IGD vs. IEOSX

Last updated Jun 24, 2026

IGD (Voya Global Equity Dividend and Premium Opportunity Fund) and IEOSX (Voya Large Cap Growth Portfolio) are both mutual funds - IGD is a Global Equity Income fund managed by Voya, while IEOSX is a Large Cap Growth Equities fund managed by Voya. Over the past 10 years, IGD returned 9.46%/yr vs 16.10%/yr for IEOSX. A 0.56 correlation means they provide meaningful diversification when combined. IGD charges 0.01%/yr vs 0.92%/yr for IEOSX.

Performance

IGD vs. IEOSX - 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 Large Cap Growth Portfolio (IEOSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGD achieves a 13.22% return, which is significantly higher than IEOSX's 7.45% return. Over the past 10 years, IGD has underperformed IEOSX with an annualized return of 9.46%, while IEOSX has yielded a comparatively higher 16.10% annualized return.

IGD

• 1D: 0.81%
• 1M: -0.49%
• YTD: 13.22%
• 6M: 12.43%
• 1Y: 22.80%
• 3Y*: 19.26%
• 5Y*: 11.26%
• 10Y*: 9.46%

IEOSX

• 1D: -0.70%
• 1M: 0.16%
• YTD: 7.45%
• 6M: 6.09%
• 1Y: 22.26%
• 3Y*: 22.86%
• 5Y*: 11.60%
• 10Y*: 16.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGD vs. IEOSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGD Voya Global Equity Dividend and Premium Opportunity Fund	13.22%	18.22%	22.44%	1.00%	-5.01%	29.11%	-7.25%	16.91%	-16.19%	25.85%
IEOSX Voya Large Cap Growth Portfolio	7.45%	15.13%	34.53%	37.38%	-30.74%	19.20%	30.20%	32.51%	-2.11%	29.48%

Correlation

The correlation between IGD and IEOSX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Mar 29, 2005	0.56

The correlation between IGD and IEOSX shifts across timeframes, from 0.35 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IGD vs. IEOSX — Risk / Return Rank

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

IGD

IGD Risk / Return Rank: 58
IGD Sharpe Ratio Rank: 47
IGD Sortino Ratio Rank: 46
IGD Omega Ratio Rank: 43
IGD Calmar Ratio Rank: 84
IGD Martin Ratio Rank: 70

IEOSX

IEOSX Risk / Return Rank: 20
IEOSX Sharpe Ratio Rank: 19
IEOSX Sortino Ratio Rank: 20
IEOSX Omega Ratio Rank: 25
IEOSX Calmar Ratio Rank: 19
IEOSX Martin Ratio Rank: 18

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. IEOSX - 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 Large Cap Growth Portfolio (IEOSX). 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	IEOSX	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.16	+0.72
Sortino ratio: Return per unit of downside risk	2.62	1.72	+0.90
Omega ratio: Gain probability vs. loss probability	1.33	1.24	+0.09
Calmar ratio: Return relative to maximum drawdown	3.70	1.48	+2.22
Martin ratio: Return relative to average drawdown	12.62	4.38	+8.24

IGD vs. IEOSX - Sharpe Ratio Comparison

The current IGD Sharpe Ratio is 1.87, which is higher than the IEOSX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of IGD and IEOSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IGD vs. IEOSX - Drawdown Comparison

The maximum IGD drawdown since its inception was -59.29%, which is greater than IEOSX's maximum drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IGD and IEOSX.

Drawdown Indicators

	IGD	IEOSX	Difference
Max Drawdown Largest peak-to-trough decline	-59.29%	-44.03%	-15.26%
Max Drawdown (1Y) Largest decline over 1 year	-6.20%	-17.29%	+11.09%
Max Drawdown (3Y) Largest decline over 3 years	-11.01%	-25.33%	+14.32%
Max Drawdown (5Y) Largest decline over 5 years	-15.81%	-34.91%	+19.10%
Max Drawdown (10Y) Largest decline over 10 years	-41.03%	-34.91%	-6.12%
Current Drawdown Current decline from peak	-1.43%	-7.33%	+5.90%
Average Drawdown Average peak-to-trough decline	-9.87%	-6.54%	-3.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	5.57%	-3.76%

Volatility

IGD vs. IEOSX - Volatility Comparison

The current volatility for Voya Global Equity Dividend and Premium Opportunity Fund (IGD) is 3.08%, while Voya Large Cap Growth Portfolio (IEOSX) has a volatility of 7.02%. This indicates that IGD experiences smaller price fluctuations and is considered to be less risky than IEOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGD	IEOSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	7.02%	-3.94%
Volatility (6M) Calculated over the trailing 6-month period	9.63%	18.81%	-9.18%
Volatility (1Y) Calculated over the trailing 1-year period	12.25%	22.13%	-9.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	23.39%	-8.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.61%	21.94%	-5.33%

IGD vs. IEOSX - Expense Ratio Comparison

IGD has a 0.02% expense ratio, which is lower than IEOSX's 0.92% expense ratio.

Dividends

IGD vs. IEOSX - Dividend Comparison

IGD's dividend yield for the trailing twelve months is around 10.47%, less than IEOSX's 11.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEOSX Voya Large Cap Growth Portfolio	11.33%	12.18%	0.00%	0.00%	64.49%	21.60%	11.24%	17.89%	16.66%	7.29%	15.02%	11.09%
IGD Voya Global Equity Dividend and Premium Opportunity Fund	10.47%	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

Can I hold both IGD and IEOSX in my portfolio?

IGD and IEOSX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGD or IEOSX?

IEOSX has higher volatility (7.02%) compared to IGD (3.08%). In terms of maximum drawdown, IGD dropped -59.29% vs IEOSX's -44.03%.

Which has better risk-adjusted returns?

IGD currently has the higher Sharpe Ratio (1.87 vs 1.16), 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.