- ISIN
- US92914L8651
- Issuer
- Voya
- Inception Date
- Apr 28, 2006
- Category
- Small Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
ICISX Performance Chart
VY Columbia Small Cap Value II Portfolio (ICISX) is up 17.6% since the beginning of the year. ICISX is currently trading at $16 per share. Investors who bought $1,000 worth of ICISX shares 5 years ago would now be looking at an investment worth $1,451.
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Returns By Period
VY Columbia Small Cap Value II Portfolio (ICISX) has returned 17.63% so far this year and 37.73% over the past 12 months. Over the last ten years, ICISX has returned 10.45% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
VY Columbia Small Cap Value II Portfolio
- 1D
- 1.10%
- 1M
- 1.73%
- YTD
- 17.63%
- 6M
- 17.46%
- 1Y
- 37.73%
- 3Y*
- 17.26%
- 5Y*
- 7.73%
- 10Y*
- 10.45%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.64%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
ICISX Monthly Returns History
Based on dividend-adjusted daily data since May 4, 2006, ICISX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +20.0%, while the worst month was Mar 2020 at -25.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ICISX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -14.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.07% | 2.83% | -3.40% | 8.60% | 1.31% | 1.48% | 17.63% | ||||||
| 2025 | 4.37% | -8.31% | -4.69% | -4.08% | 5.26% | 4.68% | 1.22% | 8.69% | 0.73% | -1.09% | 2.42% | 0.14% | 8.38% |
| 2024 | -4.12% | 4.30% | 4.83% | -4.55% | 4.71% | -2.36% | 9.38% | -1.55% | 0.60% | 0.65% | 8.71% | -8.33% | 11.15% |
| 2023 | 7.72% | -1.16% | -5.26% | -0.49% | -3.41% | 8.47% | 5.86% | -3.94% | -5.41% | -5.25% | 7.99% | 10.26% | 14.13% |
| 2022 | -5.80% | 2.74% | 0.48% | -8.01% | 2.32% | -10.02% | 8.67% | -2.95% | -9.66% | 11.58% | 5.53% | -6.46% | -13.57% |
| 2021 | 5.22% | 9.87% | 4.09% | 3.47% | 2.57% | -0.43% | -3.43% | 2.48% | -0.44% | 7.07% | -2.63% | 2.99% | 34.53% |
Benchmark Metrics
VY Columbia Small Cap Value II Portfolio has an annualized alpha of -1.60%, beta of 1.13, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since May 05, 2006.
- This fund participated in 113.11% of S&P 500 Index downside but only 106.98% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.13 and R2 of 0.77, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.60%
- Beta
- 1.13
- R²
- 0.77
- Upside Capture
- 106.98%
- Downside Capture
- 113.11%
Expense Ratio
ICISX has an expense ratio of 0.92%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ICISX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for VY Columbia Small Cap Value II Portfolio (ICISX) and compare them to S&P 500 Index.
| ICISX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | 2.69 | +1.86 |
| Martin ratioReturn relative to average drawdown | 15.66 | 12.34 | +3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
VY Columbia Small Cap Value II Portfolio provided a 23.76% dividend yield over the last twelve months, with an annual payout of $3.92 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.92 | $3.92 | $1.89 | $1.30 | $2.77 | $0.16 | $0.70 | $2.18 | $2.19 | $0.90 | $0.81 | $0.10 |
Dividend yield | 23.76% | 27.95% | 11.14% | 7.68% | 17.24% | 0.74% | 4.30% | 13.90% | 14.67% | 4.45% | 4.26% | 0.62% |
Monthly Dividends
The table displays the monthly dividend distributions for VY Columbia Small Cap Value II Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.92 | $0.00 | $0.00 | $0.00 | $0.00 | $3.92 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.89 | $0.00 | $0.00 | $0.00 | $0.00 | $1.89 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.30 | $0.00 | $0.00 | $0.00 | $0.00 | $1.30 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.77 | $0.00 | $0.00 | $0.00 | $0.00 | $2.77 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VY Columbia Small Cap Value II Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VY Columbia Small Cap Value II Portfolio was 59.91%, occurring on Mar 9, 2009. Recovery took 523 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.91%Mar 2009 | 1y 8mo | 2y 26d | 3y 8moJul 2007 - Apr 2011 |
COVID crash2020 | -49.01%Mar 2020 | 1y 7mo | 8mo 27d | 2y 3moAug 2018 - Dec 2020 |
2011 bear market2011 | -31.27%Oct 2011 | 5mo 4d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 |
2025 selloff2025 | -28.05%Apr 2025 | 4mo 16d | 8mo 3d | 1y 14dNov 2024 - Dec 2025 |
Bear market2022 | -26.09%Sep 2022 | 10mo 25d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
Drawdown Indicators
| ICISX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.91% | -56.78% | -3.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -9.10% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -28.05% | -18.90% | -9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -28.05% | -25.43% | -2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -49.01% | -33.92% | -15.09% |
Current DrawdownCurrent decline from peak | 0.00% | -2.97% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -10.82% | -10.72% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 1.97% | +0.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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