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IAE vs. TWN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAE vs. TWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Asia Pacific High Dividend Equity Income Fund (IAE) and The Taiwan Fund Inc. (TWN). The values are adjusted to include any dividend payments, if applicable.

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IAE vs. TWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAE
Voya Asia Pacific High Dividend Equity Income Fund
2.87%35.90%14.60%9.06%-13.97%3.60%13.77%9.62%-11.31%30.19%
TWN
The Taiwan Fund Inc.
23.15%54.11%32.76%51.73%-38.54%58.14%40.71%47.00%-19.15%33.80%

Returns By Period

In the year-to-date period, IAE achieves a 2.87% return, which is significantly lower than TWN's 23.15% return. Over the past 10 years, IAE has underperformed TWN with an annualized return of 9.05%, while TWN has yielded a comparatively higher 24.13% annualized return.


IAE

1D
4.10%
1M
-8.50%
YTD
2.87%
6M
3.38%
1Y
34.46%
3Y*
18.67%
5Y*
7.30%
10Y*
9.05%

TWN

1D
1.00%
1M
-0.36%
YTD
23.15%
6M
35.55%
1Y
120.89%
3Y*
48.50%
5Y*
27.31%
10Y*
24.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAE vs. TWN - Expense Ratio Comparison


Return for Risk

IAE vs. TWN — Risk / Return Rank

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

IAE
IAE Risk / Return Rank: 8585
Overall Rank
IAE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IAE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IAE Omega Ratio Rank: 8383
Omega Ratio Rank
IAE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IAE Martin Ratio Rank: 8383
Martin Ratio Rank

TWN
TWN Risk / Return Rank: 9999
Overall Rank
TWN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TWN Sortino Ratio Rank: 9898
Sortino Ratio Rank
TWN Omega Ratio Rank: 9797
Omega Ratio Rank
TWN Calmar Ratio Rank: 9999
Calmar Ratio Rank
TWN Martin Ratio Rank: 9999
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.

IAE vs. TWN - 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 The Taiwan Fund Inc. (TWN). 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.


IAETWNDifference

Sharpe ratio

Return per unit of total volatility

1.64

4.65

-3.01

Sortino ratio

Return per unit of downside risk

2.19

4.97

-2.78

Omega ratio

Gain probability vs. loss probability

1.34

1.72

-0.38

Calmar ratio

Return relative to maximum drawdown

2.65

6.97

-4.32

Martin ratio

Return relative to average drawdown

8.47

32.73

-24.26

IAE vs. TWN - Sharpe Ratio Comparison

The current IAE Sharpe Ratio is 1.64, which is lower than the TWN Sharpe Ratio of 4.65. The chart below compares the historical Sharpe Ratios of IAE and TWN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IAETWNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

4.65

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.18

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

1.10

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.20

-0.02

Correlation

The correlation between IAE and TWN 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

IAE vs. TWN - Dividend Comparison

IAE's dividend yield for the trailing twelve months is around 11.47%, more than TWN's 9.43% yield.


TTM20252024202320222021202020192018201720162015
IAE
Voya Asia Pacific High Dividend Equity Income Fund
11.47%11.61%13.37%10.65%14.03%10.60%9.97%9.88%9.61%7.82%11.14%12.74%
TWN
The Taiwan Fund Inc.
9.43%11.62%19.14%1.26%0.00%7.78%12.91%8.26%11.27%3.16%0.00%0.00%

Drawdowns

IAE vs. TWN - Drawdown Comparison

The maximum IAE drawdown since its inception was -60.72%, smaller than the maximum TWN drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for IAE and TWN.


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Drawdown Indicators


IAETWNDifference

Max Drawdown

Largest peak-to-trough decline

-60.72%

-79.52%

+18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-16.74%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-32.87%

-51.72%

+18.85%

Max Drawdown (10Y)

Largest decline over 10 years

-42.44%

-51.72%

+9.28%

Current Drawdown

Current decline from peak

-9.29%

-0.44%

-8.85%

Average Drawdown

Average peak-to-trough decline

-13.86%

-37.58%

+23.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

3.56%

+0.46%

Volatility

IAE vs. TWN - Volatility Comparison

The current volatility for Voya Asia Pacific High Dividend Equity Income Fund (IAE) is 9.79%, while The Taiwan Fund Inc. (TWN) has a volatility of 11.35%. This indicates that IAE experiences smaller price fluctuations and is considered to be less risky than TWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAETWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

11.35%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

17.83%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.12%

26.22%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

23.27%

-6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

21.93%

-2.66%