IGD vs. BME
IGD (Voya Global Equity Dividend and Premium Opportunity Fund) is Global Equity Income fund managed by Voya, while BME (BlackRock Health Sciences Trust) is a stock. Over the past 10 years, IGD returned 9.57%/yr vs 8.88%/yr for BME. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
IGD vs. BME - Performance Comparison
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Returns By Period
In the year-to-date period, IGD achieves a 20.40% return, which is significantly higher than BME's 10.59% return. Over the past 10 years, IGD has outperformed BME with an annualized return of 9.57%, while BME has yielded a comparatively lower 8.88% annualized return.
IGD
- 1D
- 1.08%
- 1M
- 6.33%
- 6M
- 18.95%
- YTD
- 20.40%
- 1Y
- 27.21%
- 3Y*
- 20.70%
- 5Y*
- 12.41%
- 10Y*
- 9.57%
- ALL TIME*
- 5.71%
BME
- 1D
- -0.09%
- 1M
- 0.25%
- 6M
- 7.95%
- YTD
- 10.59%
- 1Y
- 32.41%
- 3Y*
- 10.67%
- 5Y*
- 4.55%
- 10Y*
- 8.88%
- ALL TIME*
- 11.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.10M | $1.96M | $1.99M | |
| $1.52M | $1.72M | $1.88M |
IGD vs. BME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGD Voya Global Equity Dividend and Premium Opportunity Fund | 20.40% | 18.22% | 22.44% | 1.00% | -5.01% | 29.11% | -7.25% | 16.91% | -16.19% | 25.85% |
BME BlackRock Health Sciences Trust | 10.59% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
Correlation
The correlation between IGD and BME is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2005 | 0.38 |
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Return for Risk
IGD vs. BME — Risk / Return Rank
IGD
BME
IGD vs. BME - 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 BlackRock Health Sciences Trust (BME). 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 | BME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.45 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 2.95 | +1.38 |
| Martin ratioReturn relative to average drawdown | 14.70 | 9.00 | +5.70 |
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Drawdowns
IGD vs. BME - Drawdown Comparison
The maximum IGD drawdown since its inception was -59.29%, which is greater than BME's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for IGD and BME.
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Drawdown Indicators
| IGD | BME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.29% | -42.03% | -17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -11.03% | +4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -11.01% | -14.38% | +3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -18.26% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | -36.65% | -4.38% |
Current DrawdownCurrent decline from peak | 0.00% | -1.25% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -6.25% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 3.62% | -1.79% |
Volatility
IGD vs. BME - Volatility Comparison
The current volatility for Voya Global Equity Dividend and Premium Opportunity Fund (IGD) is 3.31%, while BlackRock Health Sciences Trust (BME) has a volatility of 3.74%. This indicates that IGD experiences smaller price fluctuations and is considered to be less risky than BME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGD | BME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.74% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 10.49% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.07% | 13.11% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 15.22% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 19.82% | -3.33% |
Dividends
IGD vs. BME - Dividend Comparison
IGD's dividend yield for the trailing twelve months is around 9.92%, more than BME's 7.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 7.23% | 7.65% | 6.87% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% |
IGD Voya Global Equity Dividend and Premium Opportunity Fund | 9.16% | 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 BME have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BME has higher volatility (3.74%) compared to IGD (3.31%). In terms of maximum drawdown, IGD dropped -59.29% vs BME's -42.03%.
BME currently has the higher Sharpe Ratio (2.50 vs 2.23), 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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