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IGA vs. VYCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGA vs. VYCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Global Advantage and Premium Opportunity Fund (IGA) and Voya Corporate Leaders 100 Fund Class A (VYCAX). The values are adjusted to include any dividend payments, if applicable.

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IGA vs. VYCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGA
Voya Global Advantage and Premium Opportunity Fund
0.52%18.32%21.06%7.55%-8.33%28.35%-8.03%23.40%-12.35%26.19%
VYCAX
Voya Corporate Leaders 100 Fund Class A
-2.30%17.37%17.68%18.99%-11.30%27.35%11.49%38.96%-7.22%18.93%

Returns By Period

In the year-to-date period, IGA achieves a 0.52% return, which is significantly higher than VYCAX's -2.30% return. Over the past 10 years, IGA has underperformed VYCAX with an annualized return of 9.44%, while VYCAX has yielded a comparatively higher 13.13% annualized return.


IGA

1D
0.47%
1M
-3.85%
YTD
0.52%
6M
1.61%
1Y
8.74%
3Y*
16.41%
5Y*
10.73%
10Y*
9.44%

VYCAX

1D
2.13%
1M
-5.22%
YTD
-2.30%
6M
0.37%
1Y
13.25%
3Y*
15.20%
5Y*
10.40%
10Y*
13.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGA vs. VYCAX - Expense Ratio Comparison

IGA has a 0.01% expense ratio, which is lower than VYCAX's 0.81% expense ratio.


Return for Risk

IGA vs. VYCAX — Risk / Return Rank

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

IGA
IGA Risk / Return Rank: 2020
Overall Rank
IGA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IGA Sortino Ratio Rank: 1616
Sortino Ratio Rank
IGA Omega Ratio Rank: 1919
Omega Ratio Rank
IGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IGA Martin Ratio Rank: 3131
Martin Ratio Rank

VYCAX
VYCAX Risk / Return Rank: 3535
Overall Rank
VYCAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VYCAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VYCAX Omega Ratio Rank: 4141
Omega Ratio Rank
VYCAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VYCAX Martin Ratio Rank: 3232
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.

IGA vs. VYCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Global Advantage and Premium Opportunity Fund (IGA) and Voya Corporate Leaders 100 Fund Class A (VYCAX). 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.


IGAVYCAXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.88

-0.35

Sortino ratio

Return per unit of downside risk

0.90

1.36

-0.46

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.84

0.86

-0.02

Martin ratio

Return relative to average drawdown

4.19

3.82

+0.37

IGA vs. VYCAX - Sharpe Ratio Comparison

The current IGA Sharpe Ratio is 0.53, which is lower than the VYCAX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IGA and VYCAX, 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


IGAVYCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.88

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.67

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.76

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.59

-0.27

Correlation

The correlation between IGA and VYCAX is 0.67, 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

IGA vs. VYCAX - Dividend Comparison

IGA's dividend yield for the trailing twelve months is around 11.61%, more than VYCAX's 8.42% yield.


TTM20252024202320222021202020192018201720162015
IGA
Voya Global Advantage and Premium Opportunity Fund
11.61%11.37%11.38%9.25%9.06%7.60%9.01%8.05%9.78%7.87%10.83%10.72%
VYCAX
Voya Corporate Leaders 100 Fund Class A
8.42%8.22%6.97%4.35%5.78%7.81%25.30%16.80%10.28%2.94%1.52%1.52%

Drawdowns

IGA vs. VYCAX - Drawdown Comparison

The maximum IGA drawdown since its inception was -57.16%, which is greater than VYCAX's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for IGA and VYCAX.


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Drawdown Indicators


IGAVYCAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.16%

-46.74%

-10.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-11.74%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-16.98%

-22.80%

+5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-33.41%

-8.27%

Current Drawdown

Current decline from peak

-3.90%

-5.81%

+1.91%

Average Drawdown

Average peak-to-trough decline

-8.11%

-5.38%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

3.14%

-0.88%

Volatility

IGA vs. VYCAX - Volatility Comparison

Voya Global Advantage and Premium Opportunity Fund (IGA) has a higher volatility of 4.98% compared to Voya Corporate Leaders 100 Fund Class A (VYCAX) at 4.14%. This indicates that IGA's price experiences larger fluctuations and is considered to be riskier than VYCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGAVYCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

4.14%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

7.84%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

16.33%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

15.75%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

17.49%

-1.21%