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ISIN
US92914G5779
Issuer
Voya
Inception Date
Jan 24, 1989
Category
REIT
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Real Estate

Share Price Chart


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Performance

IVRSX Performance Chart

VY CBRE Real Estate Portfolio (IVRSX) is up 14.5% since the beginning of the year. IVRSX is currently trading at $31 per share. Investors who bought $1,000 worth of IVRSX shares 5 years ago would now be looking at an investment worth $1,215.


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S&P 500 Index

Returns By Period

VY CBRE Real Estate Portfolio (IVRSX) has returned 14.49% so far this year and 15.37% over the past 12 months. Over the last ten years, IVRSX has returned 5.25% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


VY CBRE Real Estate Portfolio

1D
0.35%
1M
-0.73%
YTD
14.49%
6M
14.57%
1Y
15.37%
3Y*
8.80%
5Y*
3.97%
10Y*
5.25%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVRSX Monthly Returns History

Based on dividend-adjusted daily data since Mar 14, 1989, IVRSX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +32.6%, while the worst month was Oct 2008 at -30.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 8 months.

On a daily basis, IVRSX closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +18.4%, while the worst single day was Mar 16, 2020 at -19.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.63%8.06%-5.67%8.94%-0.10%0.55%14.49%
20251.72%1.20%-2.93%-2.45%1.76%-0.88%-1.01%3.11%0.86%-0.82%2.65%-2.97%-0.01%
2024-4.06%1.60%1.90%-7.24%4.25%1.93%6.26%5.93%2.02%-1.95%1.76%-7.00%4.32%
202311.42%-4.34%-2.76%0.83%-3.10%4.52%2.02%-3.69%-7.19%-4.42%11.32%11.12%14.11%
2022-7.72%-4.00%6.10%-3.83%-7.39%-7.77%9.39%-5.84%-11.99%4.18%5.57%-5.45%-27.22%
20211.00%4.43%4.48%9.11%0.97%2.75%4.95%2.89%-4.38%8.98%-0.68%8.96%51.91%

Benchmark Metrics

VY CBRE Real Estate Portfolio has an annualized alpha of 1.85%, beta of 0.85, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since March 14, 1989.

  • This fund participated in 77.72% of S&P 500 Index downside but only 76.41% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.43 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.85%
Beta
0.85
0.43
Upside Capture
76.41%
Downside Capture
77.72%

Expense Ratio

IVRSX has a high expense ratio of 0.93%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

IVRSX ranks 26 for risk / return — below 26% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IVRSX Risk / Return Rank: 2626
Overall Rank
IVRSX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IVRSX Sortino Ratio Rank: 1919
Sortino Ratio Rank
IVRSX Omega Ratio Rank: 1919
Omega Ratio Rank
IVRSX Calmar Ratio Rank: 3838
Calmar Ratio Rank
IVRSX Martin Ratio Rank: 3232
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 CBRE Real Estate Portfolio (IVRSX) 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.


IVRSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

2.21

2.78

-0.57

Martin ratioReturn relative to average drawdown

6.83

12.44

-5.61

Dividends

Dividend History

VY CBRE Real Estate Portfolio provided a 4.29% dividend yield over the last twelve months, with an annual payout of $1.34 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.34$0.76$0.71$2.46$7.08$0.67$4.30$0.93$3.50$0.78$0.57$0.47

Dividend yield

4.29%2.74%2.50%8.77%26.34%1.46%13.92%2.44%11.42%2.07%1.57%1.31%

Monthly Dividends

The table displays the monthly dividend distributions for VY CBRE Real Estate 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$0.58$0.00$0.00$0.00$0.58
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$0.76
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.00$0.00$0.00$0.00$0.00$0.71
2023$0.00$0.00$0.00$0.00$0.00$0.00$2.46$0.00$0.00$0.00$0.00$0.00$2.46
2022$0.00$0.00$0.00$0.00$0.00$0.00$7.08$0.00$0.00$0.00$0.00$0.00$7.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.67

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 CBRE Real Estate 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 CBRE Real Estate Portfolio was 73.77%, occurring on Mar 6, 2009. Recovery took 981 trading sessions.

The current VY CBRE Real Estate Portfolio drawdown is 2.50%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-73.77%Mar 2009
2y 27d3y 11mo
5y 11moFeb 2007 - Jan 2013
COVID crash2020
-45.19%Mar 2020
1mo 4d1y 23d
1y 1moFeb 2020 - Apr 2021
1990 bear market1990
-37.52%Nov 1990
1y 2mo2y 4mo
3y 7moAug 1989 - Mar 1993
2023 bear market2023
-34.51%Oct 2023
1y 9mo2y 7mo
4y 4moJan 2022 - May 2026
1999 bear market1999
-24.49%Dec 1999
2y 2mo7mo 8d
2y 9moOct 1997 - Jul 2000

Drawdown Indicators


IVRSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-73.77%

-56.78%

-16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-9.10%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-18.90%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-34.51%

-25.43%

-9.08%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

-33.92%

-11.27%

Current Drawdown

Current decline from peak

-2.50%

-1.80%

-0.70%

Average Drawdown

Average peak-to-trough decline

-11.91%

-10.71%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.03%

+0.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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