Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ICGEX (VOYA GLOBAL EQUITY DIVIDEND FUND CLASS C) | NA | -5.25% | -0.84% | 4.15% | 4.67% | 2.88% | NA | 4.52% |
Data as of 09/23/2020, AR inception is 11/17/2003
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ICGEX (VOYA GLOBAL EQUITY DIVIDEND FUND CLASS C) | 11/17/2003 | 09/23/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.08 | -5.25 | -0.84 | 4.15 | 4.67 | 2.88 | NA | 4.52 | -10.06 | 19.83 | -12.73 | 16.52 | 8.01 | -5.47 | 0.39 | 21.82 | 13.34 | -4.29 | 7.64 | 22.07 | -39.61 | 1.55 | 24.08 | 4.52 | 20.78 | 8.32 |
Sharpe Ratio | NA | -0.19 | -0.10 | 0.19 | 0.26 | NA | NA | 0.18 | -0.40 | 1.82 | -1.05 | 2.27 | 0.47 | -0.35 | 0.04 | 1.89 | 0.89 | -0.19 | 0.45 | 0.84 | -1.01 | -0.09 | 2.18 | 0.29 | 0.90 | 15.37 |
Standard Deviation(%) | NA | 30.02 | 19.81 | 17.59 | 16.69 | NA | NA | 19.22 | 34.93 | 10.15 | 13.34 | 7.03 | 16.56 | 15.57 | 10.40 | 11.53 | 14.98 | 23.18 | 16.70 | 26.04 | 40.08 | 16.18 | 9.59 | 8.03 | 22.14 | 6.19 |
Draw Down(%) | NA | 35.21 | 35.21 | 35.21 | 35.21 | NA | NA | 60.42 | 35.21 | 5.98 | 21.45 | 2.82 | 11.95 | 14.71 | 10.77 | 7.58 | 13.19 | 19.31 | 15.17 | 31.32 | 49.85 | 10.98 | 9.32 | 6.63 | 15.52 | 0.68 |
Yield(%) | 0.00 | 1.47 | 2.67 | 2.65 | 2.51 | 3.11 | 3.21 | 4.01 | 0.72 | 2.17 | 4.92 | 1.48 | 1.81 | 1.28 | 2.08 | 1.33 | 1.43 | 1.77 | 1.66 | 1.81 | 3.58 | 10.31 | 7.90 | 1.95 | 3.07 | 2.09 |
Data as of 09/23/2020, AR inception is 11/17/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ICGEX (VOYA GLOBAL EQUITY DIVIDEND FUND CLASS C) |
-17.52%
Feb 2006 - Feb 2009 |
-6.79%
May 2007 - May 2012 |
0.80%
Nov 2006 - Nov 2016 |
1.97%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ICGEX (VOYA GLOBAL EQUITY DIVIDEND FUND CLASS C) |
20.49%
Feb 2009 - Feb 2012 |
17.64%
Feb 2009 - Feb 2014 |
9.77%
Feb 2009 - Feb 2019 |
4.64%
Apr 2004 - Apr 2019 |
Annualized Rolling Returns Comparison Chart