IBGIX vs. EEOFX
Compare and contrast key facts about VY Baron Growth Portfolio (IBGIX) and Essex Environmental Opportunities Fund (EEOFX).
IBGIX is managed by Voya. It was launched on May 1, 2002. EEOFX is managed by Pear Tree Funds. It was launched on Sep 1, 2017.
Performance
IBGIX vs. EEOFX - Performance Comparison
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IBGIX vs. EEOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | -15.13% | -10.40% | 4.84% | 15.02% | -23.40% | 20.76% | 33.55% | -6.47% | -1.63% | 7.56% |
EEOFX Essex Environmental Opportunities Fund | -3.10% | 23.55% | 1.32% | -1.53% | -27.88% | 10.83% | 62.80% | 25.43% | -15.79% | 3.20% |
Returns By Period
In the year-to-date period, IBGIX achieves a -15.13% return, which is significantly lower than EEOFX's -3.10% return.
IBGIX
- 1D
- 0.25%
- 1M
- -7.46%
- YTD
- -15.13%
- 6M
- -17.09%
- 1Y
- -19.95%
- 3Y*
- -5.32%
- 5Y*
- -3.37%
- 10Y*
- 3.42%
EEOFX
- 1D
- -2.00%
- 1M
- -10.37%
- YTD
- -3.10%
- 6M
- -2.37%
- 1Y
- 30.07%
- 3Y*
- 4.13%
- 5Y*
- -1.95%
- 10Y*
- —
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IBGIX vs. EEOFX - Expense Ratio Comparison
IBGIX has a 0.99% expense ratio, which is lower than EEOFX's 2.11% expense ratio.
Return for Risk
IBGIX vs. EEOFX — Risk / Return Rank
IBGIX
EEOFX
IBGIX vs. EEOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Baron Growth Portfolio (IBGIX) and Essex Environmental Opportunities Fund (EEOFX). 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.
| IBGIX | EEOFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.92 | 1.25 | -2.17 |
Sortino ratioReturn per unit of downside risk | -1.27 | 1.80 | -3.06 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.22 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | -0.96 | 1.53 | -2.49 |
Martin ratioReturn relative to average drawdown | -2.04 | 5.20 | -7.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBGIX | EEOFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | 1.25 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.08 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.26 | -0.09 |
Correlation
The correlation between IBGIX and EEOFX is 0.70, 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
IBGIX vs. EEOFX - Dividend Comparison
IBGIX's dividend yield for the trailing twelve months is around 80.32%, more than EEOFX's 0.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | 80.32% | 24.66% | 4.13% | 5.23% | 11.56% | 6.89% | 0.00% | 11.96% | 11.51% | 12.13% | 11.71% | 8.93% |
EEOFX Essex Environmental Opportunities Fund | 0.07% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBGIX vs. EEOFX - Drawdown Comparison
The maximum IBGIX drawdown since its inception was -57.44%, which is greater than EEOFX's maximum drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for IBGIX and EEOFX.
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Drawdown Indicators
| IBGIX | EEOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.44% | -50.17% | -7.27% |
Max Drawdown (1Y)Largest decline over 1 year | -22.82% | -13.49% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -50.17% | +15.79% |
Max Drawdown (10Y)Largest decline over 10 years | -55.64% | — | — |
Current DrawdownCurrent decline from peak | -30.72% | -25.26% | -5.46% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -19.83% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.87% | 4.37% | +7.50% |
Volatility
IBGIX vs. EEOFX - Volatility Comparison
The current volatility for VY Baron Growth Portfolio (IBGIX) is 5.21%, while Essex Environmental Opportunities Fund (EEOFX) has a volatility of 6.84%. This indicates that IBGIX experiences smaller price fluctuations and is considered to be less risky than EEOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBGIX | EEOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 6.84% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 16.26% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.56% | 23.03% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 24.85% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 24.70% | -1.00% |