IGD vs. IPHYX
Compare and contrast key facts about Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and Voya High Yield Portfolio (IPHYX).
IGD is managed by Voya. It was launched on Mar 28, 2005. IPHYX is managed by Voya. It was launched on May 3, 2004.
Performance
IGD vs. IPHYX - Performance Comparison
Loading graphics...
IGD vs. IPHYX - 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% |
IPHYX Voya High Yield Portfolio | -1.94% | 6.80% | 6.74% | 11.47% | -13.75% | 4.15% | 5.66% | 15.24% | -3.18% | 6.24% |
Returns By Period
In the year-to-date period, IGD achieves a 1.36% return, which is significantly higher than IPHYX's -1.94% return. Over the past 10 years, IGD has outperformed IPHYX with an annualized return of 8.38%, while IPHYX has yielded a comparatively lower 4.53% 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%
IPHYX
- 1D
- 0.12%
- 1M
- -2.49%
- YTD
- -1.94%
- 6M
- -0.81%
- 1Y
- 3.74%
- 3Y*
- 6.26%
- 5Y*
- 2.35%
- 10Y*
- 4.53%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IGD vs. IPHYX - Expense Ratio Comparison
IGD has a 0.02% expense ratio, which is lower than IPHYX's 0.73% expense ratio.
Return for Risk
IGD vs. IPHYX — Risk / Return Rank
IGD
IPHYX
IGD vs. IPHYX - 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 High Yield Portfolio (IPHYX). 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 | IPHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.09 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.54 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.03 | -0.02 |
Martin ratioReturn relative to average drawdown | 4.73 | 4.60 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IGD | IPHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.09 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.47 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.84 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 1.01 | -0.78 |
Correlation
The correlation between IGD and IPHYX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IGD vs. IPHYX - Dividend Comparison
IGD's dividend yield for the trailing twelve months is around 11.40%, more than IPHYX's 3.98% 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% |
IPHYX Voya High Yield Portfolio | 3.98% | 4.47% | 5.90% | 5.68% | 4.36% | 4.26% | 5.03% | 5.14% | 6.03% | 6.82% | 6.44% | 6.32% |
Drawdowns
IGD vs. IPHYX - Drawdown Comparison
The maximum IGD drawdown since its inception was -59.29%, which is greater than IPHYX's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for IGD and IPHYX.
Loading graphics...
Drawdown Indicators
| IGD | IPHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.29% | -32.43% | -26.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -3.00% | -7.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -17.18% | +1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | -20.45% | -20.58% |
Current DrawdownCurrent decline from peak | -4.52% | -2.51% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -9.96% | -2.81% | -7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 0.76% | +1.59% |
Volatility
IGD vs. IPHYX - Volatility Comparison
Voya Global Equity Dividend and Premium Opportunity Fund (IGD) has a higher volatility of 5.62% compared to Voya High Yield Portfolio (IPHYX) at 1.36%. This indicates that IGD's price experiences larger fluctuations and is considered to be riskier than IPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IGD | IPHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 1.36% | +4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 2.23% | +6.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 4.19% | +11.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 5.16% | +9.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 5.50% | +11.11% |