- ISIN
- US92914F7776
- Issuer
- Voya
- Inception Date
- May 1, 2002
- Category
- Small Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
IJSSX Performance Chart
VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) is up 15.8% since the beginning of the year. IJSSX is currently trading at $17 per share. Investors who bought $1,000 worth of IJSSX shares 5 years ago would now be looking at an investment worth $1,290.
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Returns By Period
VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) has returned 15.81% so far this year and 27.13% over the past 12 months. Over the last ten years, IJSSX has returned 12.08% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
VY JPMorgan Small Cap Core Equity Portfolio
- 1D
- 1.90%
- 1M
- 3.61%
- YTD
- 15.81%
- 6M
- 12.75%
- 1Y
- 27.13%
- 3Y*
- 12.49%
- 5Y*
- 5.23%
- 10Y*
- 12.08%
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%
IJSSX Monthly Returns History
Based on dividend-adjusted daily data since May 3, 2002, IJSSX's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 2019 with a return of +24.5%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, IJSSX closed higher 52% of trading days. The best single day was Dec 9, 2019 with a return of +21.3%, while the worst single day was Mar 16, 2020 at -14.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.87% | 0.73% | -6.13% | 10.32% | 3.18% | 2.59% | 15.81% | ||||||
| 2025 | 4.94% | -9.29% | -4.20% | -3.15% | 5.94% | 3.87% | 0.99% | 4.91% | -0.91% | -0.42% | 1.84% | -0.14% | 3.33% |
| 2024 | -2.00% | 6.34% | 2.85% | -6.25% | 3.98% | -1.19% | 8.20% | -0.68% | 0.62% | -1.74% | 9.72% | -7.99% | 10.74% |
| 2023 | 9.57% | -1.26% | -5.69% | -1.28% | -2.88% | 8.30% | 4.69% | -4.05% | -5.90% | -6.58% | 9.20% | 9.94% | 12.31% |
| 2022 | -8.11% | 0.63% | 0.41% | -7.80% | -0.28% | -8.26% | 9.87% | -3.25% | -9.44% | 11.30% | 3.69% | -5.54% | -17.82% |
| 2021 | 1.40% | 8.29% | 1.57% | 3.43% | -0.05% | -0.09% | -0.93% | 1.54% | -2.89% | 4.38% | -3.91% | 4.72% | 18.21% |
Benchmark Metrics
VY JPMorgan Small Cap Core Equity Portfolio has an annualized alpha of 1.63%, beta of 1.05, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since May 03, 2002.
- This fund captured 114.51% of S&P 500 Index gains and 107.49% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.05 and R2 of 0.77, 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
- 1.63%
- Beta
- 1.05
- R²
- 0.77
- Upside Capture
- 114.51%
- Downside Capture
- 107.49%
Expense Ratio
IJSSX has a high expense ratio of 1.11%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
IJSSX ranks 42 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) 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.
| IJSSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.78 | -0.10 |
| Martin ratioReturn relative to average drawdown | 9.15 | 12.44 | -3.29 |
Dividends
Dividend History
VY JPMorgan Small Cap Core Equity Portfolio provided a 12.64% dividend yield over the last twelve months, with an annual payout of $2.10 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.10 | $2.10 | $0.04 | $0.97 | $3.21 | $1.05 | $0.00 | $7.72 | $2.62 | $1.19 | $1.69 | $2.48 |
Dividend yield | 12.64% | 14.64% | 0.28% | 6.70% | 23.23% | 5.05% | 0.00% | 48.41% | 15.74% | 5.67% | 8.73% | 14.18% |
Monthly Dividends
The table displays the monthly dividend distributions for VY JPMorgan Small Cap Core Equity Portfolio. 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 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.10 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.05 |
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 Small Cap Core 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 Small Cap Core Equity Portfolio was 55.02%, occurring on Mar 9, 2009. Recovery took 455 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.02%Mar 2009 | 1y 7mo | 1y 9mo | 3y 5moJul 2007 - Dec 2010 |
COVID crash2020 | -42.85%Mar 2020 | 2mo 6d | 7mo 21d | 9mo 27dJan 2020 - Nov 2020 |
2003 bear market2003 | -28.78%Mar 2003 | 10mo | 7mo 22d | 1y 5moMay 2002 - Oct 2003 |
2011 bear market2011 | -28.11%Oct 2011 | 2mo 27d | 5mo 18d | 8mo 15dJul 2011 - Mar 2012 |
Bear market2022 | -28.04%Jun 2022 | 7mo 9d | 2y 4mo | 2y 11moNov 2021 - Oct 2024 |
Drawdown Indicators
| IJSSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.02% | -56.78% | +1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -9.10% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -26.96% | -18.90% | -8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.04% | -25.43% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -33.92% | -8.93% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -10.71% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.03% | +1.16% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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