IGD vs. IIBAX
Compare and contrast key facts about Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and Voya Intermediate Bond Fund (IIBAX).
IGD is managed by Voya. It was launched on Mar 28, 2005. IIBAX is managed by Voya. It was launched on Dec 15, 1998.
Performance
IGD vs. IIBAX - Performance Comparison
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IGD vs. IIBAX - 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% | 25.85% |
IIBAX Voya Intermediate Bond Fund | -0.79% | 6.42% | 2.65% | 7.04% | -15.11% | -1.79% | 7.75% | 9.57% | -0.59% | 4.48% |
Returns By Period
In the year-to-date period, IGD achieves a 1.36% return, which is significantly higher than IIBAX's -0.79% return. Over the past 10 years, IGD has outperformed IIBAX with an annualized return of 8.38%, while IIBAX has yielded a comparatively lower 1.82% annualized 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%
IIBAX
- 1D
- 0.46%
- 1M
- -2.57%
- YTD
- -0.79%
- 6M
- -0.19%
- 1Y
- 2.87%
- 3Y*
- 3.83%
- 5Y*
- 0.05%
- 10Y*
- 1.82%
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IGD vs. IIBAX - Expense Ratio Comparison
IGD has a 0.02% expense ratio, which is lower than IIBAX's 0.69% expense ratio.
Return for Risk
IGD vs. IIBAX — Risk / Return Rank
IGD
IIBAX
IGD vs. IIBAX - 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 Intermediate Bond Fund (IIBAX). 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 | IIBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.90 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.30 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.05 | -0.05 |
Martin ratioReturn relative to average drawdown | 4.73 | 2.88 | +1.86 |
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 | IIBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.90 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.01 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.37 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.90 | -0.67 |
Correlation
The correlation between IGD and IIBAX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IGD vs. IIBAX - Dividend Comparison
IGD's dividend yield for the trailing twelve months is around 11.40%, more than IIBAX's 3.20% 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% |
IIBAX Voya Intermediate Bond Fund | 3.20% | 3.43% | 4.50% | 4.05% | 1.98% | 2.03% | 4.69% | 3.23% | 2.93% | 2.88% | 2.96% | 2.45% |
Drawdowns
IGD vs. IIBAX - Drawdown Comparison
The maximum IGD drawdown since its inception was -59.29%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for IGD and IIBAX.
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Drawdown Indicators
| IGD | IIBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.29% | -20.34% | -38.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -3.05% | -7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -20.01% | +4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | -20.34% | -20.69% |
Current DrawdownCurrent decline from peak | -4.52% | -3.28% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -9.96% | -2.88% | -7.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 1.12% | +1.23% |
Volatility
IGD vs. IIBAX - Volatility Comparison
Voya Global Equity Dividend and Premium Opportunity Fund (IGD) has a higher volatility of 5.62% compared to Voya Intermediate Bond Fund (IIBAX) at 1.74%. This indicates that IGD's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGD | IIBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 1.74% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 2.72% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 4.89% | +10.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 5.94% | +8.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 5.00% | +11.61% |