IEDAX vs. IEOSX
Compare and contrast key facts about Voya Large Cap Value Fund (IEDAX) and Voya Large Cap Growth Portfolio (IEOSX).
IEDAX is managed by Voya. It was launched on Dec 18, 2007. IEOSX is managed by Voya. It was launched on May 3, 2004.
Performance
IEDAX vs. IEOSX - Performance Comparison
Loading graphics...
IEDAX vs. IEOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEDAX Voya Large Cap Value Fund | -5.90% | 12.42% | 16.47% | 13.26% | -3.86% | 26.38% | 5.53% | 35.63% | -8.29% | 13.36% |
IEOSX Voya Large Cap Growth Portfolio | -14.02% | 15.13% | 34.53% | 37.38% | -30.74% | 19.20% | 30.20% | 32.51% | -2.11% | 29.48% |
Returns By Period
In the year-to-date period, IEDAX achieves a -5.90% return, which is significantly higher than IEOSX's -14.02% return. Over the past 10 years, IEDAX has underperformed IEOSX with an annualized return of 11.18%, while IEOSX has yielded a comparatively higher 13.14% annualized return.
IEDAX
- 1D
- -0.28%
- 1M
- -8.14%
- YTD
- -5.90%
- 6M
- -2.15%
- 1Y
- 2.54%
- 3Y*
- 10.82%
- 5Y*
- 8.70%
- 10Y*
- 11.18%
IEOSX
- 1D
- -0.87%
- 1M
- -9.49%
- YTD
- -14.02%
- 6M
- -13.31%
- 1Y
- 11.30%
- 3Y*
- 17.92%
- 5Y*
- 8.74%
- 10Y*
- 13.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IEDAX vs. IEOSX - Expense Ratio Comparison
IEDAX has a 1.10% expense ratio, which is higher than IEOSX's 0.92% expense ratio.
Return for Risk
IEDAX vs. IEOSX — Risk / Return Rank
IEDAX
IEOSX
IEDAX vs. IEOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Value Fund (IEDAX) and Voya Large Cap Growth Portfolio (IEOSX). 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.
| IEDAX | IEOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 0.42 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.35 | 0.81 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.11 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.27 | +0.29 |
Martin ratioReturn relative to average drawdown | 0.10 | -0.80 | +0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IEDAX | IEOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.42 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.40 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.55 | -0.10 |
Correlation
The correlation between IEDAX and IEOSX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IEDAX vs. IEOSX - Dividend Comparison
IEDAX's dividend yield for the trailing twelve months is around 8.53%, less than IEOSX's 14.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDAX Voya Large Cap Value Fund | 8.53% | 8.03% | 15.43% | 10.92% | 8.06% | 16.02% | 9.13% | 17.61% | 11.75% | 11.03% | 1.89% | 8.59% |
IEOSX Voya Large Cap Growth Portfolio | 14.16% | 12.18% | 0.00% | 0.00% | 64.49% | 21.60% | 11.24% | 17.89% | 16.66% | 7.29% | 15.02% | 11.09% |
Drawdowns
IEDAX vs. IEOSX - Drawdown Comparison
The maximum IEDAX drawdown since its inception was -47.31%, which is greater than IEOSX's maximum drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IEDAX and IEOSX.
Loading graphics...
Drawdown Indicators
| IEDAX | IEOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.31% | -44.03% | -3.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -17.29% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.40% | -34.91% | +12.51% |
Max Drawdown (10Y)Largest decline over 10 years | -39.36% | -34.91% | -4.45% |
Current DrawdownCurrent decline from peak | -10.04% | -17.29% | +7.25% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -6.55% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 8.21% | -4.63% |
Volatility
IEDAX vs. IEOSX - Volatility Comparison
The current volatility for Voya Large Cap Value Fund (IEDAX) is 3.89%, while Voya Large Cap Growth Portfolio (IEOSX) has a volatility of 5.70%. This indicates that IEDAX experiences smaller price fluctuations and is considered to be less risky than IEOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IEDAX | IEOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 5.70% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 12.21% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 24.38% | -8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 22.46% | -5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 21.37% | -2.58% |