IGHAX vs. IRVIX
Compare and contrast key facts about Voya Global High Dividend Low Volatility Portfolio (IGHAX) and Voya Russell Large Cap Value Index Portfolio (IRVIX).
IGHAX is managed by Voya. It was launched on Jan 27, 2008. IRVIX is managed by Voya. It was launched on May 1, 2009.
Performance
IGHAX vs. IRVIX - Performance Comparison
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IGHAX vs. IRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IRVIX Voya Russell Large Cap Value Index Portfolio | -0.72% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
Returns By Period
In the year-to-date period, IGHAX achieves a -0.33% return, which is significantly higher than IRVIX's -0.72% return. Over the past 10 years, IGHAX has underperformed IRVIX with an annualized return of 8.42%, while IRVIX has yielded a comparatively higher 10.33% annualized return.
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%
IRVIX
- 1D
- -0.18%
- 1M
- -6.61%
- YTD
- -0.72%
- 6M
- 4.06%
- 1Y
- 12.37%
- 3Y*
- 13.83%
- 5Y*
- 9.41%
- 10Y*
- 10.33%
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IGHAX vs. IRVIX - Expense Ratio Comparison
IGHAX has a 1.10% expense ratio, which is higher than IRVIX's 0.35% expense ratio.
Return for Risk
IGHAX vs. IRVIX — Risk / Return Rank
IGHAX
IRVIX
IGHAX vs. IRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Global High Dividend Low Volatility Portfolio (IGHAX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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.
| IGHAX | IRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.88 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.39 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.70 | +0.48 |
Martin ratioReturn relative to average drawdown | 5.54 | 2.83 | +2.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGHAX | IRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.88 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.62 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.68 | -0.42 |
Correlation
The correlation between IGHAX and IRVIX is 0.90, 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. IRVIX - Dividend Comparison
IGHAX's dividend yield for the trailing twelve months is around 14.09%, less than IRVIX's 30.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGHAX Voya Global High Dividend Low Volatility Portfolio | 14.09% | 14.04% | 3.97% | 5.81% | 5.72% | 1.94% | 1.86% | 7.01% | 4.26% | 1.69% | 2.23% | 0.00% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 30.10% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
Drawdowns
IGHAX vs. IRVIX - Drawdown Comparison
The maximum IGHAX drawdown since its inception was -59.27%, which is greater than IRVIX's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IGHAX and IRVIX.
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Drawdown Indicators
| IGHAX | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -35.67% | -23.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.75% | -11.04% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -17.36% | -18.37% | +1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -35.05% | -35.67% | +0.62% |
Current DrawdownCurrent decline from peak | -6.33% | -6.64% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -3.86% | -6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 3.30% | -1.22% |
Volatility
IGHAX vs. IRVIX - Volatility Comparison
Voya Global High Dividend Low Volatility Portfolio (IGHAX) and Voya Russell Large Cap Value Index Portfolio (IRVIX) have volatilities of 3.18% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGHAX | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 3.31% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 6.68% | 7.51% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.27% | 16.09% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 14.14% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 16.81% | -2.07% |