IGHAX vs. VGT

Last updated Jun 24, 2026

IGHAX (Voya Global High Dividend Low Volatility Portfolio) and VGT (Vanguard Information Technology ETF) are both funds - IGHAX is a Global Equities fund managed by Voya, while VGT is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, IGHAX returned 9.25%/yr vs 25.49%/yr for VGT. A 0.69 correlation means they provide meaningful diversification when combined. IGHAX charges 1.10%/yr vs 0.09%/yr for VGT.

Performance

IGHAX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Global High Dividend Low Volatility Portfolio (IGHAX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGHAX achieves a 5.15% return, which is significantly lower than VGT's 23.32% return. Over the past 10 years, IGHAX has underperformed VGT with an annualized return of 9.25%, while VGT has yielded a comparatively higher 25.49% annualized return.

IGHAX

• 1D: 0.24%
• 1M: -1.44%
• YTD: 5.15%
• 6M: 4.28%
• 1Y: 11.93%
• 3Y*: 13.86%
• 5Y*: 8.23%
• 10Y*: 9.25%

VGT

• 1D: -3.68%
• 1M: 0.28%
• YTD: 23.32%
• 6M: 21.50%
• 1Y: 46.82%
• 3Y*: 30.13%
• 5Y*: 19.51%
• 10Y*: 25.49%

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

IGHAX vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGHAX Voya Global High Dividend Low Volatility Portfolio	5.15%	18.30%	10.40%	6.16%	-5.34%	20.25%	-1.30%	20.96%	-9.26%	23.11%
VGT Vanguard Information Technology ETF	23.32%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	37.08%

Correlation

The correlation between IGHAX and VGT is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Jan 30, 2008	0.69

Over the past year, the correlation between IGHAX and VGT has dropped to 0.25 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Return for Risk

IGHAX vs. VGT — Risk / Return Rank

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

IGHAX

IGHAX Risk / Return Rank: 33
IGHAX Sharpe Ratio Rank: 31
IGHAX Sortino Ratio Rank: 32
IGHAX Omega Ratio Rank: 31
IGHAX Calmar Ratio Rank: 34
IGHAX Martin Ratio Rank: 37

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 65
VGT Sortino Ratio Rank: 56
VGT Omega Ratio Rank: 58
VGT Calmar Ratio Rank: 60
VGT Martin Ratio Rank: 52

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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Global High Dividend Low Volatility Portfolio (IGHAX) and Vanguard Information Technology ETF (VGT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IGHAX	VGT	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.07	-0.60
Sortino ratio: Return per unit of downside risk	2.16	2.61	-0.45
Omega ratio: Gain probability vs. loss probability	1.27	1.35	-0.08
Calmar ratio: Return relative to maximum drawdown	2.07	2.87	-0.80
Martin ratio: Return relative to average drawdown	7.61	8.76	-1.15

IGHAX vs. VGT - Sharpe Ratio Comparison

The current IGHAX Sharpe Ratio is 1.47, which is comparable to the VGT Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of IGHAX and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IGHAX vs. VGT - Drawdown Comparison

The maximum IGHAX drawdown since its inception was -59.27%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for IGHAX and VGT.

Drawdown Indicators

	IGHAX	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-59.27%	-54.63%	-4.64%
Max Drawdown (1Y) Largest decline over 1 year	-6.72%	-16.40%	+9.68%
Max Drawdown (3Y) Largest decline over 3 years	-9.75%	-27.23%	+17.48%
Max Drawdown (5Y) Largest decline over 5 years	-17.36%	-35.07%	+17.71%
Max Drawdown (10Y) Largest decline over 10 years	-35.05%	-35.07%	+0.02%
Current Drawdown Current decline from peak	-1.52%	-7.71%	+6.19%
Average Drawdown Average peak-to-trough decline	-10.01%	-7.95%	-2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	5.36%	-3.60%

Volatility

IGHAX vs. VGT - Volatility Comparison

The current volatility for Voya Global High Dividend Low Volatility Portfolio (IGHAX) is 2.38%, while Vanguard Information Technology ETF (VGT) has a volatility of 11.39%. This indicates that IGHAX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGHAX	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.38%	11.39%	-9.01%
Volatility (6M) Calculated over the trailing 6-month period	6.74%	18.58%	-11.84%
Volatility (1Y) Calculated over the trailing 1-year period	9.49%	22.72%	-13.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	25.55%	-13.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.71%	24.77%	-10.06%

IGHAX vs. VGT - Expense Ratio Comparison

IGHAX has a 1.10% expense ratio, which is higher than VGT's 0.09% expense ratio.

Dividends

IGHAX vs. VGT - Dividend Comparison

IGHAX's dividend yield for the trailing twelve months is around 9.44%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGHAX Voya Global High Dividend Low Volatility Portfolio	9.44%	14.04%	3.97%	5.81%	5.72%	1.94%	1.86%	7.01%	4.26%	1.69%	2.23%	0.00%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both IGHAX and VGT in my portfolio?

IGHAX and VGT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGHAX or VGT?

VGT has higher volatility (11.39%) compared to IGHAX (2.38%). In terms of maximum drawdown, IGHAX dropped -59.27% vs VGT's -54.63%.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (2.07 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.