GWILX vs. IRVSX
GWILX (Glenmede Women in Leadership U.S. Equity Portfolio) and IRVSX (Voya Russell Large Cap Value Index Portfolio Class S) are both Large Cap Value Equities funds. Over the past 10 years, GWILX returned 10.25%/yr vs 11.52%/yr for IRVSX. Their correlation of 0.84 means they have usually moved in the same direction. GWILX charges 0.85%/yr vs 0.59%/yr for IRVSX.
Performance
GWILX vs. IRVSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GWILX achieves a 3.96% return, which is significantly lower than IRVSX's 19.71% return. Over the past 10 years, GWILX has underperformed IRVSX with an annualized return of 10.25%, while IRVSX has yielded a comparatively higher 11.52% annualized return.
GWILX
- 1D
- -0.88%
- 1M
- 0.11%
- 6M
- 3.01%
- YTD
- 3.96%
- 1Y
- 10.05%
- 3Y*
- 10.86%
- 5Y*
- 6.30%
- 10Y*
- 10.25%
- ALL TIME*
- 10.64%
IRVSX
- 1D
- 0.79%
- 1M
- 1.65%
- 6M
- 14.44%
- YTD
- 19.71%
- 1Y
- 31.48%
- 3Y*
- 18.16%
- 5Y*
- 12.07%
- 10Y*
- 11.52%
- ALL TIME*
- 12.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GWILX vs. IRVSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWILX Glenmede Women in Leadership U.S. Equity Portfolio | 3.96% | 8.19% | 15.76% | 17.36% | -13.71% | 24.45% | 7.84% | 26.88% | -8.65% | 22.90% |
IRVSX Voya Russell Large Cap Value Index Portfolio Class S | 19.71% | 17.81% | 14.66% | 9.98% | -5.71% | 22.68% | 1.11% | 25.45% | -6.83% | 13.20% |
Correlation
The correlation between GWILX and IRVSX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.84 |
Over the past year, the correlation between GWILX and IRVSX has dropped to 0.55 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GWILX vs. IRVSX — Risk / Return Rank
GWILX
IRVSX
GWILX vs. IRVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) and Voya Russell Large Cap Value Index Portfolio Class S (IRVSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| GWILX | IRVSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.53 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 4.94 | -4.34 |
| Martin ratioReturn relative to average drawdown | 1.69 | 21.20 | -19.51 |
Loading charts...
Drawdowns
GWILX vs. IRVSX - Drawdown Comparison
The maximum GWILX drawdown since its inception was -38.22%, which is greater than IRVSX's maximum drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for GWILX and IRVSX.
Loading charts...
Drawdown Indicators
| GWILX | IRVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -35.70% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -6.70% | -6.42% |
Max Drawdown (3Y)Largest decline over 3 years | -25.73% | -13.41% | -12.32% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -18.49% | -7.24% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -35.70% | -2.52% |
Current DrawdownCurrent decline from peak | -2.79% | -0.31% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -3.86% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 1.54% | +3.08% |
Volatility
GWILX vs. IRVSX - Volatility Comparison
Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) has a higher volatility of 3.84% compared to Voya Russell Large Cap Value Index Portfolio Class S (IRVSX) at 3.07%. This indicates that GWILX's price experiences larger fluctuations and is considered to be riskier than IRVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GWILX | IRVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.07% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 8.55% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 11.08% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.41% | 14.25% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.12% | 16.80% | +2.32% |
GWILX vs. IRVSX - Expense Ratio Comparison
GWILX has a 0.85% expense ratio, which is higher than IRVSX's 0.59% expense ratio.
Dividends
GWILX vs. IRVSX - Dividend Comparison
GWILX's dividend yield for the trailing twelve months is around 89.96%, more than IRVSX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWILX Glenmede Women in Leadership U.S. Equity Portfolio | 89.96% | 94.11% | 13.95% | 5.36% | 3.42% | 21.17% | 0.94% | 0.92% | 4.73% | 1.17% | 1.44% | 0.00% |
IRVSX Voya Russell Large Cap Value Index Portfolio Class S | 3.45% | 27.68% | 3.39% | 1.77% | 1.19% | 1.75% | 3.72% | 5.71% | 6.06% | 1.74% | 2.76% | 2.91% |
Frequently Asked Questions
GWILX and IRVSX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GWILX has higher volatility (3.84%) compared to IRVSX (3.07%). In terms of maximum drawdown, GWILX dropped -38.22% vs IRVSX's -35.70%.
IRVSX currently has the higher Sharpe Ratio (2.99 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GWILX and IRVSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer