IHD vs. IFN
IHD (Voya Emerging Markets High Dividend Equity Fund) and IFN (Aberdeen India Fund) are both Emerging Markets Equities funds. Over the past 10 years, IHD returned 10.60%/yr vs 6.29%/yr for IFN. Their 0.46 correlation means their historical movements had little consistent relationship. Both charge a 0.01% expense ratio.
Performance
IHD vs. IFN - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IHD
IFN
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.
| IHD | IFN | Difference | |
|---|---|---|---|
| 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 |
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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
| IHD | IFN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.51% | -23.05% | +15.54% |
Average DrawdownAverage peak-to-trough decline | -17.82% | -25.88% | +8.06% |
Ulcer IndexDepth 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
| IHD | IFN | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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