IEDAX vs. IGD
Compare and contrast key facts about Voya Large Cap Value Fund (IEDAX) and Voya Global Equity Dividend and Premium Opportunity Fund (IGD).
IEDAX is managed by Voya. It was launched on Dec 18, 2007. IGD is managed by Voya. It was launched on Mar 28, 2005.
Performance
IEDAX vs. IGD - Performance Comparison
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IEDAX vs. IGD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEDAX Voya Large Cap Value Fund | -5.90% | 12.42% | 16.47% | 13.26% | -3.86% | 26.38% | 5.53% | 35.63% | -8.29% | 13.36% |
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, IEDAX achieves a -5.90% return, which is significantly lower than IGD's 1.36% return. Over the past 10 years, IEDAX has outperformed IGD with an annualized return of 11.18%, while IGD has yielded a comparatively lower 8.38% annualized return.
IEDAX
- 1D
- -0.28%
- 1M
- -8.14%
- YTD
- -5.90%
- 6M
- -2.15%
- 1Y
- 2.54%
- 3Y*
- 10.82%
- 5Y*
- 8.70%
- 10Y*
- 11.18%
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%
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IEDAX vs. IGD - Expense Ratio Comparison
IEDAX has a 1.10% expense ratio, which is higher than IGD's 0.02% expense ratio.
Return for Risk
IEDAX vs. IGD — Risk / Return Rank
IEDAX
IGD
IEDAX vs. IGD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Value Fund (IEDAX) 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.
| IEDAX | IGD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 0.70 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.03 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.15 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.01 | -0.98 |
Martin ratioReturn relative to average drawdown | 0.10 | 4.73 | -4.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEDAX | IGD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.70 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.71 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.51 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.23 | +0.22 |
Correlation
The correlation between IEDAX and IGD is 0.64, 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
IEDAX vs. IGD - Dividend Comparison
IEDAX's dividend yield for the trailing twelve months is around 8.53%, less than IGD's 11.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDAX Voya Large Cap Value Fund | 8.53% | 8.03% | 15.43% | 10.92% | 8.06% | 16.02% | 9.13% | 17.61% | 11.75% | 11.03% | 1.89% | 8.59% |
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
IEDAX vs. IGD - Drawdown Comparison
The maximum IEDAX drawdown since its inception was -47.31%, smaller than the maximum IGD drawdown of -59.29%. Use the drawdown chart below to compare losses from any high point for IEDAX and IGD.
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Drawdown Indicators
| IEDAX | IGD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.31% | -59.29% | +11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -10.70% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.40% | -15.81% | -6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -39.36% | -41.03% | +1.67% |
Current DrawdownCurrent decline from peak | -10.04% | -4.52% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -9.96% | +3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.35% | +1.23% |
Volatility
IEDAX vs. IGD - Volatility Comparison
The current volatility for Voya Large Cap Value Fund (IEDAX) is 3.89%, while Voya Global Equity Dividend and Premium Opportunity Fund (IGD) has a volatility of 5.62%. This indicates that IEDAX experiences smaller price fluctuations and is considered to be less risky than IGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEDAX | IGD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 5.62% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 8.89% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 15.22% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 14.48% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 16.61% | +2.18% |