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IGD vs. IDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGD vs. IDE - 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 Voya Infrastructure, Industrials and Materials Fund (IDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGD achieves a 20.40% return, which is significantly higher than IDE's 11.32% return. Over the past 10 years, IGD has underperformed IDE with an annualized return of 9.57%, while IDE has yielded a comparatively higher 10.98% 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%

IDE

1D
1.47%
1M
-5.35%
6M
1.72%
YTD
11.32%
1Y
21.73%
3Y*
20.57%
5Y*
9.79%
10Y*
10.98%
ALL TIME*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$502.73K$436.82K$481.70K
$1.52M$1.72M$1.88M

IGD vs. IDE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IDE
Voya Infrastructure, Industrials and Materials Fund
11.32%34.61%10.91%22.04%-16.54%26.27%-1.06%13.49%-24.48%39.58%

Correlation

The correlation between IGD and IDE is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.46

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (10Y)
Provides a long-term view across more market conditions.

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2010

0.58

The correlation between IGD and IDE shifts across timeframes, from 0.44 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGD vs. IDE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IGD
IGD Risk / Return Rank: 8989
Overall Rank
IGD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IGD Sortino Ratio Rank: 8484
Sortino Ratio Rank
IGD Omega Ratio Rank: 8181
Omega Ratio Rank
IGD Calmar Ratio Rank: 9595
Calmar Ratio Rank
IGD Martin Ratio Rank: 9494
Martin Ratio Rank

IDE
IDE Risk / Return Rank: 4545
Overall Rank
IDE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IDE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IDE Omega Ratio Rank: 5252
Omega Ratio Rank
IDE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IDE Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IGD vs. IDE - 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 Voya Infrastructure, Industrials and Materials Fund (IDE). 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.


IGDIDEDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.38

1.25

+0.13

Calmar ratioReturn relative to maximum drawdown

4.34

1.47

+2.87

Martin ratioReturn relative to average drawdown

14.70

5.04

+9.66

IGD vs. IDE - Sharpe Ratio Comparison

The current IGD Sharpe Ratio is 2.23, which is higher than the IDE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IGD and IDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGD vs. IDE - Drawdown Comparison

The maximum IGD drawdown since its inception was -59.29%, which is greater than IDE's maximum drawdown of -52.43%. Use the drawdown chart below to compare losses from any high point for IGD and IDE.


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Drawdown Indicators


IGDIDEDifference

Max Drawdown

Largest peak-to-trough decline

-59.29%

-52.43%

-6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-14.34%

+8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-11.01%

-18.30%

+7.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-29.36%

+13.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.03%

-52.43%

+11.40%

Current Drawdown

Current decline from peak

0.00%

-5.75%

+5.75%

Average Drawdown

Average peak-to-trough decline

-9.82%

-11.22%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

4.18%

-2.35%

Volatility

IGD vs. IDE - Volatility Comparison

The current volatility for Voya Global Equity Dividend and Premium Opportunity Fund (IGD) is 3.31%, while Voya Infrastructure, Industrials and Materials Fund (IDE) has a volatility of 4.75%. This indicates that IGD experiences smaller price fluctuations and is considered to be less risky than IDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGDIDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

4.75%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

12.70%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

12.07%

15.01%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

17.12%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

20.87%

-4.38%

IGD vs. IDE - Expense Ratio Comparison

IGD has a 0.02% expense ratio, which is higher than IDE's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGD vs. IDE - Dividend Comparison

IGD's dividend yield for the trailing twelve months is around 9.92%, more than IDE's 9.16% yield.


PositionTTM20252024202320222021202020192018201720162015
IDE
Voya Infrastructure, Industrials and Materials Fund
8.40%9.76%11.12%9.00%9.99%7.58%8.89%9.02%16.46%6.88%10.67%12.56%
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 IDE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDE has higher volatility (4.75%) compared to IGD (3.31%). In terms of maximum drawdown, IGD dropped -59.29% vs IDE's -52.43%.

IGD currently has the higher Sharpe Ratio (2.23 vs 1.41), 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.

Portfolio Optimizer

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