IGBIX vs. SEBFX
IGBIX (Voya Global Bond Fund) and SEBFX (Saturna Sustainable Bond Fund) are both Global Bonds funds. Over the past 10 years, IGBIX returned 0.64%/yr vs 2.25%/yr for SEBFX. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
IGBIX vs. SEBFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IGBIX achieves a -1.42% 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 0.64%, while SEBFX has yielded a comparatively higher 2.25% annualized return.
IGBIX
- 1D
- 0.28%
- 1M
- -0.17%
- YTD
- -1.42%
- 6M
- -1.17%
- 1Y
- -0.76%
- 3Y*
- 2.99%
- 5Y*
- -2.28%
- 10Y*
- 0.64%
SEBFX
- 1D
- 0.21%
- 1M
- 0.00%
- YTD
- 1.49%
- 6M
- 1.38%
- 1Y
- 5.22%
- 3Y*
- 4.55%
- 5Y*
- 1.25%
- 10Y*
- 2.25%
IGBIX vs. SEBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGBIX Voya Global Bond Fund | -1.42% | 7.51% | -1.07% | 6.05% | -18.48% | -5.58% | 10.12% | 7.59% | -1.89% | 9.66% |
SEBFX Saturna 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 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.69 |
The correlation between IGBIX and SEBFX has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 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 | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.82 | -1.97 |
| Martin ratioReturn relative to average drawdown | -0.40 | 6.16 | -6.56 |
Loading charts...
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.
Loading charts...
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 | -7.74% | -5.51% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -26.46% | -13.26% | -13.20% |
Max Drawdown (10Y)Largest decline over 10 years | -28.58% | -13.51% | -15.07% |
Current DrawdownCurrent decline from peak | -14.66% | -0.93% | -13.73% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -2.92% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.89% | +1.12% |
Volatility
IGBIX vs. SEBFX - Volatility Comparison
Voya Global Bond Fund (IGBIX) has a higher volatility of 1.95% compared to Saturna Sustainable Bond Fund (SEBFX) at 1.01%. 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.
Loading charts...
Volatility by Period
| IGBIX | SEBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 1.01% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 4.64% | 2.93% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.97% | 3.51% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.72% | 3.93% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.97% | 3.62% | +2.35% |
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 3.91%, more than SEBFX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGBIX Voya Global Bond Fund | 3.91% | 3.44% | 4.58% | 3.35% | 3.31% | 4.04% | 4.43% | 4.66% | 4.75% | 4.84% | 4.69% | 4.72% |
SEBFX Saturna 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 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGBIX has higher volatility (1.95%) compared to SEBFX (1.01%). In terms of maximum drawdown, IGBIX dropped -28.58% vs SEBFX's -13.51%.
SEBFX currently has the higher Sharpe Ratio (1.56 vs -0.14), 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.
Find the right allocation for IGBIX and SEBFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer