PortfoliosLab logoPortfoliosLab logo
GLV vs. IGD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLV vs. IGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Global Dividend and Income Fund (GLV) and Voya Global Equity Dividend and Premium Opportunity Fund (IGD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GLV vs. IGD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLV
Clough Global Dividend and Income Fund
1.90%23.01%17.85%-8.45%-31.93%14.47%7.91%22.40%-16.22%22.36%
IGD
Voya Global Equity Dividend and Premium Opportunity Fund
1.36%18.22%22.44%1.00%-5.01%29.11%-7.25%16.91%-16.19%25.85%

Returns By Period

In the year-to-date period, GLV achieves a 1.90% return, which is significantly higher than IGD's 1.36% return. Over the past 10 years, GLV has underperformed IGD with an annualized return of 4.82%, while IGD has yielded a comparatively higher 8.38% annualized return.


GLV

1D
1.72%
1M
-5.60%
YTD
1.90%
6M
4.97%
1Y
20.93%
3Y*
13.30%
5Y*
-2.15%
10Y*
4.82%

IGD

1D
1.79%
1M
-4.20%
YTD
1.36%
6M
1.19%
1Y
10.53%
3Y*
15.70%
5Y*
10.28%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


GLV vs. IGD - Expense Ratio Comparison

GLV has a 0.02% expense ratio, which is higher than IGD's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GLV vs. IGD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLV
GLV Risk / Return Rank: 8080
Overall Rank
GLV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GLV Sortino Ratio Rank: 7777
Sortino Ratio Rank
GLV Omega Ratio Rank: 7575
Omega Ratio Rank
GLV Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLV Martin Ratio Rank: 8484
Martin Ratio Rank

IGD
IGD Risk / Return Rank: 3333
Overall Rank
IGD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGD Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGD Omega Ratio Rank: 2626
Omega Ratio Rank
IGD Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGD Martin Ratio Rank: 4747
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.

GLV vs. IGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Global Dividend and Income Fund (GLV) and Voya Global Equity Dividend and Premium Opportunity Fund (IGD). 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.


GLVIGDDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.70

+0.65

Sortino ratio

Return per unit of downside risk

1.94

1.03

+0.91

Omega ratio

Gain probability vs. loss probability

1.29

1.15

+0.15

Calmar ratio

Return relative to maximum drawdown

2.61

1.01

+1.60

Martin ratio

Return relative to average drawdown

8.53

4.73

+3.80

GLV vs. IGD - Sharpe Ratio Comparison

The current GLV Sharpe Ratio is 1.35, which is higher than the IGD Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of GLV and IGD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GLVIGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.70

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.71

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.51

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.23

-0.02

Correlation

The correlation between GLV and IGD is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GLV vs. IGD - Dividend Comparison

GLV's dividend yield for the trailing twelve months is around 10.86%, less than IGD's 11.40% yield.


TTM20252024202320222021202020192018201720162015
GLV
Clough Global Dividend and Income Fund
10.86%10.57%11.64%13.92%16.99%10.82%11.67%11.17%13.68%10.00%11.26%10.69%
IGD
Voya Global Equity Dividend and Premium Opportunity Fund
11.40%11.36%11.44%9.66%8.87%7.73%9.20%10.47%12.49%9.45%13.23%13.03%

Drawdowns

GLV vs. IGD - Drawdown Comparison

The maximum GLV drawdown since its inception was -61.66%, roughly equal to the maximum IGD drawdown of -59.29%. Use the drawdown chart below to compare losses from any high point for GLV and IGD.


Loading graphics...

Drawdown Indicators


GLVIGDDifference

Max Drawdown

Largest peak-to-trough decline

-61.66%

-59.29%

-2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-10.70%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-15.81%

-31.56%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

-41.03%

-6.34%

Current Drawdown

Current decline from peak

-14.28%

-4.52%

-9.76%

Average Drawdown

Average peak-to-trough decline

-14.93%

-9.96%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.35%

+0.19%

Volatility

GLV vs. IGD - Volatility Comparison

Clough Global Dividend and Income Fund (GLV) and Voya Global Equity Dividend and Premium Opportunity Fund (IGD) have volatilities of 5.45% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GLVIGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.62%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

8.89%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

15.22%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

14.48%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

16.61%

+3.21%