IGBIX vs. IEOSX
IGBIX (Voya Global Bond Fund) and IEOSX (Voya Large Cap Growth Portfolio) are both mutual funds - IGBIX is a Global Bonds fund managed by Voya, while IEOSX is a Large Cap Growth Equities fund managed by Voya. Over the past 10 years, IGBIX returned 0.43%/yr vs 14.52%/yr for IEOSX. Their 0.08 correlation means their historical movements had little consistent relationship. IGBIX charges 0.65%/yr vs 0.92%/yr for IEOSX.
Performance
IGBIX vs. IEOSX - Performance Comparison
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Returns By Period
In the year-to-date period, IGBIX achieves a -1.89% return, which is significantly lower than IEOSX's 1.58% return. Over the past 10 years, IGBIX has underperformed IEOSX with an annualized return of 0.43%, while IEOSX has yielded a comparatively higher 14.52% annualized return.
IGBIX
- 1D
- 0.57%
- 1M
- -0.85%
- 6M
- -2.27%
- YTD
- -1.89%
- 1Y
- -0.34%
- 3Y*
- 2.49%
- 5Y*
- -2.58%
- 10Y*
- 0.43%
- ALL TIME*
- 2.88%
IEOSX
- 1D
- 3.25%
- 1M
- -3.53%
- 6M
- 3.32%
- YTD
- 1.58%
- 1Y
- 8.05%
- 3Y*
- 18.68%
- 5Y*
- 9.23%
- 10Y*
- 14.52%
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IGBIX vs. IEOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGBIX Voya Global Bond Fund | -1.89% | 7.51% | -1.07% | 6.05% | -18.48% | -5.58% | 10.12% | 7.59% | -1.89% | 9.66% |
IEOSX Voya Large Cap Growth Portfolio | 1.58% | 15.13% | 34.53% | 37.38% | -30.74% | 19.20% | 30.20% | 32.51% | -2.11% | 29.48% |
Correlation
The correlation between IGBIX and IEOSX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2006 | 0.08 |
Over the past year, IGBIX and IEOSX have become more correlated (0.40) than their long-term average of 0.08, meaning their price movements have been converging.
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Return for Risk
IGBIX vs. IEOSX — Risk / Return Rank
IGBIX
IEOSX
IGBIX vs. IEOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Global Bond Fund (IGBIX) and Voya Large Cap Growth Portfolio (IEOSX). 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.
| IGBIX | IEOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.09 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.51 | -0.53 |
| Martin ratioReturn relative to average drawdown | -0.04 | 1.33 | -1.36 |
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Drawdowns
IGBIX vs. IEOSX - Drawdown Comparison
The maximum IGBIX drawdown since its inception was -28.58%, smaller than the maximum IEOSX drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IGBIX and IEOSX.
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Drawdown Indicators
| IGBIX | IEOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.58% | -44.03% | +15.45% |
Max Drawdown (1Y)Largest decline over 1 year | -5.27% | -17.29% | +12.02% |
Max Drawdown (3Y)Largest decline over 3 years | -7.21% | -25.33% | +18.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -34.91% | +8.53% |
Max Drawdown (10Y)Largest decline over 10 years | -28.58% | -34.91% | +6.33% |
Current DrawdownCurrent decline from peak | -15.06% | -12.39% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -6.56% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 6.45% | -4.11% |
Volatility
IGBIX vs. IEOSX - Volatility Comparison
The current volatility for Voya Global Bond Fund (IGBIX) is 1.53%, while Voya Large Cap Growth Portfolio (IEOSX) has a volatility of 6.75%. This indicates that IGBIX experiences smaller price fluctuations and is considered to be less risky than IEOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGBIX | IEOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 6.75% | -5.22% |
Volatility (6M)Calculated over the trailing 6-month period | 4.75% | 19.80% | -15.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 23.01% | -17.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.75% | 23.59% | -16.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.98% | 22.01% | -16.03% |
IGBIX vs. IEOSX - Expense Ratio Comparison
IGBIX has a 0.65% expense ratio, which is lower than IEOSX's 0.92% expense ratio.
Dividends
IGBIX vs. IEOSX - Dividend Comparison
IGBIX's dividend yield for the trailing twelve months is around 3.55%, less than IEOSX's 12.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEOSX Voya Large Cap Growth Portfolio | 12.94% | 12.18% | 0.00% | 0.00% | 64.49% | 21.60% | 11.24% | 17.89% | 16.66% | 7.29% | 15.02% | 11.09% |
IGBIX Voya Global Bond Fund | 3.55% | 3.44% | 4.58% | 3.35% | 3.31% | 4.04% | 4.43% | 4.66% | 4.75% | 4.84% | 4.69% | 4.72% |
Frequently Asked Questions
IGBIX and IEOSX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IEOSX has higher volatility (6.75%) compared to IGBIX (1.53%). In terms of maximum drawdown, IGBIX dropped -28.58% vs IEOSX's -44.03%.
IEOSX currently has the higher Sharpe Ratio (0.39 vs -0.01), 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.
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