IDE vs. IRLNX
IDE (Voya Infrastructure, Industrials and Materials Fund) and IRLNX (Voya Russell Large Cap Growth Index Portfolio) are both mutual funds - IDE is a Infrastructure Equities fund managed by Voya, while IRLNX is a Large Cap Growth Equities fund managed by Voya. Over the past 10 years, IDE returned 10.98%/yr vs 17.76%/yr for IRLNX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. IDE charges 0.01%/yr vs 0.43%/yr for IRLNX.
Performance
IDE vs. IRLNX - Performance Comparison
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Returns By Period
In the year-to-date period, IDE achieves a 11.32% return, which is significantly higher than IRLNX's -0.43% return. Over the past 10 years, IDE has underperformed IRLNX with an annualized return of 10.98%, while IRLNX has yielded a comparatively higher 17.76% annualized return.
IDE
- 1D
- 1.47%
- 1M
- -5.35%
- 6M
- 1.72%
- YTD
- 11.32%
- 1Y
- 21.73%
- 3Y*
- 20.57%
- 5Y*
- 9.79%
- 10Y*
- 10.98%
- ALL TIME*
- 7.57%
IRLNX
- 1D
- 3.13%
- 1M
- -3.43%
- 6M
- 1.28%
- YTD
- -0.43%
- 1Y
- 8.09%
- 3Y*
- 19.27%
- 5Y*
- 12.43%
- 10Y*
- 17.76%
- ALL TIME*
- 16.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $502.73K | $436.82K | $481.70K | |
| $0.00 | $0.00 | $0.00 |
IDE vs. IRLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDE Voya Infrastructure, Industrials and Materials Fund | 11.32% | 34.61% | 10.91% | 22.04% | -16.54% | 26.27% | -1.06% | 13.49% | -24.48% | 39.58% |
IRLNX Voya Russell Large Cap Growth Index Portfolio | -0.43% | 18.20% | 34.60% | 46.01% | -30.06% | 30.63% | 38.32% | 35.61% | -2.02% | 31.27% |
Correlation
The correlation between IDE and IRLNX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2010 | 0.54 |
The correlation between IDE and IRLNX shifts across timeframes, from 0.35 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDE vs. IRLNX — Risk / Return Rank
IDE
IRLNX
IDE vs. IRLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Infrastructure, Industrials and Materials Fund (IDE) and Voya Russell Large Cap Growth Index Portfolio (IRLNX). 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.
| IDE | IRLNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.09 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.53 | +0.94 |
| Martin ratioReturn relative to average drawdown | 5.04 | 1.51 | +3.53 |
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Drawdowns
IDE vs. IRLNX - Drawdown Comparison
The maximum IDE drawdown since its inception was -52.43%, which is greater than IRLNX's maximum drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for IDE and IRLNX.
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Drawdown Indicators
| IDE | IRLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.43% | -32.90% | -19.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -16.64% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -23.31% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -32.90% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -52.43% | -32.90% | -19.53% |
Current DrawdownCurrent decline from peak | -5.75% | -9.30% | +3.55% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -4.75% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 5.62% | -1.44% |
Volatility
IDE vs. IRLNX - Volatility Comparison
The current volatility for Voya Infrastructure, Industrials and Materials Fund (IDE) is 4.75%, while Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a volatility of 6.77%. This indicates that IDE experiences smaller price fluctuations and is considered to be less risky than IRLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDE | IRLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 6.77% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 14.77% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 18.43% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 22.34% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.87% | 21.60% | -0.73% |
IDE vs. IRLNX - Expense Ratio Comparison
IDE has a 0.01% expense ratio, which is lower than IRLNX's 0.43% expense ratio.
Dividends
IDE vs. IRLNX - Dividend Comparison
IDE's dividend yield for the trailing twelve months is around 9.16%, less than IRLNX's 20.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDE Voya Infrastructure, Industrials and Materials Fund | 8.40% | 9.76% | 11.12% | 9.00% | 9.99% | 7.58% | 8.89% | 9.02% | 16.46% | 6.88% | 10.67% | 12.56% |
IRLNX Voya Russell Large Cap Growth Index Portfolio | 20.74% | 9.54% | 3.55% | 4.60% | 11.22% | 0.83% | 4.18% | 4.95% | 3.70% | 0.99% | 1.23% | 1.14% |
Frequently Asked Questions
IDE and IRLNX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRLNX has higher volatility (6.77%) compared to IDE (4.75%). In terms of maximum drawdown, IDE dropped -52.43% vs IRLNX's -32.90%.
IDE currently has the higher Sharpe Ratio (1.41 vs 0.48), 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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