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Voya Large Cap Value Fund (IEDAX) Sharpe Ratio: 1.70

Mutual Fund · Currency in USD · Last updated Aug 4, 2026

Under normal market conditions, the fund invests at least 80% of its net assets (plus borrowings for investment purposes) in equity securities of dividend-paying, large-capitalization issuers. The sub-adviser ("Sub-Adviser") defines large-capitalization companies as companies with market capitalizations that fall within the collective range of companies within the Russell 1000 Value Index at the time of purchase.

IEDAX's Sharpe Ratio of 1.70 indicates that for each unit of volatility, it generates 1.70 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IEDAX Sharpe Ratio Rank

IEDAX Sharpe Ratio Rank: 68.568
Above Average

IEDAX ranks above 68.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

IEDAX Sharpe Ratio Market Positioning

The chart shows IEDAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.82
  • Green zone (top 25%): 1.82 or higher
  • Top 1%: 3.73+
  • Median: 1.46 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Voya Large Cap Value Fund's Sharpe Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how IEDAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FGIPXNomura Growth and Income Fund Institutional Class3.88
FGINXDelaware Growth and Income Fund3.86
PKAIXPIMCO RAE US Fund3.57
LSVVXLSV Conservative Value Equity Fund3.24
PXTIXPIMCO RAE PLUS Fund3.23
MALVXBlackRock Advantage Large Cap Value Fund3.20
MDLVXBlackRock Advantage Large Cap Value Fund Investor A3.16
SUVZXPGIM Quant Solutions Large-Cap Value Fund3.14
BBISXSterling Capital Behavioral Large Cap Value Equity Fund3.10
SABTXSA U.S. Value Fund3.09
IEDAXVoya Large Cap Value Fund1.70
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows IEDAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IEDAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does IEDAX fit in your portfolio?

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