IGBIX vs. SEBFX
IGBIX (Voya Global Bond Fund) and SEBFX (Saturna Global Sustainable Bond Fund) are both Global Bonds funds. Over the past 10 years, IGBIX returned 0.44%/yr vs 2.10%/yr for SEBFX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.65% expense ratio.
Performance
IGBIX vs. SEBFX - 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 SEBFX's 1.49% return. Over the past 10 years, IGBIX has underperformed SEBFX with an annualized return of 0.44%, while SEBFX has yielded a comparatively higher 2.10% annualized return.
IGBIX
- 1D
- 0.14%
- 1M
- -0.85%
- 6M
- -2.13%
- YTD
- -1.89%
- 1Y
- -1.69%
- 3Y*
- 2.73%
- 5Y*
- -2.63%
- 10Y*
- 0.44%
- ALL TIME*
- 2.88%
SEBFX
- 1D
- 0.10%
- 1M
- -0.10%
- 6M
- -0.21%
- YTD
- 1.49%
- 1Y
- 4.55%
- 3Y*
- 4.58%
- 5Y*
- 1.19%
- 10Y*
- 2.10%
- ALL TIME*
- 2.34%
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. SEBFX - 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% |
SEBFX Saturna Global Sustainable Bond Fund | 1.49% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 5.90% |
Correlation
The correlation between IGBIX and SEBFX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.70 |
The correlation between IGBIX and SEBFX has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
IGBIX vs. SEBFX — Risk / Return Rank
IGBIX
SEBFX
IGBIX vs. SEBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Global Bond Fund (IGBIX) and Saturna Global Sustainable Bond Fund (SEBFX). 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 | SEBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.26 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.56 | -1.63 |
| Martin ratioReturn relative to average drawdown | -0.15 | 5.06 | -5.21 |
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Drawdowns
IGBIX vs. SEBFX - Drawdown Comparison
The maximum IGBIX drawdown since its inception was -28.58%, which is greater than SEBFX's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for IGBIX and SEBFX.
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Drawdown Indicators
| IGBIX | SEBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.58% | -13.51% | -15.07% |
Max Drawdown (1Y)Largest decline over 1 year | -5.27% | -3.01% | -2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -7.21% | -4.09% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -13.26% | -13.03% |
Max Drawdown (10Y)Largest decline over 10 years | -28.58% | -13.51% | -15.07% |
Current DrawdownCurrent decline from peak | -15.06% | -0.93% | -14.13% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -2.90% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 0.92% | +1.44% |
Volatility
IGBIX vs. SEBFX - Volatility Comparison
Voya Global Bond Fund (IGBIX) has a higher volatility of 1.51% compared to Saturna Global Sustainable Bond Fund (SEBFX) at 0.88%. This indicates that IGBIX's price experiences larger fluctuations and is considered to be riskier than SEBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGBIX | SEBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 0.88% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.74% | 2.89% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.86% | 3.49% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.75% | 3.93% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.98% | 3.62% | +2.36% |
IGBIX vs. SEBFX - Expense Ratio Comparison
Both IGBIX and SEBFX have an expense ratio of 0.65%.
Dividends
IGBIX vs. SEBFX - Dividend Comparison
IGBIX's dividend yield for the trailing twelve months is around 3.55%, less than SEBFX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SEBFX Saturna Global Sustainable Bond Fund | 3.83% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% | 0.00% |
Frequently Asked Questions
IGBIX and SEBFX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGBIX has higher volatility (1.51%) compared to SEBFX (0.88%). In terms of maximum drawdown, IGBIX dropped -28.58% vs SEBFX's -13.51%.
SEBFX currently has the higher Sharpe Ratio (1.34 vs -0.06), 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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