05% | 1.80% | -2.91% | 0.96% | -1.91% | 0.68% |
| 2023 | 4.95% | -3.08% | 3.39% | 0.00% | -1.43% | -0.73% | -0.65% | -1.08% | -3.92% | -2.83% | 6.64% | 4.92% | 5.65% |
| 2022 | -0.89% | -0.72% | -1.27% | -2.75% | -0.47% | -0.66% | 1.37% | -2.20% | -4.71% | -3.23% | 5.11% | -1.80% | -11.86% |
| 2021 | -0.42% | 0.92% | -0.33% | 0.58% | 0.08% | 0.49% | 0.00% | 0.09% | 0.09% | -0.18% | 0.00% | -0.18% | 1.15% |
Benchmark Metrics
VY BrandywineGLOBAL - Bond Portfolio has an annualized alpha of 2.79%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 20.02% of S&P 500 Index downside but only 16.77% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.03 may look defensive, but with R2 of 0.01 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 0.01 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
- 2.79%
- Beta
- 0.03
- R²
- 0.01
- Upside Capture
- 16.77%
- Downside Capture
- 20.02%
Expense Ratio
VGSBX has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VGSBX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and compare them to S&P 500 Index.
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.
| VGSBX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.78 | +0.44 |
| Martin ratioReturn relative to average drawdown | 10.21 | 12.44 | -2.23 |
Dividends
Dividend History
VY BrandywineGLOBAL - Bond Portfolio provided a 3.89% dividend yield over the last twelve months, with an annual payout of $0.37 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.37 | $0.37 | $0.42 | $0.21 | $0.64 | $0.95 | $0.30 | $0.20 | $0.22 | $0.23 | $0.24 |
Dividend yield | 3.89% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% |
Monthly Dividends
The table displays the monthly dividend distributions for VY BrandywineGLOBAL - Bond Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.95 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.95 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VY BrandywineGLOBAL - Bond Portfolio. 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 VY BrandywineGLOBAL - Bond Portfolio was 18.20%, occurring on Oct 19, 2023. Recovery took 601 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 correction2023 | -18.20%Oct 2023 | 1y 10mo | 2y 6mo | 4y 4moDec 2021 - Apr 2026 |
COVID crash2020 | -8.19%Mar 2020 | 10d | 21d | 1mo 1dMar 2020 - Apr 2020 |
Rate-hike selloffLate 2018 | -4.42%Oct 2018 | 1y 29d | 5mo 14d | 1y 6moSep 2017 - Mar 2019 |
2016 pullback2016 | -3.96%Dec 2016 | 2mo 16d | 6mo 10d | 8mo 26dSep 2016 - Jun 2017 |
2019 pullback2019 | -2.73%Sep 2019 | 15d | 4mo 18d | 5mo 3dAug 2019 - Jan 2020 |
Drawdown Indicators
| VGSBX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.20% | -56.78% | +38.58% |
Max Drawdown (1Y)Largest decline over 1 year | -1.79% | -9.10% | +7.31% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -18.90% | +8.62% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -25.43% | +7.23% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -33.92% | +15.72% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -10.71% | +7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 2.03% | -1.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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