IGD vs. IDE
IGD (Voya Global Equity Dividend and Premium Opportunity Fund) and IDE (Voya Infrastructure, Industrials and Materials Fund) are both mutual funds - IGD is a Global Equity Income fund managed by Voya, while IDE is a Infrastructure Equities fund managed by Voya. Over the past 10 years, IGD returned 9.57%/yr vs 10.98%/yr for IDE. Their 0.58 correlation means they have sometimes moved together and sometimes differently. IGD charges 0.01%/yr vs 0.01%/yr for IDE.
Performance
IGD vs. IDE - Performance Comparison
Loading charts...
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%
Liquidity Comparison
| Position | Avg. 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) | 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% |
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IGD vs. IDE — Risk / Return Rank
IGD
IDE
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.
| IGD | IDE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| IGD | IDE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -5.75% | +5.75% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -11.22% | +1.40% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IGD | IDE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for IGD and IDE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer