IAE vs. EQTIX
IAE (Voya Asia Pacific High Dividend Equity Income Fund) and EQTIX (Shelton Equity Income Fund) are both Derivative Income funds. Over the past 10 years, IAE returned 10.31%/yr vs 9.38%/yr for EQTIX. Their 0.53 correlation means they have sometimes moved together and sometimes differently. IAE charges 0.02%/yr vs 0.72%/yr for EQTIX.
Performance
IAE vs. EQTIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IAE achieves a 23.01% return, which is significantly higher than EQTIX's 8.58% return. Over the past 10 years, IAE has outperformed EQTIX with an annualized return of 10.31%, while EQTIX has yielded a comparatively lower 9.38% annualized return.
IAE
- 1D
- 1.67%
- 1M
- -2.18%
- 6M
- 9.61%
- YTD
- 23.01%
- 1Y
- 34.42%
- 3Y*
- 23.78%
- 5Y*
- 11.29%
- 10Y*
- 10.31%
- ALL TIME*
- 5.11%
EQTIX
- 1D
- 1.58%
- 1M
- 0.00%
- 6M
- 7.22%
- YTD
- 8.58%
- 1Y
- 15.86%
- 3Y*
- 13.20%
- 5Y*
- 8.95%
- 10Y*
- 9.38%
- ALL TIME*
- 7.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $259.55K | $601.12K | $651.76K |
IAE vs. EQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAE Voya Asia Pacific High Dividend Equity Income Fund | 23.01% | 34.63% | 13.44% | 9.06% | -13.97% | 3.60% | 13.77% | 9.62% | -11.31% | 30.19% |
EQTIX Shelton Equity Income Fund | 8.58% | 8.84% | 17.18% | 17.17% | -10.28% | 23.76% | 6.87% | 17.66% | -10.00% | 13.57% |
Correlation
The correlation between IAE and EQTIX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2007 | 0.53 |
The correlation between IAE and EQTIX has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IAE vs. EQTIX — Risk / Return Rank
IAE
EQTIX
IAE vs. EQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Asia Pacific High Dividend Equity Income Fund (IAE) and Shelton Equity Income Fund (EQTIX). 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.
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.
| IAE | EQTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.98 | +0.50 |
| Martin ratioReturn relative to average drawdown | 7.03 | 8.39 | -1.35 |
Loading charts...
Drawdowns
IAE vs. EQTIX - Drawdown Comparison
The maximum IAE drawdown since its inception was -60.72%, which is greater than EQTIX's maximum drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for IAE and EQTIX.
Loading charts...
Drawdown Indicators
| IAE | EQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.72% | -53.77% | -6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -7.10% | -5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -17.03% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -19.03% | -9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.44% | -29.85% | -12.59% |
Current DrawdownCurrent decline from peak | -7.22% | -1.43% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -13.67% | -7.14% | -6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 1.68% | +2.84% |
Volatility
IAE vs. EQTIX - Volatility Comparison
Voya Asia Pacific High Dividend Equity Income Fund (IAE) has a higher volatility of 5.07% compared to Shelton Equity Income Fund (EQTIX) at 3.16%. This indicates that IAE's price experiences larger fluctuations and is considered to be riskier than EQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IAE | EQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 3.16% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 8.62% | +9.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.49% | 10.60% | +11.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 13.17% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 14.27% | +5.27% |
IAE vs. EQTIX - Expense Ratio Comparison
IAE has a 0.02% expense ratio, which is lower than EQTIX's 0.72% expense ratio.
Dividends
IAE vs. EQTIX - Dividend Comparison
IAE's dividend yield for the trailing twelve months is around 9.13%, more than EQTIX's 8.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQTIX Shelton Equity Income Fund | 8.69% | 7.62% | 9.51% | 9.25% | 9.83% | 11.98% | 24.62% | 4.89% | 23.96% | 14.65% | 16.02% | 3.33% |
IAE Voya Asia Pacific High Dividend Equity Income Fund | 8.37% | 10.71% | 12.29% | 10.65% | 14.03% | 10.60% | 9.97% | 9.88% | 9.61% | 7.82% | 11.14% | 12.74% |
Frequently Asked Questions
IAE and EQTIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAE has higher volatility (5.07%) compared to EQTIX (3.16%). In terms of maximum drawdown, IAE dropped -60.72% vs EQTIX's -53.77%.
IAE currently has the higher Sharpe Ratio (1.42 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for IAE and EQTIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer