Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IGEIX (VOYA GLOBAL EQUITY DIVIDEND FUND CLASS I) | NA | -4.51% | 0.11% | 5.16% | 5.75% | NA | NA | 1.42% |
Data as of 09/23/2020, AR inception is 09/28/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IGEIX (VOYA GLOBAL EQUITY DIVIDEND FUND CLASS I) | 09/28/2007 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.31 | -4.51 | 0.11 | 5.16 | 5.75 | NA | NA | 1.42 | -10.12 | 21.08 | -11.84 | 17.65 | 9.09 | -4.47 | 1.39 | 23.14 | 14.69 | -3.23 | 8.31 | 23.58 | -39.22 | -11.25 |
Sharpe Ratio | NA | -0.19 | -0.06 | 0.24 | 0.32 | NA | NA | 0.04 | -0.40 | 1.95 | -0.99 | 2.45 | 0.53 | -0.29 | 0.13 | 2.01 | 0.99 | -0.14 | 0.49 | 0.91 | -1.00 | -1.63 |
Standard Deviation(%) | NA | 30.01 | 19.80 | 17.59 | 16.68 | NA | NA | 20.50 | 34.92 | 10.10 | 13.35 | 6.99 | 16.61 | 15.56 | 10.43 | 11.52 | 14.89 | 23.19 | 16.69 | 25.93 | 40.12 | 24.46 |
Draw Down(%) | NA | 35.15 | 35.15 | 35.15 | 35.15 | NA | NA | 63.04 | 35.15 | 5.87 | 20.74 | 2.73 | 11.88 | 14.45 | 10.58 | 7.44 | 13.03 | 18.88 | 15.35 | 31.06 | 49.56 | 15.39 |
Yield(%) | 0.00 | 2.46 | 3.67 | 3.81 | 3.83 | 2.04 | 1.53 | 2.55 | 1.22 | 3.46 | 5.81 | 2.56 | 2.80 | 2.25 | 3.18 | 2.46 | 2.66 | 2.80 | 2.20 | 3.05 | 4.01 | 1.63 |
Data as of 09/23/2020, AR inception is 09/28/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IGEIX (VOYA GLOBAL EQUITY DIVIDEND FUND CLASS I) |
-11.96%
Nov 2007 - Nov 2010 |
-5.63%
Oct 2007 - Oct 2012 |
1.38%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IGEIX (VOYA GLOBAL EQUITY DIVIDEND FUND CLASS I) |
21.69%
Feb 2009 - Feb 2012 |
18.88%
Feb 2009 - Feb 2014 |
10.90%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart