IGD vs. HDDVX
Compare and contrast key facts about Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and Janus Henderson International Dividend Fund Class D (HDDVX).
IGD is managed by Voya. It was launched on Mar 28, 2005. HDDVX is an actively managed fund by Janus Henderson. It was launched on Jun 5, 2017.
Performance
IGD vs. HDDVX - Performance Comparison
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IGD vs. HDDVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 10.00% |
HDDVX Janus Henderson International Dividend Fund Class D | -0.71% | 29.23% | 8.73% | 17.97% | -8.67% | 11.66% | 5.15% | 18.72% | -9.14% | 6.86% |
Returns By Period
In the year-to-date period, IGD achieves a 1.36% return, which is significantly higher than HDDVX's -0.71% 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%
HDDVX
- 1D
- 0.33%
- 1M
- -11.02%
- YTD
- -0.71%
- 6M
- 2.82%
- 1Y
- 19.38%
- 3Y*
- 14.88%
- 5Y*
- 10.13%
- 10Y*
- —
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IGD vs. HDDVX - Expense Ratio Comparison
IGD has a 0.02% expense ratio, which is lower than HDDVX's 0.90% expense ratio.
Return for Risk
IGD vs. HDDVX — Risk / Return Rank
IGD
HDDVX
IGD vs. HDDVX - 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 Janus Henderson International Dividend Fund Class D (HDDVX). 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.
| IGD | HDDVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.27 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.63 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.53 | -0.52 |
Martin ratioReturn relative to average drawdown | 4.73 | 5.72 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGD | HDDVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.27 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.76 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.61 | -0.38 |
Correlation
The correlation between IGD and HDDVX is 0.59, 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. HDDVX - Dividend Comparison
IGD's dividend yield for the trailing twelve months is around 11.40%, more than HDDVX's 7.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HDDVX Janus Henderson International Dividend Fund Class D | 7.29% | 7.61% | 6.50% | 3.08% | 4.12% | 4.58% | 3.22% | 3.15% | 4.12% | 2.32% | 0.00% | 0.00% |
Drawdowns
IGD vs. HDDVX - Drawdown Comparison
The maximum IGD drawdown since its inception was -59.29%, which is greater than HDDVX's maximum drawdown of -28.60%. Use the drawdown chart below to compare losses from any high point for IGD and HDDVX.
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Drawdown Indicators
| IGD | HDDVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.29% | -28.60% | -30.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -11.32% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -22.99% | +7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | — | — |
Current DrawdownCurrent decline from peak | -4.52% | -11.02% | +6.50% |
Average DrawdownAverage peak-to-trough decline | -9.96% | -4.51% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 3.02% | -0.67% |
Volatility
IGD vs. HDDVX - Volatility Comparison
The current volatility for Voya Global Equity Dividend and Premium Opportunity Fund (IGD) is 5.62%, while Janus Henderson International Dividend Fund Class D (HDDVX) has a volatility of 6.44%. This indicates that IGD experiences smaller price fluctuations and is considered to be less risky than HDDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGD | HDDVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 6.44% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 9.74% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 14.54% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 13.40% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 13.77% | +2.84% |