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ISIN
US92913T4976
Issuer
Voya
Inception Date
Mar 10, 2008
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

IIRLX Performance Chart

Voya Russell Large Cap Index Portfolio (IIRLX) is up 9.1% since the beginning of the year. IIRLX is currently trading at $50 per share. Investors who bought $1,000 worth of IIRLX shares 5 years ago would now be looking at an investment worth $1,956.


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S&P 500 Index

Returns By Period

Voya Russell Large Cap Index Portfolio (IIRLX) has returned 9.13% so far this year and 26.82% over the past 12 months. Looking at the last ten years, IIRLX has achieved an annualized return of 16.11%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Voya Russell Large Cap Index Portfolio

1D
1.10%
1M
0.10%
YTD
9.13%
6M
8.79%
1Y
26.82%
3Y*
21.67%
5Y*
14.36%
10Y*
16.11%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIRLX Monthly Returns History

Based on dividend-adjusted daily data since Mar 11, 2008, IIRLX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -15.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IIRLX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.92%-1.66%-4.92%10.81%5.86%-1.41%9.13%
20254.02%-5.41%-3.31%-0.52%6.59%5.37%2.29%2.72%3.36%2.61%0.23%0.04%18.77%
20242.27%5.31%2.77%-3.88%5.24%4.47%0.54%2.41%2.10%-0.78%5.71%-1.57%26.95%
20236.10%-2.37%4.82%1.82%1.51%6.19%3.24%-1.22%-4.61%-1.67%9.08%4.07%29.41%
2022-5.05%-3.48%3.64%-9.35%-0.27%-7.87%9.08%-4.09%-9.27%7.66%5.16%-5.98%-20.07%
2021-1.08%1.91%4.17%5.46%0.21%2.86%2.52%3.00%-4.81%7.27%-0.60%4.01%27.26%

Benchmark Metrics

Voya Russell Large Cap Index Portfolio has an annualized alpha of 1.84%, beta of 0.98, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since March 11, 2008.

  • This fund captured 102.39% of S&P 500 Index gains but only 94.92% of its losses - a favorable profile for investors.
  • With beta of 0.98 and R2 of 0.97, 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
1.84%
Beta
0.98
0.97
Upside Capture
102.39%
Downside Capture
94.92%

Expense Ratio

IIRLX has an expense ratio of 0.36%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IIRLX ranks 64 for risk / return — better than 64% 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.


IIRLX Risk / Return Rank: 6464
Overall Rank
IIRLX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IIRLX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IIRLX Omega Ratio Rank: 6161
Omega Ratio Rank
IIRLX Calmar Ratio Rank: 6969
Calmar Ratio Rank
IIRLX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Voya Russell Large Cap Index Portfolio (IIRLX) 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.


IIRLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.06

2.78

+0.27

Martin ratioReturn relative to average drawdown

12.72

12.44

+0.28

Dividends

Dividend History

Voya Russell Large Cap Index Portfolio provided a 4.85% dividend yield over the last twelve months, with an annual payout of $2.40 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.40$1.80$0.40$0.38$1.32$1.64$1.35$1.08$0.35$0.31$0.31$0.26

Dividend yield

4.85%3.76%0.96%1.14%5.04%4.77%4.71%4.35%1.73%1.47%1.77%1.66%

Monthly Dividends

The table displays the monthly dividend distributions for Voya Russell Large Cap Index Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$2.40$0.00$2.40
2025$0.00$0.00$0.00$0.00$1.80$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.80
2024$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40
2023$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38
2022$0.00$0.00$0.00$0.00$1.32$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.32
2021$0.00$0.00$0.00$0.00$1.64$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.64

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 Russell Large Cap Index 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 Voya Russell Large Cap Index Portfolio was 50.33%, occurring on Mar 9, 2009. Recovery took 736 trading sessions.

The current Voya Russell Large Cap Index Portfolio drawdown is 1.76%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-50.33%Mar 2009
9mo 23d2y 11mo
3y 8moMay 2008 - Feb 2012
COVID crash2020
-32.60%Mar 2020
1mo 2d4mo 14d
5mo 16dFeb 2020 - Aug 2020
Bear market2022
-25.83%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-19.58%Apr 2025
1mo 19d2mo 23d
4mo 12dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-19.36%Dec 2018
2mo 21d3mo 29d
6mo 20dOct 2018 - Apr 2019

Drawdown Indicators


IIRLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.33%

-56.78%

+6.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-9.10%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.58%

-18.90%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-25.43%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.60%

-33.92%

+1.32%

Current Drawdown

Current decline from peak

-1.76%

-1.80%

+0.04%

Average Drawdown

Average peak-to-trough decline

-6.76%

-10.71%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.03%

+0.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with IIRLX

Add Voya Russell Large Cap Index Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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