- ISIN
- US92914G6199
- CUSIP
- 01859M101
- Issuer
- Voya
- Inception Date
- Dec 16, 2003
- Category
- Diversified Portfolio
- 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
ITRAX Performance Chart
VY® T. Rowe Price Capital Appreciation Portfolio (ITRAX) is up 4.9% since the beginning of the year. ITRAX is currently trading at $23 per share. Investors who bought $1,000 worth of ITRAX shares 5 years ago would now be looking at an investment worth $1,409.
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Returns By Period
VY® T. Rowe Price Capital Appreciation Portfolio (ITRAX) has returned 4.86% so far this year and 6.54% over the past 12 months. Over the last ten years, ITRAX has returned 10.22% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
VY® T. Rowe Price Capital Appreciation Portfolio
- 1D
- 1.07%
- 1M
- -0.66%
- 6M
- 4.65%
- YTD
- 4.86%
- 1Y
- 6.54%
- 3Y*
- 10.55%
- 5Y*
- 7.10%
- 10Y*
- 10.22%
- ALL TIME*
- 7.79%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ITRAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2002, ITRAX's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +10.1%, while the worst month was Jul 2003 at -22.9%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ITRAX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +9.5%, while the worst single day was Jul 31, 2003 at -23.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.20% | -0.69% | -3.30% | 6.57% | 2.89% | -0.42% | -0.20% | 4.86% | |||||
| 2025 | 3.94% | -3.97% | -0.11% | -0.00% | 2.96% | 3.25% | 2.28% | 0.66% | 0.98% | 1.22% | 0.84% | -2.07% | 10.14% |
| 2024 | 0.33% | 2.76% | 1.76% | -2.56% | 2.39% | 2.01% | 2.24% | 1.12% | 1.94% | -0.19% | 1.99% | -2.13% | 12.12% |
| 2023 | 5.00% | -1.99% | 3.21% | 1.27% | -0.44% | 3.57% | 2.19% | -0.52% | -3.11% | -2.32% | 6.38% | 4.16% | 18.26% |
| 2022 | -3.98% | -0.84% | 1.77% | -6.78% | 0.57% | -5.92% | 8.23% | -3.66% | -6.80% | 3.90% | 4.84% | -3.31% | -12.54% |
| 2021 | -1.97% | 2.22% | 3.77% | 4.53% | 0.15% | 0.77% | 2.19% | 1.80% | -2.37% | 4.61% | -1.70% | 2.95% | 17.94% |
Benchmark Metrics
VY® T. Rowe Price Capital Appreciation Portfolio has an annualized alpha of 2.90%, beta of 0.60, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 03, 2002.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (64.83%) than losses (60.73%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.90% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.60 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.90%
- Beta
- 0.60
- R²
- 0.68
- Upside Capture
- 64.83%
- Downside Capture
- 60.73%
Expense Ratio
ITRAX has a high expense ratio of 1.24%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ITRAX ranks 14 for risk / return — above 14% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for VY® T. Rowe Price Capital Appreciation Portfolio (ITRAX) 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.
| ITRAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.00 | -1.25 |
| Martin ratioReturn relative to average drawdown | 1.66 | 8.49 | -6.83 |
Dividends
Dividend History
VY® T. Rowe Price Capital Appreciation Portfolio provided a 14.63% dividend yield over the last twelve months, with an annual payout of $3.30 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.30 | $4.27 | $0.71 | $2.84 | $3.94 | $4.16 | $2.60 | $1.83 | $2.49 | $1.56 | $2.65 | $4.13 |
Dividend yield | 14.63% | 17.33% | 2.68% | 11.74% | 17.12% | 13.46% | 8.70% | 6.53% | 10.32% | 5.87% | 10.79% | 16.34% |
Monthly Dividends
The table displays the monthly dividend distributions for VY® T. Rowe Price Capital Appreciation 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 | $3.30 | $3.30 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.27 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.27 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.71 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.72 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $2.84 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.71 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $3.94 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $4.16 |
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® T. Rowe Price Capital Appreciation 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® T. Rowe Price Capital Appreciation Portfolio was 42.74%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.
The current VY® T. Rowe Price Capital Appreciation Portfolio drawdown is 7.35%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-42.74%Nov 2008 | 1y 4mo | 1y 11mo | 3y 3moJul 2007 - Nov 2010 | Financial crisis2007–2009 |
-29.05%Aug 2003 | 1y 7mo | 1y 11mo | 3y 6moJan 2002 - Jul 2005 | — |
-27.01%Mar 2020 | 1mo 4d | 3mo 29d | 5mo 3dFeb 2020 - Jul 2020 | COVID crash2020 |
-17.53%Oct 2022 | 9mo 16d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
-14.99%Oct 2011 | 2mo 27d | 4mo 3d | 7moJul 2011 - Feb 2012 | — |
Drawdown Indicators
| ITRAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.74% | -56.78% | +14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -9.10% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -9.99% | -18.90% | +8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -17.53% | -25.43% | +7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -27.01% | -33.92% | +6.91% |
Current DrawdownCurrent decline from peak | -7.35% | -1.58% | -5.77% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -10.70% | +6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 2.14% | +2.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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