IEDAX vs. VTI
IEDAX (Voya Large Cap Value Fund) and VTI (Vanguard Total Stock Market ETF) are both funds - IEDAX is a Large Cap Value Equities fund managed by Voya, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, IEDAX returned 12.63%/yr vs 15.31%/yr for VTI. Their correlation of 0.91 suggests significant overlap in exposure. IEDAX charges 1.10%/yr vs 0.03%/yr for VTI.
Performance
IEDAX vs. VTI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IEDAX having a 10.50% return and VTI slightly lower at 10.35%. Over the past 10 years, IEDAX has underperformed VTI with an annualized return of 12.63%, while VTI has yielded a comparatively higher 15.31% annualized return.
IEDAX
- 1D
- 0.87%
- 1M
- 4.01%
- YTD
- 10.50%
- 6M
- 9.74%
- 1Y
- 19.33%
- 3Y*
- 16.35%
- 5Y*
- 11.76%
- 10Y*
- 12.63%
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
IEDAX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEDAX Voya Large Cap Value Fund | 10.50% | 12.42% | 16.47% | 13.26% | -3.86% | 26.38% | 5.53% | 35.63% | -8.29% | 13.36% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between IEDAX and VTI is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2007 | 0.91 |
The correlation between IEDAX and VTI shifts across timeframes, from 0.73 (3 years) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IEDAX vs. VTI — Risk / Return Rank
IEDAX
VTI
IEDAX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Value Fund (IEDAX) and Vanguard Total Stock Market ETF (VTI). 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.
| IEDAX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 3.06 | -0.93 |
| Martin ratioReturn relative to average drawdown | 8.31 | 13.68 | -5.36 |
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Drawdowns
IEDAX vs. VTI - Drawdown Comparison
The maximum IEDAX drawdown since its inception was -47.31%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IEDAX and VTI.
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Drawdown Indicators
| IEDAX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.31% | -55.45% | +8.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.04% | -8.92% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -19.30% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.40% | -25.36% | +2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -39.36% | -35.00% | -4.36% |
Current DrawdownCurrent decline from peak | -0.55% | -1.48% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -8.01% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.99% | +0.50% |
Volatility
IEDAX vs. VTI - Volatility Comparison
The current volatility for Voya Large Cap Value Fund (IEDAX) is 4.34%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that IEDAX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEDAX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 4.74% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 9.96% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 12.76% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 17.49% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 18.35% | +0.50% |
IEDAX vs. VTI - Expense Ratio Comparison
IEDAX has a 1.10% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
IEDAX vs. VTI - Dividend Comparison
IEDAX's dividend yield for the trailing twelve months is around 7.23%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDAX Voya Large Cap Value Fund | 7.23% | 8.03% | 15.43% | 10.92% | 8.06% | 16.02% | 9.13% | 17.61% | 11.75% | 11.03% | 1.89% | 8.59% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
IEDAX and VTI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.74%) compared to IEDAX (4.34%). In terms of maximum drawdown, IEDAX dropped -47.31% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.14 vs 1.78), 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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