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IGHAX vs. GQRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGHAX vs. GQRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Global High Dividend Low Volatility Portfolio (IGHAX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). The values are adjusted to include any dividend payments, if applicable.

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IGHAX vs. GQRIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGHAX
Voya Global High Dividend Low Volatility Portfolio
1.33%18.30%10.40%6.16%-5.34%20.25%-1.30%9.17%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.87%0.91%20.18%19.79%-3.64%17.13%14.75%12.84%

Returns By Period

In the year-to-date period, IGHAX achieves a 1.33% return, which is significantly lower than GQRIX's 7.87% return.


IGHAX

1D
1.67%
1M
-4.54%
YTD
1.33%
6M
2.78%
1Y
10.85%
3Y*
12.20%
5Y*
8.38%
10Y*
8.60%

GQRIX

1D
0.11%
1M
-2.69%
YTD
7.87%
6M
7.23%
1Y
7.92%
3Y*
17.11%
5Y*
11.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGHAX vs. GQRIX - Expense Ratio Comparison

IGHAX has a 1.10% expense ratio, which is higher than GQRIX's 0.75% expense ratio.


Return for Risk

IGHAX vs. GQRIX — Risk / Return Rank

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

IGHAX
IGHAX Risk / Return Rank: 4242
Overall Rank
IGHAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IGHAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
IGHAX Omega Ratio Rank: 3535
Omega Ratio Rank
IGHAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IGHAX Martin Ratio Rank: 5959
Martin Ratio Rank

GQRIX
GQRIX Risk / Return Rank: 2626
Overall Rank
GQRIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GQRIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
GQRIX Omega Ratio Rank: 2222
Omega Ratio Rank
GQRIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
GQRIX Martin Ratio Rank: 3030
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. GQRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Global High Dividend Low Volatility Portfolio (IGHAX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). 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.


IGHAXGQRIXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.68

+0.18

Sortino ratio

Return per unit of downside risk

1.37

0.97

+0.41

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.44

0.97

+0.47

Martin ratio

Return relative to average drawdown

6.68

3.48

+3.20

IGHAX vs. GQRIX - Sharpe Ratio Comparison

The current IGHAX Sharpe Ratio is 0.86, which is comparable to the GQRIX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of IGHAX and GQRIX, 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


IGHAXGQRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.68

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.79

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.73

-0.47

Correlation

The correlation between IGHAX and GQRIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGHAX vs. GQRIX - Dividend Comparison

IGHAX's dividend yield for the trailing twelve months is around 13.28%, more than GQRIX's 7.36% yield.


TTM2025202420232022202120202019201820172016
IGHAX
Voya Global High Dividend Low Volatility Portfolio
13.28%14.04%3.97%5.81%5.72%1.94%1.86%7.01%4.26%1.69%2.23%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.36%7.94%6.46%1.39%2.99%1.65%0.11%0.04%0.00%0.00%0.00%

Drawdowns

IGHAX vs. GQRIX - Drawdown Comparison

The maximum IGHAX drawdown since its inception was -59.27%, which is greater than GQRIX's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for IGHAX and GQRIX.


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Drawdown Indicators


IGHAXGQRIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-28.86%

-30.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-8.80%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-17.36%

-20.29%

+2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

Current Drawdown

Current decline from peak

-4.77%

-3.35%

-1.42%

Average Drawdown

Average peak-to-trough decline

-10.12%

-4.94%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.53%

-0.43%

Volatility

IGHAX vs. GQRIX - Volatility Comparison

Voya Global High Dividend Low Volatility Portfolio (IGHAX) has a higher volatility of 3.74% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 3.09%. This indicates that IGHAX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHAXGQRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.09%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

6.73%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

11.89%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.43%

14.69%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

17.40%

-2.65%