IGD vs. NXG

Last updated Apr 1, 2026

Compare and contrast key facts about Voya Global Equity Dividend and Premium Opportunity Fund (IGD) and NXG NextGen Infrastructure Income Fund (NXG).

IGD is managed by Voya. It was launched on Mar 28, 2005. NXG is an actively managed fund by NXG. It was launched on Sep 28, 2012.

Performance

IGD vs. NXG - 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 NXG NextGen Infrastructure Income Fund (NXG). The values are adjusted to include any dividend payments, if applicable.

IGD vs. NXG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IGD Voya Global Equity Dividend and Premium Opportunity Fund	1.36%	18.22%	22.44%	1.00%	6.22%
NXG NXG NextGen Infrastructure Income Fund	12.14%	28.75%	51.16%	4.54%	-5.68%

Returns By Period

In the year-to-date period, IGD achieves a 1.36% return, which is significantly lower than NXG's 12.14% 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%

NXG

• 1D: 0.57%
• 1M: 2.43%
• YTD: 12.14%
• 6M: 20.04%
• 1Y: 35.95%
• 3Y*: 32.68%
• 5Y*: —
• 10Y*: —

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

IGD vs. NXG - Expense Ratio Comparison

IGD has a 0.02% expense ratio, which is lower than NXG's 1.00% expense ratio.

NXG

NXG NextGen Infrastructure Income Fund

IGD

Voya Global Equity Dividend and Premium Opportunity Fund

Return for Risk

IGD vs. NXG — Risk / Return Rank

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

IGD

IGD Risk / Return Rank: 33
IGD Sharpe Ratio Rank: 28
IGD Sortino Ratio Rank: 26
IGD Omega Ratio Rank: 26
IGD Calmar Ratio Rank: 37
IGD Martin Ratio Rank: 47

NXG

NXG Risk / Return Rank: 73
NXG Sharpe Ratio Rank: 78
NXG Sortino Ratio Rank: 73
NXG Omega Ratio Rank: 78
NXG Calmar Ratio Rank: 73
NXG Martin Ratio Rank: 63

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. NXG - 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 NXG NextGen Infrastructure Income Fund (NXG). 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	NXG	Difference
Sharpe ratio Return per unit of total volatility	0.70	1.41	-0.71
Sortino ratio Return per unit of downside risk	1.03	1.79	-0.76
Omega ratio Gain probability vs. loss probability	1.15	1.30	-0.15
Calmar ratio Return relative to maximum drawdown	1.01	1.67	-0.66
Martin ratio Return relative to average drawdown	4.73	6.02	-1.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGD vs. NXG - Sharpe Ratio Comparison

The current IGD Sharpe Ratio is 0.70, which is lower than the NXG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IGD and NXG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IGD	NXG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	1.41	-0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.94	-0.71

Correlation

The correlation between IGD and NXG is 0.39, 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. NXG - Dividend Comparison

IGD's dividend yield for the trailing twelve months is around 11.40%, less than NXG's 11.71% 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%
NXG NXG NextGen Infrastructure Income Fund	11.71%	12.67%	14.15%	12.00%	1.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IGD vs. NXG - Drawdown Comparison

The maximum IGD drawdown since its inception was -59.29%, which is greater than NXG's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for IGD and NXG.

Drawdown Indicators

	IGD	NXG	Difference
Max Drawdown Largest peak-to-trough decline	-59.29%	-26.14%	-33.15%
Max Drawdown (1Y) Largest decline over 1 year	-10.70%	-20.94%	+10.24%
Max Drawdown (5Y) Largest decline over 5 years	-15.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.03%	—	—
Current Drawdown Current decline from peak	-4.52%	-2.83%	-1.69%
Average Drawdown Average peak-to-trough decline	-9.96%	-6.77%	-3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	5.80%	-3.45%

Volatility

IGD vs. NXG - Volatility Comparison

The current volatility for Voya Global Equity Dividend and Premium Opportunity Fund (IGD) is 5.62%, while NXG NextGen Infrastructure Income Fund (NXG) has a volatility of 7.47%. This indicates that IGD experiences smaller price fluctuations and is considered to be less risky than NXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGD	NXG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.62%	7.47%	-1.85%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	11.97%	-3.08%
Volatility (1Y) Calculated over the trailing 1-year period	15.22%	25.72%	-10.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.48%	26.91%	-12.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.61%	26.91%	-10.30%