IBGIX vs. IIBAX
IBGIX (VY Baron Growth Portfolio) and IIBAX (Voya Intermediate Bond Fund) are both mutual funds - IBGIX is a Mid Cap Growth Equities fund managed by Voya, while IIBAX is a Intermediate Core-Plus Bond fund managed by Voya. Over the past 10 years, IBGIX returned 14.33%/yr vs 1.51%/yr for IIBAX. Their -0.10 correlation means they have often moved in opposite directions in the past. IBGIX charges 0.99%/yr vs 0.69%/yr for IIBAX.
Performance
IBGIX vs. IIBAX - Performance Comparison
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Returns By Period
In the year-to-date period, IBGIX achieves a -14.46% return, which is significantly lower than IIBAX's -0.71% return. Over the past 10 years, IBGIX has outperformed IIBAX with an annualized return of 14.33%, while IIBAX has yielded a comparatively lower 1.51% annualized return.
IBGIX
- 1D
- -0.73%
- 1M
- -5.19%
- 6M
- -10.65%
- YTD
- -14.46%
- 1Y
- -19.23%
- 3Y*
- -7.10%
- 5Y*
- -4.62%
- 10Y*
- 14.33%
- ALL TIME*
- 8.56%
IIBAX
- 1D
- 0.00%
- 1M
- -1.49%
- 6M
- -0.96%
- YTD
- -0.71%
- 1Y
- 1.73%
- 3Y*
- 4.01%
- 5Y*
- -0.51%
- 10Y*
- 1.51%
- ALL TIME*
- 4.01%
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 |
IBGIX vs. IIBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | -14.46% | -10.40% | 4.84% | 15.02% | -23.40% | 20.76% | 33.55% | 166.57% | -1.63% | 28.50% |
IIBAX Voya Intermediate Bond Fund | -0.71% | 6.42% | 2.65% | 7.04% | -15.11% | -1.79% | 7.75% | 9.57% | -0.59% | 4.48% |
Correlation
The correlation between IBGIX and IIBAX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2002 | -0.10 |
The correlation between IBGIX and IIBAX shifts across timeframes, from -0.10 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBGIX vs. IIBAX — Risk / Return Rank
IBGIX
IIBAX
IBGIX vs. IIBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Baron Growth Portfolio (IBGIX) and Voya Intermediate Bond Fund (IIBAX). 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.
| IBGIX | IIBAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.10 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 0.74 | -1.68 |
| Martin ratioReturn relative to average drawdown | -1.60 | 1.83 | -3.43 |
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Drawdowns
IBGIX vs. IIBAX - Drawdown Comparison
The maximum IBGIX drawdown since its inception was -57.44%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for IBGIX and IIBAX.
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Drawdown Indicators
| IBGIX | IIBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.44% | -20.34% | -37.10% |
Max Drawdown (1Y)Largest decline over 1 year | -23.13% | -3.10% | -20.03% |
Max Drawdown (3Y)Largest decline over 3 years | -30.02% | -5.20% | -24.82% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -20.01% | -14.37% |
Max Drawdown (10Y)Largest decline over 10 years | -40.82% | -20.34% | -20.48% |
Current DrawdownCurrent decline from peak | -30.18% | -3.21% | -26.97% |
Average DrawdownAverage peak-to-trough decline | -14.21% | -2.88% | -11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.37% | 1.21% | +13.16% |
Volatility
IBGIX vs. IIBAX - Volatility Comparison
VY Baron Growth Portfolio (IBGIX) has a higher volatility of 6.58% compared to Voya Intermediate Bond Fund (IIBAX) at 1.02%. This indicates that IBGIX's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBGIX | IIBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 1.02% | +5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 3.31% | +11.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 4.26% | +14.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 6.01% | +14.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.99% | 5.04% | +30.95% |
IBGIX vs. IIBAX - Expense Ratio Comparison
IBGIX has a 0.99% expense ratio, which is higher than IIBAX's 0.69% expense ratio.
Dividends
IBGIX vs. IIBAX - Dividend Comparison
IBGIX's dividend yield for the trailing twelve months is around 301.33%, more than IIBAX's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | 301.33% | 24.66% | 4.13% | 5.23% | 11.56% | 6.89% | 0.00% | 107.13% | 11.51% | 12.13% | 11.71% | 8.93% |
IIBAX Voya Intermediate Bond Fund | 3.30% | 3.43% | 4.50% | 4.05% | 1.98% | 2.03% | 4.69% | 3.23% | 2.93% | 2.88% | 2.96% | 2.45% |
Frequently Asked Questions
IBGIX and IIBAX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBGIX has higher volatility (6.58%) compared to IIBAX (1.02%). In terms of maximum drawdown, IBGIX dropped -57.44% vs IIBAX's -20.34%.
IIBAX currently has the higher Sharpe Ratio (0.54 vs -1.15), 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.
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