- ISIN
- US92913K6459
- CUSIP
- 92913K645
- Issuer
- Voya
- Inception Date
- Dec 18, 2007
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
IEDAX Performance Chart
Voya Large Cap Value Fund (IEDAX) is up 11.2% since the beginning of the year. IEDAX is currently trading at $13 per share. Investors who bought $1,000 worth of IEDAX shares 5 years ago would now be looking at an investment worth $1,706.
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Returns By Period
Voya Large Cap Value Fund (IEDAX) has returned 11.24% so far this year and 18.06% over the past 12 months. Over the last ten years, IEDAX has returned 12.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Voya Large Cap Value Fund
- 1D
- 1.03%
- 1M
- -0.16%
- 6M
- 8.42%
- YTD
- 11.24%
- 1Y
- 18.06%
- 3Y*
- 14.96%
- 5Y*
- 11.28%
- 10Y*
- 12.41%
- ALL TIME*
- 9.78%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
IEDAX Monthly Returns History
Based on dividend-adjusted daily data since Dec 20, 2007, IEDAX's average daily return is +0.05%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Mar 2020 at -17.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.
On a daily basis, IEDAX closed higher 51% of trading days. The best single day was Dec 12, 2024 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.60% | -0.17% | -6.10% | 8.19% | 4.10% | 2.33% | 0.36% | 11.24% | |||||
| 2025 | 4.88% | -0.34% | -1.30% | -4.02% | 3.93% | 3.35% | -0.41% | 2.06% | -0.00% | 0.96% | 3.00% | -0.01% | 12.42% |
| 2024 | 0.82% | 4.00% | 4.72% | -3.55% | 3.64% | -0.92% | 3.21% | 1.81% | 2.50% | 0.44% | 6.28% | -6.85% | 16.47% |
| 2023 | 6.33% | -2.98% | -0.63% | 0.57% | -4.17% | 6.53% | 3.16% | -2.33% | -3.27% | -2.06% | 6.94% | 5.43% | 13.26% |
| 2022 | -1.66% | 0.59% | 2.77% | -4.90% | 2.24% | -7.82% | 5.89% | -3.20% | -8.83% | 10.60% | 7.11% | -4.69% | -3.86% |
| 2021 | -2.25% | 8.37% | 5.43% | 4.24% | 2.63% | -1.58% | -0.13% | 2.92% | -2.69% | 5.46% | -5.11% | 7.35% | 26.38% |
Benchmark Metrics
Voya Large Cap Value Fund has an annualized alpha of 1.34%, beta of 0.93, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since December 20, 2007.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.27%) than losses (91.71%) - typical of diversified or defensive assets.
- With beta of 0.93 and R2 of 0.85, 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
- 1.34%
- Beta
- 0.93
- R²
- 0.85
- Upside Capture
- 94.27%
- Downside Capture
- 91.71%
Expense Ratio
IEDAX has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
IEDAX ranks 50 for risk / return — above 50% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Voya Large Cap Value Fund (IEDAX) and compare them to S&P 500 Index.
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.
| IEDAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.00 | -0.19 |
| Martin ratioReturn relative to average drawdown | 7.13 | 8.49 | -1.36 |
Dividends
Dividend History
Voya Large Cap Value Fund provided a 7.14% dividend yield over the last twelve months, with an annual payout of $0.91 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.91 | $0.92 | $1.71 | $1.19 | $0.87 | $1.93 | $1.02 | $2.03 | $1.20 | $1.36 | $0.23 | $0.94 |
Dividend yield | 7.14% | 8.03% | 15.43% | 10.92% | 8.06% | 16.02% | 9.13% | 17.61% | 11.75% | 11.03% | 1.89% | 8.59% |
Monthly Dividends
The table displays the monthly dividend distributions for Voya Large Cap Value Fund. 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 | $0.03 | $0.00 | $0.00 | $0.03 | $0.05 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.84 | $0.92 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $1.60 | $1.71 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $1.07 | $1.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.76 | $0.87 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $1.85 | $1.93 |
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 Voya Large Cap Value Fund. 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 Voya Large Cap Value Fund was 47.31%, occurring on Mar 9, 2009. Recovery took 445 trading sessions.
The current Voya Large Cap Value Fund drawdown is 0.55%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-47.31%Mar 2009 | 1y 2mo | 1y 9mo | 2y 11moDec 2007 - Dec 2010 | Financial crisis2007–2009 |
-39.36%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 | COVID crash2020 |
-22.40%Apr 2025 | 3mo 26d | 10mo 4d | 1y 1moDec 2024 - Feb 2026 | 2025 selloff2025 |
-18.65%Dec 2018 | 10mo 29d | 6mo 9d | 1y 5moJan 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-18.49%Aug 2011 | 3mo 8d | 5mo 29d | 9mo 7dMay 2011 - Feb 2012 | — |
Drawdown Indicators
| IEDAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.31% | -56.78% | +9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.04% | -9.10% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -18.90% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.40% | -25.43% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -39.36% | -33.92% | -5.44% |
Current DrawdownCurrent decline from peak | -0.55% | -1.58% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -10.70% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.14% | +0.35% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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