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ISIN
US92914K8595
Issuer
Voya
Inception Date
Dec 9, 2001
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

IUAIX Performance Chart

VY Invesco Equity and Income Portfolio (IUAIX) is up 6.9% since the beginning of the year. IUAIX is currently trading at $36 per share. Investors who bought $1,000 worth of IUAIX shares 5 years ago would now be looking at an investment worth $1,395.


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S&P 500 Index

Returns By Period

VY Invesco Equity and Income Portfolio (IUAIX) has returned 6.90% so far this year and 16.68% over the past 12 months. Over the last ten years, IUAIX has returned 9.04% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.


VY Invesco Equity and Income Portfolio

1D
1.10%
1M
1.56%
YTD
6.90%
6M
5.98%
1Y
16.68%
3Y*
13.23%
5Y*
6.89%
10Y*
9.04%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
-0.21%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUAIX Monthly Returns History

Based on dividend-adjusted daily data since Dec 10, 2001, IUAIX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IUAIX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +6.4%, while the worst single day was Mar 16, 2020 at -7.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.66%1.69%-3.66%4.81%0.42%0.99%6.90%
20255.01%-3.51%-1.24%-2.90%3.59%4.44%0.84%1.82%0.77%0.27%2.09%-0.50%10.78%
20240.17%2.73%3.66%-3.03%1.78%0.05%3.87%1.02%1.07%-0.16%5.09%-4.54%11.87%
20235.13%-3.18%-1.34%1.34%-2.71%4.66%2.69%-2.21%-2.12%-2.34%5.78%4.78%10.24%
2022-0.74%0.08%-0.25%-5.71%1.67%-7.51%5.44%-1.39%-6.71%7.89%4.18%-3.41%-7.48%
2021-0.57%6.10%3.23%3.15%1.66%-0.58%0.27%1.52%-1.70%3.45%-2.65%3.87%18.85%

Benchmark Metrics

VY Invesco Equity and Income Portfolio has an annualized alpha of 1.19%, beta of 0.68, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 11, 2001.

  • This fund participated in 77.81% of S&P 500 Index downside but only 74.32% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.68 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
1.19%
Beta
0.68
0.86
Upside Capture
74.32%
Downside Capture
77.81%

Expense Ratio

IUAIX has an expense ratio of 0.64%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IUAIX ranks 50 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.


IUAIX Risk / Return Rank: 5050
Overall Rank
IUAIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IUAIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
IUAIX Omega Ratio Rank: 4848
Omega Ratio Rank
IUAIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
IUAIX Martin Ratio Rank: 6969
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 Invesco Equity and Income Portfolio (IUAIX) and compare them to S&P 500 Index.


IUAIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.37

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

3.09

2.69

+0.40

Martin ratioReturn relative to average drawdown

12.75

12.34

+0.40

Dividends

Dividend History

VY Invesco Equity and Income Portfolio provided a 35.14% dividend yield over the last twelve months, with an annual payout of $12.58 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%10.00%20.00%30.00%40.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$12.58$12.58$4.49$3.29$7.75$1.34$2.64$3.25$3.79$2.17$2.75$4.66

Dividend yield

35.14%37.57%10.65%7.88%18.93%2.55%5.81%7.37%9.59%4.57%6.14%11.24%

Monthly Dividends

The table displays the monthly dividend distributions for VY Invesco Equity and Income 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$0.00$12.58$0.00$0.00$0.00$0.00$12.58
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.05$0.00$0.00$0.00$1.43$4.49
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.47$0.00$0.00$0.00$0.82$3.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.04$0.00$0.00$0.00$0.72$7.75
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.67$1.34

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 Invesco Equity and Income 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 Invesco Equity and Income Portfolio was 39.25%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-39.25%Mar 2009
1y 7mo1y 9mo
3y 5moJul 2007 - Dec 2010
Dot-com crash2000–2002
-33.58%Oct 2002
9mo 5d2y 26d
2y 10moJan 2002 - Nov 2004
COVID crash2020
-29.60%Mar 2020
2mo 2d7mo 21d
9mo 23dJan 2020 - Nov 2020
2011 correction2011
-17.14%Oct 2011
5mo 3d7mo 1d
12mo 4dMay 2011 - May 2012
Rate-hike selloffLate 2018
-16.89%Dec 2018
10mo 29d10mo 16d
1y 9moJan 2018 - Nov 2019

Drawdown Indicators


IUAIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.25%

-56.78%

+17.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.04%

-9.10%

+3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-12.62%

-18.90%

+6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-25.43%

+8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-29.60%

-33.92%

+4.32%

Current Drawdown

Current decline from peak

0.00%

-2.97%

+2.97%

Average Drawdown

Average peak-to-trough decline

-5.60%

-10.72%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.97%

-0.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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