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ISIN
US92914F6786
Issuer
Voya
Inception Date
Feb 17, 1998
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

IJPIX Performance Chart

VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) is up 32.9% since the beginning of the year. IJPIX is currently trading at $18 per share. Investors who bought $1,000 worth of IJPIX shares 5 years ago would now be looking at an investment worth $1,308.


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S&P 500 Index

Returns By Period

VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) has returned 32.86% so far this year and 65.28% over the past 12 months. Over the last ten years, IJPIX has returned 11.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


VY JPMorgan Emerging Markets Equity Portfolio

1D
0.79%
1M
9.68%
YTD
32.86%
6M
35.48%
1Y
65.28%
3Y*
24.53%
5Y*
5.52%
10Y*
11.35%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJPIX Monthly Returns History

Based on dividend-adjusted daily data since Feb 23, 1998, IJPIX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +17.5%, while the worst month was Aug 1998 at -31.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IJPIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +15.4%, while the worst single day was Oct 15, 2008 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.24%3.84%-9.07%15.04%8.18%2.58%32.86%
20255.45%-2.81%1.64%0.54%7.12%4.64%0.68%4.10%6.24%5.21%-1.57%2.67%38.95%
2024-4.86%4.34%2.61%-1.59%1.29%3.03%-0.87%1.34%4.35%-2.83%-3.45%-0.95%1.91%
20239.69%-6.35%1.82%-1.30%-2.14%4.71%3.70%-6.93%-3.72%-2.72%7.41%3.78%6.58%
2022-4.90%-7.54%-4.68%-7.10%1.01%-4.95%1.04%-1.33%-11.20%-2.75%17.54%-2.40%-26.16%
20212.63%-0.71%-3.84%1.94%2.12%1.36%-7.36%4.40%-4.65%0.58%-5.38%-0.82%-10.00%

Benchmark Metrics

VY JPMorgan Emerging Markets Equity Portfolio has an annualized alpha of 1.99%, beta of 0.84, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since February 24, 1998.

  • This fund captured 111.38% of S&P 500 Index gains and 109.94% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
1.99%
Beta
0.84
0.54
Upside Capture
111.38%
Downside Capture
109.94%

Expense Ratio

IJPIX has a high expense ratio of 1.51%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

IJPIX ranks 94 for risk / return — in the top 94% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IJPIX Risk / Return Rank: 9494
Overall Rank
IJPIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IJPIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
IJPIX Omega Ratio Rank: 9090
Omega Ratio Rank
IJPIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
IJPIX Martin Ratio Rank: 9696
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 VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) and compare them to S&P 500 Index.


IJPIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.67

1.41

+0.27

Calmar ratioReturn relative to maximum drawdown

5.99

2.93

+3.07

Martin ratioReturn relative to average drawdown

24.59

13.52

+11.07

Dividends

Dividend History

VY JPMorgan Emerging Markets Equity Portfolio provided a 19.48% dividend yield over the last twelve months, with an annual payout of $3.49 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.49$3.49$0.10$0.21$5.04$1.98$1.57$1.18$0.12$0.09$0.17$1.27

Dividend yield

19.48%25.88%0.82%1.67%42.85%8.66%5.75%5.37%0.66%0.40%1.15%9.47%

Monthly Dividends

The table displays the monthly dividend distributions for VY JPMorgan Emerging Markets Equity 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$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.00$3.38$0.00$0.00$0.00$3.49
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.10
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.21
2022$0.00$0.00$0.00$0.00$0.00$0.00$5.04$0.00$0.00$0.00$0.00$0.00$5.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$1.98$0.00$0.00$0.00$0.00$0.00$1.98

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 JPMorgan Emerging Markets Equity 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 JPMorgan Emerging Markets Equity Portfolio was 64.21%, occurring on Nov 20, 2008. Recovery took 2129 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-64.21%Nov 2008
1y 20d8y 5mo
9y 6moNov 2007 - May 2017
Dot-com crash2000–2002
-56.12%Sep 2001
1y 7mo3y 10mo
5y 5moFeb 2000 - Aug 2005
Bear market2022
-49.88%Oct 2022
1y 8mo3y 4mo
5y 4dFeb 2021 - Feb 2026
1998 bear market1998
-43.76%Aug 1998
4mo 17d1y 3mo
1y 7moApr 1998 - Dec 1999
COVID crash2020
-32.78%Mar 2020
2mo 2d4mo 8d
6mo 10dJan 2020 - Jul 2020

Drawdown Indicators


IJPIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-64.21%

-56.78%

-7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-9.10%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.42%

-18.90%

+3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-45.22%

-25.43%

-19.79%

Max Drawdown (10Y)

Largest decline over 10 years

-49.88%

-33.92%

-15.96%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-20.12%

-10.72%

-9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.97%

+0.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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