- ISIN
- US92918A3032
- CUSIP
- 92918A303
- Issuer
- Voya
- Inception Date
- Feb 3, 1998
- Category
- Mid Cap Blend Equities
- Min. Investment
- $250,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
VYMSX Performance Chart
Voya Mid Cap Research Enhanced Index Fund (VYMSX) is up 17.5% since the beginning of the year. VYMSX is currently trading at $19 per share. Investors who bought $1,000 worth of VYMSX shares 5 years ago would now be looking at an investment worth $1,597.
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Returns By Period
Voya Mid Cap Research Enhanced Index Fund (VYMSX) has returned 17.52% so far this year and 28.62% over the past 12 months. Over the last ten years, VYMSX has returned 10.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Voya Mid Cap Research Enhanced Index Fund
- 1D
- 1.78%
- 1M
- 4.37%
- YTD
- 17.52%
- 6M
- 14.73%
- 1Y
- 28.62%
- 3Y*
- 16.41%
- 5Y*
- 9.82%
- 10Y*
- 10.67%
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%
VYMSX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 1999, VYMSX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -21.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VYMSX closed higher 52% of trading days. The best single day was Dec 16, 2021 with a return of +15.2%, 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 | 3.62% | 0.72% | -5.79% | 11.67% | 3.92% | 3.01% | 17.52% | ||||||
| 2025 | 4.19% | -6.70% | -3.72% | -1.88% | 6.47% | 2.85% | 1.03% | 4.22% | 0.00% | -0.78% | 2.85% | -1.18% | 6.79% |
| 2024 | -1.23% | 5.64% | 5.90% | -5.91% | 3.92% | -1.69% | 6.05% | 0.05% | 1.19% | -0.66% | 8.98% | -6.91% | 14.92% |
| 2023 | 9.09% | -1.65% | -3.42% | -1.02% | -2.85% | 9.62% | 4.05% | -2.79% | -5.13% | -5.58% | 8.99% | 8.82% | 17.35% |
| 2022 | -6.68% | 0.21% | 1.12% | -6.59% | 0.68% | -10.15% | 10.92% | -3.60% | -9.98% | 10.82% | 6.08% | -5.59% | -14.63% |
| 2021 | 0.94% | 6.50% | 5.44% | 5.16% | 1.34% | -1.42% | 1.53% | 2.28% | -4.33% | 5.64% | -3.13% | 5.28% | 27.47% |
Benchmark Metrics
Voya Mid Cap Research Enhanced Index Fund has an annualized alpha of 2.29%, beta of 1.02, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 04, 1999.
- This fund captured 108.66% of S&P 500 Index gains but only 99.43% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.02 and R2 of 0.79, 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
- 2.29%
- Beta
- 1.02
- R²
- 0.79
- Upside Capture
- 108.66%
- Downside Capture
- 99.43%
Expense Ratio
VYMSX has an expense ratio of 0.82%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VYMSX ranks 52 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 Voya Mid Cap Research Enhanced Index Fund (VYMSX) 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.
| VYMSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.78 | +0.32 |
| Martin ratioReturn relative to average drawdown | 12.02 | 12.44 | -0.42 |
Dividends
Dividend History
Voya Mid Cap Research Enhanced Index Fund provided a 25.33% dividend yield over the last twelve months, with an annual payout of $4.77 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.77 | $4.77 | $2.23 | $0.18 | $1.09 | $2.97 | $0.14 | $0.34 | $1.78 | $1.34 | $0.31 | $0.98 |
Dividend yield | 25.33% | 29.77% | 11.50% | 0.96% | 6.78% | 14.81% | 0.79% | 2.00% | 13.24% | 7.58% | 1.83% | 6.83% |
Monthly Dividends
The table displays the monthly dividend distributions for Voya Mid Cap Research Enhanced Index Fund. 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.77 | $4.77 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.23 | $2.23 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $1.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.97 | $2.97 |
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 Voya Mid Cap Research Enhanced Index Fund. 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 Voya Mid Cap Research Enhanced Index Fund was 57.85%, occurring on Mar 9, 2009. Recovery took 524 trading sessions.
The current Voya Mid Cap Research Enhanced Index Fund drawdown is 0.16%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -57.85%Mar 2009 | 1y 7mo | 2y 27d | 3y 8moJul 2007 - Apr 2011 |
COVID crash2020 | -43.69%Mar 2020 | 2mo 6d | 8mo 5d | 10mo 11dJan 2020 - Nov 2020 |
Bear market2022 | -31.71%Sep 2022 | 9mo 13d | 1y 9mo | 2y 7moDec 2021 - Jul 2024 |
Dot-com crash2000–2002 | -29.67%Oct 2002 | 5mo 20d | 1y 5d | 1y 5moApr 2002 - Oct 2003 |
2011 bear market2011 | -26.16%Oct 2011 | 2mo 27d | 5mo 12d | 8mo 9dJul 2011 - Mar 2012 |
Drawdown Indicators
| VYMSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.85% | -56.78% | -1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -9.10% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -24.02% | -18.90% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.71% | -25.43% | -6.28% |
Max Drawdown (10Y)Largest decline over 10 years | -43.69% | -33.92% | -9.77% |
Current DrawdownCurrent decline from peak | -0.16% | -1.80% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -10.71% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.03% | +0.56% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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