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IHD vs. IIBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHD vs. IIBAX - Performance Comparison

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

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IHD vs. IIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHD
Voya Emerging Markets High Dividend Equity Fund
7.91%41.70%7.80%13.95%-17.18%7.39%1.73%20.55%-10.23%29.84%
IIBAX
Voya Intermediate Bond Fund
-0.79%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%

Returns By Period

In the year-to-date period, IHD achieves a 7.91% return, which is significantly higher than IIBAX's -0.79% return. Over the past 10 years, IHD has outperformed IIBAX with an annualized return of 10.04%, while IIBAX has yielded a comparatively lower 1.82% annualized return.


IHD

1D
3.74%
1M
-5.33%
YTD
7.91%
6M
11.76%
1Y
40.47%
3Y*
21.75%
5Y*
8.27%
10Y*
10.04%

IIBAX

1D
0.46%
1M
-2.57%
YTD
-0.79%
6M
-0.19%
1Y
2.87%
3Y*
3.83%
5Y*
0.05%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHD vs. IIBAX - Expense Ratio Comparison

IHD has a 0.01% expense ratio, which is lower than IIBAX's 0.69% expense ratio.


Return for Risk

IHD vs. IIBAX — Risk / Return Rank

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

IHD
IHD Risk / Return Rank: 9393
Overall Rank
IHD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IHD Sortino Ratio Rank: 9191
Sortino Ratio Rank
IHD Omega Ratio Rank: 9090
Omega Ratio Rank
IHD Calmar Ratio Rank: 9595
Calmar Ratio Rank
IHD Martin Ratio Rank: 9494
Martin Ratio Rank

IIBAX
IIBAX Risk / Return Rank: 3838
Overall Rank
IIBAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 3333
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 2626
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.

IHD vs. IIBAX - Risk-Adjusted Trends Comparison

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


IHDIIBAXDifference

Sharpe ratio

Return per unit of total volatility

2.14

0.90

+1.24

Sortino ratio

Return per unit of downside risk

2.67

1.30

+1.37

Omega ratio

Gain probability vs. loss probability

1.41

1.16

+0.25

Calmar ratio

Return relative to maximum drawdown

3.28

1.05

+2.23

Martin ratio

Return relative to average drawdown

12.03

2.88

+9.15

IHD vs. IIBAX - Sharpe Ratio Comparison

The current IHD Sharpe Ratio is 2.14, which is higher than the IIBAX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IHD and IIBAX, 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


IHDIIBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

0.90

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.01

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.37

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.90

-0.73

Correlation

The correlation between IHD and IIBAX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IHD vs. IIBAX - Dividend Comparison

IHD's dividend yield for the trailing twelve months is around 10.74%, more than IIBAX's 3.20% yield.


TTM20252024202320222021202020192018201720162015
IHD
Voya Emerging Markets High Dividend Equity Fund
10.74%11.40%13.67%10.21%13.95%10.14%9.92%9.14%10.15%8.31%11.74%14.00%
IIBAX
Voya Intermediate Bond Fund
3.20%3.43%4.50%4.05%1.98%2.03%4.69%3.23%2.93%2.88%2.96%2.45%

Drawdowns

IHD vs. IIBAX - Drawdown Comparison

The maximum IHD drawdown since its inception was -48.76%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for IHD and IIBAX.


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Drawdown Indicators


IHDIIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-48.76%

-20.34%

-28.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-3.05%

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-36.13%

-20.01%

-16.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-20.34%

-22.47%

Current Drawdown

Current decline from peak

-6.52%

-3.28%

-3.24%

Average Drawdown

Average peak-to-trough decline

-18.16%

-2.88%

-15.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

1.12%

+2.31%

Volatility

IHD vs. IIBAX - Volatility Comparison

Voya Emerging Markets High Dividend Equity Fund (IHD) has a higher volatility of 9.66% compared to Voya Intermediate Bond Fund (IIBAX) at 1.74%. This indicates that IHD's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHDIIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

1.74%

+7.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

2.72%

+11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

4.89%

+14.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

5.94%

+11.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

5.00%

+14.40%