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IGBIX vs. IIBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGBIX vs. IIBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Global Bond Fund (IGBIX) and Voya Intermediate Bond Fund (IIBAX). The values are adjusted to include any dividend payments, if applicable.

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IGBIX vs. IIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGBIX
Voya Global Bond Fund
-2.99%7.51%-1.07%6.05%-18.48%-5.58%10.12%7.59%-1.89%9.66%
IIBAX
Voya Intermediate Bond Fund
-0.79%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%

Returns By Period

In the year-to-date period, IGBIX achieves a -2.99% return, which is significantly lower than IIBAX's -0.79% return. Over the past 10 years, IGBIX has underperformed IIBAX with an annualized return of 0.60%, while IIBAX has yielded a comparatively higher 1.82% annualized return.


IGBIX

1D
0.29%
1M
-5.00%
YTD
-2.99%
6M
-3.30%
1Y
1.46%
3Y*
2.00%
5Y*
-2.38%
10Y*
0.60%

IIBAX

1D
0.46%
1M
-2.57%
YTD
-0.79%
6M
-0.19%
1Y
2.87%
3Y*
3.83%
5Y*
0.05%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGBIX vs. IIBAX - Expense Ratio Comparison

IGBIX has a 0.65% expense ratio, which is lower than IIBAX's 0.69% expense ratio.


Return for Risk

IGBIX vs. IIBAX — Risk / Return Rank

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

IGBIX
IGBIX Risk / Return Rank: 1717
Overall Rank
IGBIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IGBIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
IGBIX Omega Ratio Rank: 1212
Omega Ratio Rank
IGBIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
IGBIX Martin Ratio Rank: 2222
Martin Ratio Rank

IIBAX
IIBAX Risk / Return Rank: 3838
Overall Rank
IIBAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 3333
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 2626
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.

IGBIX vs. IIBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Global Bond Fund (IGBIX) and Voya Intermediate Bond Fund (IIBAX). 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.


IGBIXIIBAXDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.90

-0.45

Sortino ratio

Return per unit of downside risk

0.67

1.30

-0.63

Omega ratio

Gain probability vs. loss probability

1.08

1.16

-0.08

Calmar ratio

Return relative to maximum drawdown

0.65

1.05

-0.41

Martin ratio

Return relative to average drawdown

2.44

2.88

-0.44

IGBIX vs. IIBAX - Sharpe Ratio Comparison

The current IGBIX Sharpe Ratio is 0.45, which is lower than the IIBAX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IGBIX and IIBAX, 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


IGBIXIIBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.90

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.01

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.37

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.90

-0.39

Correlation

The correlation between IGBIX and IIBAX is 0.60, 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

IGBIX vs. IIBAX - Dividend Comparison

IGBIX's dividend yield for the trailing twelve months is around 3.13%, less than IIBAX's 3.20% yield.


TTM20252024202320222021202020192018201720162015
IGBIX
Voya Global Bond Fund
3.13%3.44%4.58%3.35%3.31%4.04%4.43%4.66%4.75%4.84%4.69%4.72%
IIBAX
Voya Intermediate Bond Fund
3.20%3.43%4.50%4.05%1.98%2.03%4.69%3.23%2.93%2.88%2.96%2.45%

Drawdowns

IGBIX vs. IIBAX - Drawdown Comparison

The maximum IGBIX drawdown since its inception was -28.58%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for IGBIX and IIBAX.


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Drawdown Indicators


IGBIXIIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.58%

-20.34%

-8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-3.05%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-20.01%

-6.57%

Max Drawdown (10Y)

Largest decline over 10 years

-28.58%

-20.34%

-8.24%

Current Drawdown

Current decline from peak

-16.01%

-3.28%

-12.73%

Average Drawdown

Average peak-to-trough decline

-5.92%

-2.88%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.12%

+0.27%

Volatility

IGBIX vs. IIBAX - Volatility Comparison

Voya Global Bond Fund (IGBIX) has a higher volatility of 2.32% compared to Voya Intermediate Bond Fund (IIBAX) at 1.74%. This indicates that IGBIX's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGBIXIIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

1.74%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.57%

2.72%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

4.89%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

5.94%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

5.00%

+0.89%