IGD vs. HFQTX
Compare and contrast key facts about Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and Janus Henderson Global Equity Income Fund Class T (HFQTX).
IGD is managed by Voya. It was launched on Mar 28, 2005. HFQTX is a passively managed fund by Janus Henderson that tracks the performance of the MSCI World Index. It was launched on Nov 30, 2006.
Performance
IGD vs. HFQTX - Performance Comparison
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IGD vs. HFQTX - 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% |
HFQTX Janus Henderson Global Equity Income Fund Class T | 3.72% | 29.80% | 7.08% | 10.40% | -6.41% | 12.85% | 1.59% | 21.13% | -15.74% | 7.75% |
Returns By Period
In the year-to-date period, IGD achieves a 1.36% return, which is significantly lower than HFQTX's 3.72% 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%
HFQTX
- 1D
- 0.27%
- 1M
- -9.06%
- YTD
- 3.72%
- 6M
- 9.87%
- 1Y
- 24.70%
- 3Y*
- 15.31%
- 5Y*
- 9.94%
- 10Y*
- —
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IGD vs. HFQTX - Expense Ratio Comparison
IGD has a 0.02% expense ratio, which is lower than HFQTX's 0.95% expense ratio.
Return for Risk
IGD vs. HFQTX — Risk / Return Rank
IGD
HFQTX
IGD vs. HFQTX - 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 Global Equity Income Fund Class T (HFQTX). 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 | HFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.89 | -1.20 |
Sortino ratioReturn per unit of downside risk | 1.03 | 2.36 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.38 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.27 | -1.26 |
Martin ratioReturn relative to average drawdown | 4.73 | 8.88 | -4.14 |
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 | HFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.89 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.78 | -0.07 |
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 | 0.50 | -0.27 |
Correlation
The correlation between IGD and HFQTX is 0.60, 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. HFQTX - Dividend Comparison
IGD's dividend yield for the trailing twelve months is around 11.40%, more than HFQTX's 5.24% 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% |
HFQTX Janus Henderson Global Equity Income Fund Class T | 5.24% | 6.80% | 8.18% | 8.08% | 8.26% | 7.10% | 7.47% | 6.99% | 7.85% | 5.06% | 0.00% | 0.00% |
Drawdowns
IGD vs. HFQTX - Drawdown Comparison
The maximum IGD drawdown since its inception was -59.29%, which is greater than HFQTX's maximum drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for IGD and HFQTX.
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Drawdown Indicators
| IGD | HFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.29% | -34.53% | -24.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -10.02% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -21.72% | +5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | — | — |
Current DrawdownCurrent decline from peak | -4.52% | -9.06% | +4.54% |
Average DrawdownAverage peak-to-trough decline | -9.96% | -5.81% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.63% | -0.28% |
Volatility
IGD vs. HFQTX - Volatility Comparison
Voya Global Equity Dividend and Premium Opportunity Fund (IGD) has a higher volatility of 5.62% compared to Janus Henderson Global Equity Income Fund Class T (HFQTX) at 5.33%. This indicates that IGD's price experiences larger fluctuations and is considered to be riskier than HFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGD | HFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 5.33% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 8.25% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 12.81% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 12.83% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 14.87% | +1.74% |