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IHD vs. IFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHD vs. IFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Emerging Markets High Dividend Equity Fund (IHD) and Aberdeen India Fund (IFN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IHD achieves a 23.02% return, which is significantly higher than IFN's -7.98% return. Over the past 10 years, IHD has outperformed IFN with an annualized return of 10.60%, while IFN has yielded a comparatively lower 6.29% annualized return.


IHD

1D
0.62%
1M
-3.09%
6M
12.69%
YTD
23.02%
1Y
40.57%
3Y*
25.72%
5Y*
12.05%
10Y*
10.60%
ALL TIME*
4.22%

IFN

1D
0.77%
1M
0.85%
6M
-10.14%
YTD
-7.98%
1Y
-11.28%
3Y*
1.09%
5Y*
1.46%
10Y*
6.29%
ALL TIME*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.82M$1.60M$1.77M
$347.08K$414.88K$706.95K

IHD vs. IFN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHD
Voya Emerging Markets High Dividend Equity Fund
23.02%41.70%7.80%13.95%-17.18%7.39%1.73%20.55%-10.23%29.84%
IFN
Aberdeen India Fund
-7.98%0.42%-2.26%36.48%-15.85%22.31%12.25%11.27%-5.33%37.15%

Correlation

The correlation between IHD and IFN is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.36

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (10Y)
Provides a long-term view across more market conditions.

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2011

0.46

The correlation between IHD and IFN shifts across timeframes, from 0.34 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IHD vs. IFN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IHD
IHD Risk / Return Rank: 8282
Overall Rank
IHD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IHD Sortino Ratio Rank: 7878
Sortino Ratio Rank
IHD Omega Ratio Rank: 7878
Omega Ratio Rank
IHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
IHD Martin Ratio Rank: 8181
Martin Ratio Rank

IFN
IFN Risk / Return Rank: 11
Overall Rank
IFN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IFN Sortino Ratio Rank: 11
Sortino Ratio Rank
IFN Omega Ratio Rank: 11
Omega Ratio Rank
IFN Calmar Ratio Rank: 11
Calmar Ratio Rank
IFN Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IHD vs. IFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Emerging Markets High Dividend Equity Fund (IHD) and Aberdeen India Fund (IFN). 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.


IHDIFNDifference
Sharpe ratioReturn per unit of total volatility

+2.75

Sortino ratioReturn per unit of downside risk

+3.68

Omega ratioGain probability vs. loss probability

1.36

0.90

+0.47

Calmar ratioReturn relative to maximum drawdown

3.66

-0.49

+4.15

Martin ratioReturn relative to average drawdown

10.49

-1.01

+11.51

IHD vs. IFN - Sharpe Ratio Comparison

The current IHD Sharpe Ratio is 2.07, which is higher than the IFN Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of IHD and IFN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IHD vs. IFN - Drawdown Comparison

The maximum IHD drawdown since its inception was -48.76%, smaller than the maximum IFN drawdown of -71.52%. Use the drawdown chart below to compare losses from any high point for IHD and IFN.


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Drawdown Indicators


IHDIFNDifference

Max Drawdown

Largest peak-to-trough decline

-48.76%

-71.52%

+22.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-22.99%

+11.84%

Max Drawdown (3Y)

Largest decline over 3 years

-14.35%

-31.53%

+17.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-31.53%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-41.48%

-1.33%

Current Drawdown

Current decline from peak

-7.51%

-23.05%

+15.54%

Average Drawdown

Average peak-to-trough decline

-17.82%

-25.88%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

11.14%

-7.26%

Volatility

IHD vs. IFN - Volatility Comparison

Voya Emerging Markets High Dividend Equity Fund (IHD) has a higher volatility of 5.13% compared to Aberdeen India Fund (IFN) at 3.36%. This indicates that IHD's price experiences larger fluctuations and is considered to be riskier than IFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHDIFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

3.36%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.88%

14.16%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

16.74%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

17.77%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

18.89%

+0.69%

IHD vs. IFN - Expense Ratio Comparison

Both IHD and IFN have an expense ratio of 0.01%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IHD vs. IFN - Dividend Comparison

IHD's dividend yield for the trailing twelve months is around 9.78%, less than IFN's 18.44% yield.


PositionTTM20252024202320222021202020192018201720162015
IFN
Aberdeen India Fund
18.44%16.09%14.60%8.97%21.47%15.21%9.77%11.57%22.25%12.11%7.97%8.02%
IHD
Voya Emerging Markets High Dividend Equity Fund
9.78%11.40%13.67%10.21%13.95%10.14%9.92%9.14%10.15%8.31%11.74%14.00%

Frequently Asked Questions


IHD and IFN have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IHD has higher volatility (5.13%) compared to IFN (3.36%). In terms of maximum drawdown, IHD dropped -48.76% vs IFN's -71.52%.

IHD currently has the higher Sharpe Ratio (2.07 vs -0.68), 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.

Portfolio Optimizer

Find the right allocation for IHD and IFN

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