Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IGBOX (VOYA GLOBAL BOND FUND CLASS O) | NA | 6.10% | 4.52% | 2.62% | 2.42% | NA | NA | … | … |
Data as of 12/31/2019, Common starting date is 06/09/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGBOX (VOYA GLOBAL BOND FUND CLASS O) | 06/09/2008 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.10 | 4.52 | 2.62 | 2.42 | NA | NA | … | … | 6.10 | -2.00 | 9.28 | 4.87 | -4.51 | -0.02 | -3.21 | 7.33 | 3.38 | 3.96 | 12.30 | 6.03 |
| Sharpe Ratio | NA | 1.24 | 0.77 | 0.41 | 0.41 | NA | NA | … | … | 1.24 | -0.82 | 1.87 | 1.05 | -0.76 | -0.01 | -0.68 | 2.14 | 0.57 | 0.51 | 1.66 | 1.21 |
| Standard Deviation(%) | NA | 3.77 | 4.17 | 4.63 | 4.95 | NA | NA | … | … | 3.77 | 4.05 | 4.64 | 4.40 | 5.95 | 3.20 | 4.75 | 3.43 | 5.92 | 7.64 | 7.34 | 8.44 |
| Draw Down(%) | NA | 1.68 | 6.40 | 6.40 | 9.79 | NA | NA | … | … | 1.68 | 6.40 | 2.95 | 5.70 | 5.71 | 5.39 | 8.43 | 3.10 | 4.59 | 5.46 | 5.24 | 6.23 |
| Yield(%) | 0.00 | 4.13 | 4.29 | 3.99 | 4.16 | 3.58 | 2.68 | … | … | 3.76 | 4.17 | 4.77 | 4.50 | 4.13 | 3.97 | 3.79 | 4.39 | 7.35 | 5.92 | 4.56 | 2.77 |
Data as of 12/31/2019, Common starting date is 06/09/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGBOX (VOYA GLOBAL BOND FUND CLASS O) |
-2.60%
Dec 2012 – Dec 2015 |
0.23%
Oct 2010 – Oct 2015 |
2.17%
Nov 2009 – Nov 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGBOX (VOYA GLOBAL BOND FUND CLASS O) |
10.40%
Oct 2008 – Oct 2011 |
6.91%
Oct 2008 – Oct 2013 |
3.97%
Oct 2008 – Oct 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart