IEOSX vs. ET
Compare and contrast key facts about Voya Large Cap Growth Portfolio (IEOSX) and Energy Transfer LP (ET).
IEOSX is managed by Voya. It was launched on May 3, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEOSX or ET.
Key characteristics
| IEOSX | ET | |
|---|---|---|
| YTD Return | 26.73% | 26.43% |
| 1Y Return | 39.74% | 29.04% |
| 3Y Return (Ann) | 7.69% | 28.30% |
| 5Y Return (Ann) | 15.33% | 15.43% |
| 10Y Return (Ann) | 14.40% | 2.43% |
| Sharpe Ratio | 2.24 | 1.77 |
| Sortino Ratio | 2.94 | 2.60 |
| Omega Ratio | 1.40 | 1.32 |
| Calmar Ratio | 1.89 | 1.18 |
| Martin Ratio | 10.78 | 13.48 |
| Ulcer Index | 3.65% | 2.11% |
| Daily Std Dev | 17.59% | 16.12% |
| Max Drawdown | -44.03% | -87.81% |
| Current Drawdown | -1.12% | -0.91% |
Correlation
The correlation between IEOSX and ET is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IEOSX vs. ET - Performance Comparison
The year-to-date returns for both stocks are quite close, with IEOSX having a 26.73% return and ET slightly lower at 26.43%. Over the past 10 years, IEOSX has outperformed ET with an annualized return of 14.40%, while ET has yielded a comparatively lower 2.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IEOSX vs. ET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Energy Transfer LP (ET). 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.
Dividends
IEOSX vs. ET - Dividend Comparison
IEOSX has not paid dividends to shareholders, while ET's dividend yield for the trailing twelve months is around 7.71%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEOSX Voya Large Cap Growth Portfolio | 0.00% | 0.00% | 64.49% | 21.60% | 11.24% | 17.89% | 17.13% | 7.29% | 15.02% | 11.09% | 7.69% | 1.24% |
ET Energy Transfer LP | 7.71% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
Drawdowns
IEOSX vs. ET - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for IEOSX and ET. For additional features, visit the drawdowns tool.
Volatility
IEOSX vs. ET - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 3.95% compared to Energy Transfer LP (ET) at 3.34%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.