IIBAX vs. IGHAX
Compare and contrast key facts about Voya Intermediate Bond Fund (IIBAX) and Voya Global High Dividend Low Volatility Portfolio (IGHAX).
IIBAX is managed by Voya. It was launched on Dec 15, 1998. IGHAX is managed by Voya. It was launched on Jan 27, 2008.
Performance
IIBAX vs. IGHAX - Performance Comparison
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IIBAX vs. IGHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIBAX Voya Intermediate Bond Fund | -0.45% | 6.42% | 2.65% | 7.04% | -15.11% | -1.79% | 7.75% | 9.57% | -0.59% | 4.48% |
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% |
Returns By Period
In the year-to-date period, IIBAX achieves a -0.45% return, which is significantly lower than IGHAX's -0.33% return. Over the past 10 years, IIBAX has underperformed IGHAX with an annualized return of 1.86%, while IGHAX has yielded a comparatively higher 8.42% annualized return.
IIBAX
- 1D
- 0.34%
- 1M
- -1.80%
- YTD
- -0.45%
- 6M
- -0.18%
- 1Y
- 2.87%
- 3Y*
- 3.95%
- 5Y*
- 0.04%
- 10Y*
- 1.86%
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%
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IIBAX vs. IGHAX - Expense Ratio Comparison
IIBAX has a 0.69% expense ratio, which is lower than IGHAX's 1.10% expense ratio.
Return for Risk
IIBAX vs. IGHAX — Risk / Return Rank
IIBAX
IGHAX
IIBAX vs. IGHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Intermediate Bond Fund (IIBAX) and Voya Global High Dividend Low Volatility Portfolio (IGHAX). 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.
| IIBAX | IGHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.75 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.21 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.18 | -0.24 |
Martin ratioReturn relative to average drawdown | 2.57 | 5.54 | -2.97 |
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
| IIBAX | IGHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.75 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.68 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.58 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.25 | +0.65 |
Correlation
The correlation between IIBAX and IGHAX is -0.08. 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
IIBAX vs. IGHAX - Dividend Comparison
IIBAX's dividend yield for the trailing twelve months is around 3.19%, less than IGHAX's 14.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIBAX Voya Intermediate Bond Fund | 3.19% | 3.43% | 4.50% | 4.05% | 1.98% | 2.03% | 4.69% | 3.23% | 2.93% | 2.88% | 2.96% | 2.45% |
IGHAX Voya Global High Dividend Low Volatility Portfolio | 13.50% | 14.04% | 3.97% | 5.81% | 5.72% | 1.94% | 1.86% | 7.01% | 4.26% | 1.69% | 2.23% | 0.00% |
Drawdowns
IIBAX vs. IGHAX - Drawdown Comparison
The maximum IIBAX drawdown since its inception was -20.34%, smaller than the maximum IGHAX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IIBAX and IGHAX.
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Drawdown Indicators
| IIBAX | IGHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.34% | -59.27% | +38.93% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -9.75% | +6.70% |
Max Drawdown (5Y)Largest decline over 5 years | -20.01% | -17.36% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -20.34% | -35.05% | +14.71% |
Current DrawdownCurrent decline from peak | -2.95% | -6.33% | +3.38% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -10.12% | +7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 2.08% | -0.96% |
Volatility
IIBAX vs. IGHAX - Volatility Comparison
The current volatility for Voya Intermediate Bond Fund (IIBAX) is 1.77%, while Voya Global High Dividend Low Volatility Portfolio (IGHAX) has a volatility of 3.18%. This indicates that IIBAX experiences smaller price fluctuations and is considered to be less risky than IGHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIBAX | IGHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 3.18% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 6.68% | -3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 14.27% | -9.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.94% | 12.41% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 14.74% | -9.74% |