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IGD vs. SRV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGD vs. SRV - 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 Cushing® Midstream Energy Fund (SRV). The values are adjusted to include any dividend payments, if applicable.

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IGD vs. SRV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SRV
NXG Cushing® Midstream Energy Fund
11.90%5.05%52.30%19.88%20.11%50.45%-41.65%33.99%-21.61%-4.21%

Returns By Period

In the year-to-date period, IGD achieves a 1.36% return, which is significantly lower than SRV's 11.90% return. Over the past 10 years, IGD has underperformed SRV with an annualized return of 8.38%, while SRV has yielded a comparatively higher 13.03% 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%

SRV

1D
-4.83%
1M
-2.80%
YTD
11.90%
6M
4.97%
1Y
16.27%
3Y*
28.41%
5Y*
26.36%
10Y*
13.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGD vs. SRV - Expense Ratio Comparison

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


Return for Risk

IGD vs. SRV — Risk / Return Rank

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

IGD
IGD Risk / Return Rank: 3333
Overall Rank
IGD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGD Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGD Omega Ratio Rank: 2626
Omega Ratio Rank
IGD Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGD Martin Ratio Rank: 4747
Martin Ratio Rank

SRV
SRV Risk / Return Rank: 2626
Overall Rank
SRV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SRV Sortino Ratio Rank: 2323
Sortino Ratio Rank
SRV Omega Ratio Rank: 3030
Omega Ratio Rank
SRV Calmar Ratio Rank: 2727
Calmar Ratio Rank
SRV Martin Ratio Rank: 2323
Martin Ratio Rank
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. SRV - 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 Cushing® Midstream Energy Fund (SRV). 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.


IGDSRVDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.72

-0.02

Sortino ratio

Return per unit of downside risk

1.03

0.97

+0.05

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

1.01

0.84

+0.17

Martin ratio

Return relative to average drawdown

4.73

2.60

+2.14

IGD vs. SRV - Sharpe Ratio Comparison

The current IGD Sharpe Ratio is 0.70, which is comparable to the SRV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IGD and SRV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGDSRVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.72

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

1.01

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.34

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

-0.03

+0.26

Correlation

The correlation between IGD and SRV is 0.34, 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. SRV - Dividend Comparison

IGD's dividend yield for the trailing twelve months is around 11.40%, less than SRV's 17.81% yield.


TTM20252024202320222021202020192018201720162015
IGD
Voya Global Equity Dividend and Premium Opportunity Fund
10.53%11.36%11.44%9.66%8.87%7.73%9.20%10.47%12.49%9.45%13.23%13.03%
SRV
NXG Cushing® Midstream Energy Fund
17.81%19.31%13.86%15.56%8.85%4.72%12.05%10.59%12.73%9.07%7.95%11.01%

Drawdowns

IGD vs. SRV - Drawdown Comparison

The maximum IGD drawdown since its inception was -59.29%, smaller than the maximum SRV drawdown of -92.93%. Use the drawdown chart below to compare losses from any high point for IGD and SRV.


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Drawdown Indicators


IGDSRVDifference

Max Drawdown

Largest peak-to-trough decline

-59.29%

-92.93%

+33.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-18.46%

+7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-26.26%

+10.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.03%

-81.70%

+40.67%

Current Drawdown

Current decline from peak

-4.52%

-20.71%

+16.19%

Average Drawdown

Average peak-to-trough decline

-9.96%

-48.79%

+38.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

5.98%

-3.63%

Volatility

IGD vs. SRV - Volatility Comparison

The current volatility for Voya Global Equity Dividend and Premium Opportunity Fund (IGD) is 5.62%, while NXG Cushing® Midstream Energy Fund (SRV) has a volatility of 8.21%. This indicates that IGD experiences smaller price fluctuations and is considered to be less risky than SRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGDSRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

8.21%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

14.24%

-5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

22.73%

-7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

26.27%

-11.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

38.34%

-21.73%