IGBIX vs. UDBPX
IGBIX (Voya Global Bond Fund) and UDBPX (UBS Sustainable Development Bank Bond Fund) are both Global Bonds funds. Over the past 5 years, IGBIX returned -2.63%/yr vs -0.18%/yr for UDBPX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. IGBIX charges 0.65%/yr vs 0.25%/yr for UDBPX.
Performance
IGBIX vs. UDBPX - 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 UDBPX's -0.58% 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%
UDBPX
- 1D
- 0.11%
- 1M
- -0.63%
- 6M
- -0.66%
- YTD
- -0.58%
- 1Y
- 1.12%
- 3Y*
- 3.65%
- 5Y*
- -0.18%
- 10Y*
- —
- ALL TIME*
- 1.80%
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. UDBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IGBIX Voya Global Bond Fund | -1.89% | 7.51% | -1.07% | 6.05% | -18.48% | -5.58% | 10.12% | 7.59% | 0.56% |
UDBPX UBS Sustainable Development Bank Bond Fund | -0.58% | 6.96% | 1.55% | 4.53% | -10.41% | -2.43% | 6.80% | 6.79% | 2.03% |
Correlation
The correlation between IGBIX and UDBPX is 0.67, 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. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2018 | 0.68 |
The correlation between IGBIX and UDBPX has been stable across timeframes, ranging from 0.67 to 0.77 - a consistent structural relationship.
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Return for Risk
IGBIX vs. UDBPX — Risk / Return Rank
IGBIX
UDBPX
IGBIX vs. UDBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Global Bond Fund (IGBIX) and UBS Sustainable Development Bank Bond Fund (UDBPX). 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 | UDBPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.12 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 0.92 | -0.99 |
| Martin ratioReturn relative to average drawdown | -0.15 | 2.15 | -2.30 |
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Drawdowns
IGBIX vs. UDBPX - Drawdown Comparison
The maximum IGBIX drawdown since its inception was -28.58%, which is greater than UDBPX's maximum drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for IGBIX and UDBPX.
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Drawdown Indicators
| IGBIX | UDBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.58% | -15.45% | -13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.27% | -2.37% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -7.21% | -4.03% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -14.23% | -12.06% |
Max Drawdown (10Y)Largest decline over 10 years | -28.58% | — | — |
Current DrawdownCurrent decline from peak | -15.06% | -2.06% | -13.00% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -5.03% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 0.99% | +1.37% |
Volatility
IGBIX vs. UDBPX - Volatility Comparison
Voya Global Bond Fund (IGBIX) has a higher volatility of 1.51% compared to UBS Sustainable Development Bank Bond Fund (UDBPX) at 0.80%. This indicates that IGBIX's price experiences larger fluctuations and is considered to be riskier than UDBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGBIX | UDBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 0.80% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 4.74% | 2.54% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.86% | 3.39% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.75% | 5.00% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.98% | 4.48% | +1.50% |
IGBIX vs. UDBPX - Expense Ratio Comparison
IGBIX has a 0.65% expense ratio, which is higher than UDBPX's 0.25% expense ratio.
Dividends
IGBIX vs. UDBPX - Dividend Comparison
IGBIX's dividend yield for the trailing twelve months is around 3.55%, more than UDBPX's 3.38% 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% |
UDBPX UBS Sustainable Development Bank Bond Fund | 3.38% | 3.12% | 2.84% | 2.15% | 1.46% | 1.03% | 4.11% | 2.69% | 0.52% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGBIX and UDBPX have a correlation of 0.67, 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 UDBPX (0.80%). In terms of maximum drawdown, IGBIX dropped -28.58% vs UDBPX's -15.45%.
UDBPX currently has the higher Sharpe Ratio (0.65 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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