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IAE vs. IIRLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAE vs. IIRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Asia Pacific High Dividend Equity Income Fund (IAE) and Voya Russell Large Cap Index Portfolio (IIRLX). The values are adjusted to include any dividend payments, if applicable.

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IAE vs. IIRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAE
Voya Asia Pacific High Dividend Equity Income Fund
2.87%35.90%14.60%9.06%-13.97%3.60%13.77%9.62%-11.31%30.19%
IIRLX
Voya Russell Large Cap Index Portfolio
-8.38%18.77%26.95%29.41%-20.07%27.26%21.71%31.18%-3.45%22.58%

Returns By Period

In the year-to-date period, IAE achieves a 2.87% return, which is significantly higher than IIRLX's -8.38% return. Over the past 10 years, IAE has underperformed IIRLX with an annualized return of 9.05%, while IIRLX has yielded a comparatively higher 14.17% annualized return.


IAE

1D
4.10%
1M
-8.50%
YTD
2.87%
6M
3.38%
1Y
34.46%
3Y*
18.67%
5Y*
7.30%
10Y*
9.05%

IIRLX

1D
-0.27%
1M
-7.68%
YTD
-8.38%
6M
-5.73%
1Y
14.40%
3Y*
18.08%
5Y*
11.61%
10Y*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAE vs. IIRLX - Expense Ratio Comparison

IAE has a 0.02% expense ratio, which is lower than IIRLX's 0.36% expense ratio.


Return for Risk

IAE vs. IIRLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAE
IAE Risk / Return Rank: 8585
Overall Rank
IAE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IAE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IAE Omega Ratio Rank: 8383
Omega Ratio Rank
IAE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IAE Martin Ratio Rank: 8383
Martin Ratio Rank

IIRLX
IIRLX Risk / Return Rank: 2626
Overall Rank
IIRLX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IIRLX Sortino Ratio Rank: 4040
Sortino Ratio Rank
IIRLX Omega Ratio Rank: 3737
Omega Ratio Rank
IIRLX Calmar Ratio Rank: 1010
Calmar Ratio Rank
IIRLX Martin Ratio Rank: 1111
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.

IAE vs. IIRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Asia Pacific High Dividend Equity Income Fund (IAE) and Voya Russell Large Cap Index Portfolio (IIRLX). 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.


IAEIIRLXDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.74

+0.90

Sortino ratio

Return per unit of downside risk

2.19

1.26

+0.94

Omega ratio

Gain probability vs. loss probability

1.34

1.17

+0.16

Calmar ratio

Return relative to maximum drawdown

2.65

0.22

+2.42

Martin ratio

Return relative to average drawdown

8.47

0.81

+7.66

IAE vs. IIRLX - Sharpe Ratio Comparison

The current IAE Sharpe Ratio is 1.64, which is higher than the IIRLX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IAE and IIRLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IAEIIRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.74

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.68

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.78

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.56

-0.39

Correlation

The correlation between IAE and IIRLX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IAE vs. IIRLX - Dividend Comparison

IAE's dividend yield for the trailing twelve months is around 11.47%, more than IIRLX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
IAE
Voya Asia Pacific High Dividend Equity Income Fund
11.47%11.61%13.37%10.65%14.03%10.60%9.97%9.88%9.61%7.82%11.14%12.74%
IIRLX
Voya Russell Large Cap Index Portfolio
4.11%3.76%0.96%1.14%5.04%4.77%4.71%4.35%1.73%1.47%1.77%1.66%

Drawdowns

IAE vs. IIRLX - Drawdown Comparison

The maximum IAE drawdown since its inception was -60.72%, which is greater than IIRLX's maximum drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for IAE and IIRLX.


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Drawdown Indicators


IAEIIRLXDifference

Max Drawdown

Largest peak-to-trough decline

-60.72%

-50.33%

-10.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-11.99%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-32.87%

-25.83%

-7.04%

Max Drawdown (10Y)

Largest decline over 10 years

-42.44%

-32.60%

-9.84%

Current Drawdown

Current decline from peak

-9.29%

-9.83%

+0.54%

Average Drawdown

Average peak-to-trough decline

-13.86%

-6.83%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

5.36%

-1.34%

Volatility

IAE vs. IIRLX - Volatility Comparison

Voya Asia Pacific High Dividend Equity Income Fund (IAE) has a higher volatility of 9.79% compared to Voya Russell Large Cap Index Portfolio (IIRLX) at 4.31%. This indicates that IAE's price experiences larger fluctuations and is considered to be riskier than IIRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAEIIRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

4.31%

+5.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

9.23%

+7.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.12%

19.71%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

17.56%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

18.39%

+0.88%