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IGHAX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGHAX vs. FGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Global High Dividend Low Volatility Portfolio (IGHAX) and Nuveen Global Infrastructure Fund Class A (FGIAX). The values are adjusted to include any dividend payments, if applicable.

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IGHAX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGHAX
Voya Global High Dividend Low Volatility Portfolio
-0.33%18.30%10.40%6.16%-5.34%20.25%-1.30%20.96%-9.26%23.11%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.53%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%

Returns By Period

In the year-to-date period, IGHAX achieves a -0.33% return, which is significantly lower than FGIAX's 9.53% return. Both investments have delivered pretty close results over the past 10 years, with IGHAX having a 8.42% annualized return and FGIAX not far ahead at 8.70%.


IGHAX

1D
0.42%
1M
-6.33%
YTD
-0.33%
6M
1.14%
1Y
9.12%
3Y*
11.59%
5Y*
8.23%
10Y*
8.42%

FGIAX

1D
0.53%
1M
-3.78%
YTD
9.53%
6M
10.02%
1Y
20.91%
3Y*
14.03%
5Y*
10.45%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGHAX vs. FGIAX - Expense Ratio Comparison

IGHAX has a 1.10% expense ratio, which is lower than FGIAX's 1.21% expense ratio.


Return for Risk

IGHAX vs. FGIAX — Risk / Return Rank

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

IGHAX
IGHAX Risk / Return Rank: 4141
Overall Rank
IGHAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IGHAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
IGHAX Omega Ratio Rank: 3434
Omega Ratio Rank
IGHAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IGHAX Martin Ratio Rank: 5757
Martin Ratio Rank

FGIAX
FGIAX Risk / Return Rank: 8888
Overall Rank
FGIAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8585
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9494
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.

IGHAX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Global High Dividend Low Volatility Portfolio (IGHAX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.


IGHAXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.75

-1.00

Sortino ratio

Return per unit of downside risk

1.21

2.26

-1.05

Omega ratio

Gain probability vs. loss probability

1.17

1.35

-0.18

Calmar ratio

Return relative to maximum drawdown

1.18

2.61

-1.43

Martin ratio

Return relative to average drawdown

5.54

12.12

-6.58

IGHAX vs. FGIAX - Sharpe Ratio Comparison

The current IGHAX Sharpe Ratio is 0.75, which is lower than the FGIAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of IGHAX and FGIAX, 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


IGHAXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.75

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.80

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.58

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.42

-0.16

Correlation

The correlation between IGHAX and FGIAX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IGHAX vs. FGIAX - Dividend Comparison

IGHAX's dividend yield for the trailing twelve months is around 14.09%, more than FGIAX's 9.12% yield.


TTM20252024202320222021202020192018201720162015
IGHAX
Voya Global High Dividend Low Volatility Portfolio
13.50%14.04%3.97%5.81%5.72%1.94%1.86%7.01%4.26%1.69%2.23%0.00%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.12%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

IGHAX vs. FGIAX - Drawdown Comparison

The maximum IGHAX drawdown since its inception was -59.27%, which is greater than FGIAX's maximum drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for IGHAX and FGIAX.


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Drawdown Indicators


IGHAXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-49.35%

-9.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-8.29%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-17.36%

-21.08%

+3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-38.02%

+2.97%

Current Drawdown

Current decline from peak

-6.33%

-3.78%

-2.55%

Average Drawdown

Average peak-to-trough decline

-10.12%

-7.22%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

1.78%

+0.30%

Volatility

IGHAX vs. FGIAX - Volatility Comparison

The current volatility for Voya Global High Dividend Low Volatility Portfolio (IGHAX) is 3.18%, while Nuveen Global Infrastructure Fund Class A (FGIAX) has a volatility of 4.05%. This indicates that IGHAX experiences smaller price fluctuations and is considered to be less risky than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHAXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

4.05%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

7.09%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.27%

12.28%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.41%

13.08%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

15.17%

-0.43%