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IIBAX vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IIBAX vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Intermediate Bond Fund (IIBAX) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IIBAX achieves a -0.05% return, which is significantly lower than LQD's 0.88% return. Over the past 10 years, IIBAX has underperformed LQD with an annualized return of 1.74%, while LQD has yielded a comparatively higher 2.53% annualized return.


IIBAX

1D
-0.11%
1M
0.02%
YTD
-0.05%
6M
0.21%
1Y
3.74%
3Y*
4.37%
5Y*
-0.17%
10Y*
1.74%

LQD

1D
0.85%
1M
0.86%
YTD
0.88%
6M
0.69%
1Y
5.82%
3Y*
5.17%
5Y*
-0.20%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIBAX vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIBAX
Voya Intermediate Bond Fund
-0.05%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.88%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Correlation

The correlation between IIBAX and LQD is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2002

0.75

The correlation between IIBAX and LQD shifts across timeframes, from 0.75 (all time) to 0.86 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IIBAX vs. LQD — Risk / Return Rank

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

IIBAX
IIBAX Risk / Return Rank: 2020
Overall Rank
IIBAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 1818
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 1919
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3737
Overall Rank
LQD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3636
Sortino Ratio Rank
LQD Omega Ratio Rank: 3333
Omega Ratio Rank
LQD Calmar Ratio Rank: 4343
Calmar Ratio Rank
LQD Martin Ratio Rank: 3737
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.

IIBAX vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Intermediate Bond Fund (IIBAX) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


IIBAXLQDDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.44

1.75

-0.31

Martin ratioReturn relative to average drawdown

4.12

4.92

-0.80

IIBAX vs. LQD - Sharpe Ratio Comparison

The current IIBAX Sharpe Ratio is 1.04, which is comparable to the LQD Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IIBAX and LQD, 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

IIBAX vs. LQD - Drawdown Comparison

The maximum IIBAX drawdown since its inception was -20.34%, smaller than the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for IIBAX and LQD.


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Drawdown Indicators


IIBAXLQDDifference

Max Drawdown

Largest peak-to-trough decline

-20.34%

-24.95%

+4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-3.34%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

-8.43%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-24.95%

+4.94%

Max Drawdown (10Y)

Largest decline over 10 years

-20.34%

-24.95%

+4.61%

Current Drawdown

Current decline from peak

-2.56%

-3.31%

+0.75%

Average Drawdown

Average peak-to-trough decline

-2.88%

-3.99%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.19%

-0.14%

Volatility

IIBAX vs. LQD - Volatility Comparison

The current volatility for Voya Intermediate Bond Fund (IIBAX) is 1.53%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 1.77%. This indicates that IIBAX experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIBAXLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.77%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

4.04%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

5.38%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

8.65%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

8.69%

-3.66%

IIBAX vs. LQD - Expense Ratio Comparison

IIBAX has a 0.69% expense ratio, which is higher than LQD's 0.15% expense ratio.


Dividends

IIBAX vs. LQD - Dividend Comparison

IIBAX's dividend yield for the trailing twelve months is around 3.60%, less than LQD's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
IIBAX
Voya Intermediate Bond Fund
3.60%3.43%4.50%4.05%1.98%2.03%4.69%3.23%2.93%2.88%2.96%2.45%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.55%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


IIBAX and LQD have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQD has higher volatility (1.77%) compared to IIBAX (1.53%). In terms of maximum drawdown, IIBAX dropped -20.34% vs LQD's -24.95%.

LQD currently has the higher Sharpe Ratio (1.09 vs 1.04), 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

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