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ISIN
US92913T5130
Issuer
Voya
Inception Date
Mar 10, 2008
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

IIRMX Performance Chart

Voya Russell Mid Cap Index Portfolio (IIRMX) is up 16.2% since the beginning of the year. IIRMX is currently trading at $9 per share. Investors who bought $1,000 worth of IIRMX shares 5 years ago would now be looking at an investment worth $1,509.


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S&P 500 Index

Returns By Period

Voya Russell Mid Cap Index Portfolio (IIRMX) has returned 16.20% so far this year and 26.79% over the past 12 months. Over the last ten years, IIRMX has returned 11.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Voya Russell Mid Cap Index Portfolio

1D
0.23%
1M
7.16%
YTD
16.20%
6M
16.84%
1Y
26.79%
3Y*
18.37%
5Y*
8.57%
10Y*
11.55%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIRMX Monthly Returns History

Based on dividend-adjusted daily data since Mar 11, 2008, IIRMX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +15.4%, while the worst month was Oct 2008 at -22.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IIRMX closed higher 53% of trading days. The best single day was May 8, 2026 with a return of +13.9%, while the worst single day was Mar 16, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.99%3.79%-5.35%7.35%6.74%0.23%16.20%
20256.36%-7.13%-2.29%-1.08%5.77%3.87%1.81%2.72%0.55%-1.54%1.94%-0.27%10.40%
2024-1.53%5.66%3.89%-5.07%2.80%-0.76%4.68%2.01%2.24%-0.61%8.80%-7.12%14.78%
20238.23%-2.39%-1.57%-0.62%-2.85%8.36%3.86%-3.44%-5.10%-4.96%10.13%7.74%16.74%
2022-7.45%-0.67%2.48%-7.69%0.06%-9.98%9.82%-3.19%-9.24%8.77%6.02%-5.42%-17.55%
2021-0.30%5.53%2.73%5.03%0.48%1.40%0.73%2.52%-4.15%5.94%-3.53%4.09%21.79%

Benchmark Metrics

Voya Russell Mid Cap Index Portfolio has an annualized alpha of -0.07%, beta of 1.05, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since March 12, 2008.

  • This fund captured 106.18% of S&P 500 Index gains and 106.09% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.05 and R2 of 0.88, 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
-0.07%
Beta
1.05
0.88
Upside Capture
106.18%
Downside Capture
106.09%

Expense Ratio

IIRMX has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IIRMX ranks 47 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IIRMX Risk / Return Rank: 4747
Overall Rank
IIRMX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IIRMX Sortino Ratio Rank: 2828
Sortino Ratio Rank
IIRMX Omega Ratio Rank: 4343
Omega Ratio Rank
IIRMX Calmar Ratio Rank: 6868
Calmar Ratio Rank
IIRMX 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 Mid Cap Index Portfolio (IIRMX) and compare them to S&P 500 Index.


IIRMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.37

2.39

-1.02

Sortino ratio

Return per unit of downside risk

2.20

3.25

-1.06

Omega ratio

Gain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratio

Return relative to maximum drawdown

3.18

3.11

+0.07

Martin ratio

Return relative to average drawdown

13.65

14.38

-0.73

Dividends

Dividend History

Voya Russell Mid Cap Index Portfolio provided a 37.97% dividend yield over the last twelve months, with an annual payout of $3.37 per share.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.37$1.45$1.20$1.31$1.12$1.50$1.88$2.84$2.03$1.32$2.12$1.55

Dividend yield

37.97%13.19%10.43%11.78%10.34%10.34%14.22%20.78%15.64%8.09%14.11%10.13%

Monthly Dividends

The table displays the monthly dividend distributions for Voya Russell Mid 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$3.37$0.00$3.37
2025$0.00$0.00$0.00$0.00$1.45$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.45
2024$0.00$0.00$0.00$0.00$1.20$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.20
2023$0.00$0.00$0.00$0.00$1.31$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.31
2022$0.00$0.00$0.00$0.00$1.12$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.12
2021$0.00$0.00$0.00$0.00$1.50$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.50

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 Mid 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 Mid Cap Index Portfolio was 56.44%, occurring on Mar 9, 2009. Recovery took 451 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.44%Mar 2009
9mo 24d1y 9mo
2y 7moMay 2008 - Dec 2010
COVID crash2020
-40.41%Mar 2020
1mo 1d7mo 17d
8mo 18dFeb 2020 - Nov 2020
Bear market2022
-26.26%Oct 2022
11mo 1d1y 5mo
2y 4moNov 2021 - Mar 2024
2011 bear market2011
-24.37%Oct 2011
2mo 27d5mo 14d
8mo 11dJul 2011 - Mar 2012
Rate-hike selloffLate 2018
-21.30%Dec 2018
3mo 26d3mo 19d
7mo 15dAug 2018 - Apr 2019

Drawdown Indicators


IIRMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.44%

-56.78%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.10%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-18.90%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-25.43%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

-33.92%

-6.49%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.88%

-10.72%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

1.97%

+0.20%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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