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IGD vs. GLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGD vs. GLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and Clough Global Dividend and Income Fund (GLV). The values are adjusted to include any dividend payments, if applicable.

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IGD vs. GLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGD
Voya Global Equity Dividend and Premium Opportunity Fund
1.36%18.22%22.44%1.00%-5.01%29.11%-7.25%16.91%-16.19%25.85%
GLV
Clough Global Dividend and Income Fund
1.90%23.01%17.85%-8.45%-31.93%14.47%7.91%22.40%-16.22%22.36%

Returns By Period

In the year-to-date period, IGD achieves a 1.36% return, which is significantly lower than GLV's 1.90% return. Over the past 10 years, IGD has outperformed GLV with an annualized return of 8.38%, while GLV has yielded a comparatively lower 4.82% annualized return.


IGD

1D
1.79%
1M
-4.20%
YTD
1.36%
6M
1.19%
1Y
10.53%
3Y*
15.70%
5Y*
10.28%
10Y*
8.38%

GLV

1D
1.72%
1M
-5.60%
YTD
1.90%
6M
4.97%
1Y
20.93%
3Y*
13.30%
5Y*
-2.15%
10Y*
4.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGD vs. GLV - Expense Ratio Comparison

IGD has a 0.02% expense ratio, which is lower than GLV's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IGD vs. GLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGD
IGD Risk / Return Rank: 3333
Overall Rank
IGD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGD Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGD Omega Ratio Rank: 2626
Omega Ratio Rank
IGD Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGD Martin Ratio Rank: 4747
Martin Ratio Rank

GLV
GLV Risk / Return Rank: 8080
Overall Rank
GLV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GLV Sortino Ratio Rank: 7777
Sortino Ratio Rank
GLV Omega Ratio Rank: 7575
Omega Ratio Rank
GLV Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLV Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGD vs. GLV - 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 Clough Global Dividend and Income Fund (GLV). 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.


IGDGLVDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.35

-0.65

Sortino ratio

Return per unit of downside risk

1.03

1.94

-0.91

Omega ratio

Gain probability vs. loss probability

1.15

1.29

-0.15

Calmar ratio

Return relative to maximum drawdown

1.01

2.61

-1.60

Martin ratio

Return relative to average drawdown

4.73

8.53

-3.80

IGD vs. GLV - Sharpe Ratio Comparison

The current IGD Sharpe Ratio is 0.70, which is lower than the GLV Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of IGD and GLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGDGLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.35

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.12

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.24

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.21

+0.02

Correlation

The correlation between IGD and GLV is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGD vs. GLV - Dividend Comparison

IGD's dividend yield for the trailing twelve months is around 11.40%, more than GLV's 10.86% yield.


TTM20252024202320222021202020192018201720162015
IGD
Voya Global Equity Dividend and Premium Opportunity Fund
11.40%11.36%11.44%9.66%8.87%7.73%9.20%10.47%12.49%9.45%13.23%13.03%
GLV
Clough Global Dividend and Income Fund
10.86%10.57%11.64%13.92%16.99%10.82%11.67%11.17%13.68%10.00%11.26%10.69%

Drawdowns

IGD vs. GLV - Drawdown Comparison

The maximum IGD drawdown since its inception was -59.29%, roughly equal to the maximum GLV drawdown of -61.66%. Use the drawdown chart below to compare losses from any high point for IGD and GLV.


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Drawdown Indicators


IGDGLVDifference

Max Drawdown

Largest peak-to-trough decline

-59.29%

-61.66%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-8.33%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-47.37%

+31.56%

Max Drawdown (10Y)

Largest decline over 10 years

-41.03%

-47.37%

+6.34%

Current Drawdown

Current decline from peak

-4.52%

-14.28%

+9.76%

Average Drawdown

Average peak-to-trough decline

-9.96%

-14.93%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.54%

-0.19%

Volatility

IGD vs. GLV - Volatility Comparison

Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and Clough Global Dividend and Income Fund (GLV) have volatilities of 5.62% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGDGLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

5.45%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

9.76%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

15.58%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

17.65%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

19.82%

-3.21%