IGD vs. ADX
IGD (Voya Global Equity Dividend and Premium Opportunity Fund) and ADX (Adams Diversified Equity Fund, Inc.) are both mutual funds - IGD is a Global Equity Income fund managed by Voya, while ADX is a Large Cap Blend Equities fund actively managed by Adams Funds. Over the past 10 years, IGD returned 9.37%/yr vs 18.49%/yr for ADX. A 0.62 correlation means they provide meaningful diversification when combined. IGD charges 0.01%/yr vs 0.59%/yr for ADX.
Performance
IGD vs. ADX - Performance Comparison
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Returns By Period
In the year-to-date period, IGD achieves a 12.31% return, which is significantly higher than ADX's 11.55% return. Over the past 10 years, IGD has underperformed ADX with an annualized return of 9.37%, while ADX has yielded a comparatively higher 18.49% annualized return.
IGD
- 1D
- -0.48%
- 1M
- -1.29%
- YTD
- 12.31%
- 6M
- 10.20%
- 1Y
- 20.74%
- 3Y*
- 18.93%
- 5Y*
- 11.04%
- 10Y*
- 9.37%
ADX
- 1D
- -1.15%
- 1M
- -0.08%
- YTD
- 11.55%
- 6M
- 13.84%
- 1Y
- 30.85%
- 3Y*
- 27.81%
- 5Y*
- 16.80%
- 10Y*
- 18.49%
IGD vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGD Voya Global Equity Dividend and Premium Opportunity Fund | 12.31% | 18.22% | 22.44% | 1.00% | -5.01% | 29.11% | -7.25% | 16.91% | -16.19% | 25.85% |
ADX Adams Diversified Equity Fund, Inc. | 11.55% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Correlation
The correlation between IGD and ADX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2005 | 0.62 |
The correlation between IGD and ADX shifts across timeframes, from 0.48 (1 year) to 0.63 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IGD vs. ADX — Risk / Return Rank
IGD
ADX
IGD vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| IGD | ADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 3.05 | +0.31 |
| Martin ratioReturn relative to average drawdown | 11.50 | 15.50 | -4.00 |
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Drawdowns
IGD vs. ADX - Drawdown Comparison
The maximum IGD drawdown since its inception was -59.29%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for IGD and ADX.
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Drawdown Indicators
| IGD | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.29% | -71.60% | +12.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -10.16% | +3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -11.01% | -18.29% | +7.28% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -25.07% | +9.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | -37.17% | -3.86% |
Current DrawdownCurrent decline from peak | -2.22% | -2.42% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -22.11% | +12.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.00% | -0.19% |
Volatility
IGD vs. ADX - Volatility Comparison
The current volatility for Voya Global Equity Dividend and Premium Opportunity Fund (IGD) is 3.06%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 4.82%. This indicates that IGD experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGD | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 4.82% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 11.24% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 14.45% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 17.40% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 18.07% | -1.45% |
IGD vs. ADX - Expense Ratio Comparison
IGD has a 0.02% expense ratio, which is lower than ADX's 0.59% expense ratio.
Dividends
IGD vs. ADX - Dividend Comparison
IGD's dividend yield for the trailing twelve months is around 10.55%, more than ADX's 7.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.48% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
IGD Voya Global Equity Dividend and Premium Opportunity Fund | 10.55% | 11.36% | 11.44% | 9.66% | 8.87% | 7.73% | 9.20% | 10.47% | 12.49% | 9.45% | 13.23% | 13.03% |
Frequently Asked Questions
IGD and ADX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADX has higher volatility (4.82%) compared to IGD (3.06%). In terms of maximum drawdown, IGD dropped -59.29% vs ADX's -71.60%.
ADX currently has the higher Sharpe Ratio (2.15 vs 1.70), 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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