IGBIX vs. VTIIX
IGBIX (Voya Global Bond Fund) and VTIIX (Vanguard Total International Bond II Index Fund Investor Class) are both Global Bonds funds. Over the past 5 years, IGBIX returned -2.58%/yr vs -0.10%/yr for VTIIX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. IGBIX charges 0.65%/yr vs 0.11%/yr for VTIIX.
Performance
IGBIX vs. VTIIX - 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 VTIIX's 0.20% 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%
VTIIX
- 1D
- 0.00%
- 1M
- -0.80%
- 6M
- -0.25%
- YTD
- 0.20%
- 1Y
- 1.22%
- 3Y*
- 3.89%
- 5Y*
- -0.10%
- 10Y*
- —
- ALL TIME*
- 0.14%
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. VTIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IGBIX Voya Global Bond Fund | -1.89% | 7.51% | -1.07% | 6.05% | -18.48% | -2.59% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 0.20% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
Correlation
The correlation between IGBIX and VTIIX is 0.65, 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. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021 | 0.65 |
The correlation between IGBIX and VTIIX has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.
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Return for Risk
IGBIX vs. VTIIX — Risk / Return Rank
IGBIX
VTIIX
IGBIX vs. VTIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Global Bond Fund (IGBIX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). 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 | VTIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.07 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.45 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.04 | 1.14 | -1.17 |
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Drawdowns
IGBIX vs. VTIIX - Drawdown Comparison
The maximum IGBIX drawdown since its inception was -28.58%, which is greater than VTIIX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for IGBIX and VTIIX.
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Drawdown Indicators
| IGBIX | VTIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.58% | -15.95% | -12.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.27% | -2.94% | -2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -7.21% | -2.94% | -4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -15.95% | -10.43% |
Max Drawdown (10Y)Largest decline over 10 years | -28.58% | — | — |
Current DrawdownCurrent decline from peak | -15.06% | -1.70% | -13.36% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -5.90% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 1.16% | +1.18% |
Volatility
IGBIX vs. VTIIX - Volatility Comparison
Voya Global Bond Fund (IGBIX) has a higher volatility of 1.53% compared to Vanguard Total International Bond II Index Fund Investor Class (VTIIX) at 0.81%. This indicates that IGBIX's price experiences larger fluctuations and is considered to be riskier than VTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGBIX | VTIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 0.81% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.75% | 2.77% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 3.23% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.75% | 4.55% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.98% | 4.41% | +1.57% |
IGBIX vs. VTIIX - Expense Ratio Comparison
IGBIX has a 0.65% expense ratio, which is higher than VTIIX's 0.11% expense ratio.
Dividends
IGBIX vs. VTIIX - Dividend Comparison
IGBIX's dividend yield for the trailing twelve months is around 3.55%, less than VTIIX's 4.13% 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% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.13% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGBIX and VTIIX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGBIX has higher volatility (1.53%) compared to VTIIX (0.81%). In terms of maximum drawdown, IGBIX dropped -28.58% vs VTIIX's -15.95%.
VTIIX currently has the higher Sharpe Ratio (0.41 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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