IGD vs. IFTIX

Last updated Aug 1, 2026

IGD (Voya Global Equity Dividend and Premium Opportunity Fund) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - IGD is a Global Equity Income fund managed by Voya, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, IGD returned 9.57%/yr vs 9.65%/yr for IFTIX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. IGD charges 0.01%/yr vs 0.72%/yr for IFTIX.

Performance

IGD vs. IFTIX - 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 International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGD achieves a 20.40% return, which is significantly higher than IFTIX's 15.40% return. Both investments have delivered pretty close results over the past 10 years, with IGD having a 9.57% annualized return and IFTIX not far ahead at 9.65%.

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%

IFTIX

• 1D: 1.56%
• 1M: 5.94%
• 6M: 10.86%
• YTD: 15.40%
• 1Y: 27.14%
• 3Y*: 20.70%
• 5Y*: 12.65%
• 10Y*: 9.65%
• ALL TIME*: 6.20%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IFTIX Voya International High Dividend Low Volatility Portfolio	$0.00	$0.00	$0.00
IGD Voya Global Equity Dividend and Premium Opportunity Fund	$1.52M	$1.72M	$1.88M

IGD vs. IFTIX - 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%
IFTIX Voya International High Dividend Low Volatility Portfolio	15.40%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between IGD and IFTIX is 0.38, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.38
Correlation (3Y) Balances recent behavior with more history.	0.39
Correlation (5Y) Shows whether the relationship held over a longer period.	0.50
Correlation (10Y) Provides a long-term view across more market conditions.	0.56
Correlation (All Time) Calculated using the full available price history since Jan 4, 2006	0.59

Over the past year, the correlation between IGD and IFTIX has dropped to 0.38 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

Return for Risk

IGD vs. IFTIX — Risk / Return Rank

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

IGD

IGD Risk / Return Rank: 89
IGD Sharpe Ratio Rank: 89
IGD Sortino Ratio Rank: 84
IGD Omega Ratio Rank: 81
IGD Calmar Ratio Rank: 95
IGD Martin Ratio Rank: 94

IFTIX

IFTIX Risk / Return Rank: 89
IFTIX Sharpe Ratio Rank: 93
IFTIX Sortino Ratio Rank: 90
IFTIX Omega Ratio Rank: 87
IFTIX Calmar Ratio Rank: 91
IFTIX Martin Ratio Rank: 87

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. IFTIX - 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 International High Dividend Low Volatility Portfolio (IFTIX). 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	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.41	-0.18
Sortino ratio: Return per unit of downside risk	3.04	3.39	-0.35
Omega ratio: Gain probability vs. loss probability	1.38	1.45	-0.06
Calmar ratio: Return relative to maximum drawdown	4.34	3.45	+0.89
Martin ratio: Return relative to average drawdown	14.70	11.19	+3.51

IGD vs. IFTIX - Sharpe Ratio Comparison

The current IGD Sharpe Ratio is 2.23, which is comparable to the IFTIX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of IGD and IFTIX, 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. IFTIX - Drawdown Comparison

The maximum IGD drawdown since its inception was -59.29%, roughly equal to the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IGD and IFTIX.

Drawdown Indicators

	IGD	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-59.29%	-57.91%	-1.38%
Max Drawdown (1Y) Largest decline over 1 year	-6.20%	-8.44%	+2.24%
Max Drawdown (3Y) Largest decline over 3 years	-11.01%	-10.20%	-0.81%
Max Drawdown (5Y) Largest decline over 5 years	-15.81%	-25.56%	+9.75%
Max Drawdown (10Y) Largest decline over 10 years	-41.03%	-37.08%	-3.95%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.82%	-11.47%	+1.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.53%	-0.70%

Volatility

IGD vs. IFTIX - Volatility Comparison

Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and Voya International High Dividend Low Volatility Portfolio (IFTIX) have volatilities of 3.31% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGD	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	3.39%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	9.87%	9.67%	+0.20%
Volatility (1Y) Calculated over the trailing 1-year period	12.07%	12.14%	-0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.59%	13.47%	+1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.49%	14.41%	+2.08%

IGD vs. IFTIX - Expense Ratio Comparison

IGD has a 0.02% expense ratio, which is lower than IFTIX's 0.72% expense ratio.

Dividends

IGD vs. IFTIX - Dividend Comparison

IGD's dividend yield for the trailing twelve months is around 9.92%, less than IFTIX's 40.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	40.11%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
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

Can I hold both IGD and IFTIX in my portfolio?

IGD and IFTIX have a correlation of 0.38, 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 IFTIX?

IFTIX has higher volatility (3.39%) compared to IGD (3.31%). In terms of maximum drawdown, IGD dropped -59.29% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

IFTIX currently has the higher Sharpe Ratio (2.41 vs 2.23), 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.