IEOSX vs. ET

Last updated Aug 1, 2026

IEOSX (Voya Large Cap Growth Portfolio) is Large Cap Growth Equities fund managed by Voya, while ET (Energy Transfer LP) is a stock. Over the past 10 years, IEOSX returned 14.52%/yr vs 11.35%/yr for ET. Their 0.33 correlation means their historical movements had little consistent relationship.

Performance

IEOSX vs. ET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Large Cap Growth Portfolio (IEOSX) and Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IEOSX achieves a 1.58% return, which is significantly lower than ET's 27.95% return. Over the past 10 years, IEOSX has outperformed ET with an annualized return of 14.52%, while ET has yielded a comparatively lower 11.35% annualized return.

IEOSX

• 1D: 3.25%
• 1M: -3.53%
• 6M: 3.32%
• YTD: 1.58%
• 1Y: 8.05%
• 3Y*: 18.68%
• 5Y*: 9.23%
• 10Y*: 14.52%
• ALL TIME*: 11.70%

ET

• 1D: 0.59%
• 1M: 5.33%
• 6M: 14.36%
• YTD: 27.95%
• 1Y: 23.30%
• 3Y*: 24.81%
• 5Y*: 25.10%
• 10Y*: 11.35%
• ALL TIME*: 13.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ET Energy Transfer LP	$181.38M	$169.96M	$202.69M
IEOSX Voya Large Cap Growth Portfolio	$0.00	$0.00	$0.00

IEOSX vs. ET - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IEOSX Voya Large Cap Growth Portfolio	1.58%	15.13%	34.53%	37.38%	-30.74%	19.20%	30.20%	32.51%	-2.11%	29.48%
ET Energy Transfer LP	27.95%	-9.37%	53.87%	27.87%	55.74%	42.96%	-44.92%	5.88%	-17.74%	-4.66%

Correlation

The correlation between IEOSX and ET is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.15
Correlation (3Y) Balances recent behavior with more history.	0.14
Correlation (5Y) Shows whether the relationship held over a longer period.	0.25
Correlation (10Y) Provides a long-term view across more market conditions.	0.29
Correlation (All Time) Calculated using the full available price history since Feb 3, 2006	0.33

The correlation between IEOSX and ET shifts across timeframes, from -0.15 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IEOSX vs. ET — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IEOSX

IEOSX Risk / Return Rank: 11
IEOSX Sharpe Ratio Rank: 10
IEOSX Sortino Ratio Rank: 11
IEOSX Omega Ratio Rank: 12
IEOSX Calmar Ratio Rank: 11
IEOSX Martin Ratio Rank: 10

ET

ET Risk / Return Rank: 81
ET Sharpe Ratio Rank: 82
ET Sortino Ratio Rank: 80
ET Omega Ratio Rank: 76
ET Calmar Ratio Rank: 85
ET Martin Ratio Rank: 82

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IEOSX vs. ET - Risk-Adjusted Trends 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.

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.

	IEOSX	ET	Difference
Sharpe ratio: Return per unit of total volatility	0.39	1.33	-0.95
Sortino ratio: Return per unit of downside risk	0.72	2.04	-1.32
Omega ratio: Gain probability vs. loss probability	1.09	1.23	-0.14
Calmar ratio: Return relative to maximum drawdown	0.51	2.69	-2.17
Martin ratio: Return relative to average drawdown	1.33	5.90	-4.58

IEOSX vs. ET - Sharpe Ratio Comparison

The current IEOSX Sharpe Ratio is 0.39, which is lower than the ET Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IEOSX and ET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	IEOSX	ET	Difference
Max Drawdown Largest peak-to-trough decline	-44.03%	-87.81%	+43.78%
Max Drawdown (1Y) Largest decline over 1 year	-17.29%	-8.07%	-9.22%
Max Drawdown (3Y) Largest decline over 3 years	-25.33%	-24.56%	-0.77%
Max Drawdown (5Y) Largest decline over 5 years	-34.91%	-24.56%	-10.35%
Max Drawdown (10Y) Largest decline over 10 years	-34.91%	-72.82%	+37.91%
Current Drawdown Current decline from peak	-12.39%	-0.29%	-12.10%
Average Drawdown Average peak-to-trough decline	-6.56%	-25.58%	+19.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.45%	3.69%	+2.76%

Volatility

IEOSX vs. ET - Volatility Comparison

Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 6.75% compared to Energy Transfer LP (ET) at 5.35%. 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.

Volatility by Period

	IEOSX	ET	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.75%	5.35%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	19.80%	12.18%	+7.62%
Volatility (1Y) Calculated over the trailing 1-year period	23.01%	16.29%	+6.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.59%	24.35%	-0.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.01%	34.21%	-12.20%

Dividends

IEOSX vs. ET - Dividend Comparison

IEOSX's dividend yield for the trailing twelve months is around 12.94%, more than ET's 6.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ET Energy Transfer LP	6.56%	7.97%	6.51%	8.95%	7.33%	7.41%	17.27%	9.51%	9.24%	6.66%	5.90%	7.42%
IEOSX Voya Large Cap Growth Portfolio	12.94%	12.18%	0.00%	0.00%	64.49%	21.60%	11.24%	17.89%	16.66%	7.29%	15.02%	11.09%

Frequently Asked Questions

Can I hold both IEOSX and ET in my portfolio?

IEOSX and ET have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IEOSX or ET?

IEOSX has higher volatility (6.75%) compared to ET (5.35%). In terms of maximum drawdown, IEOSX dropped -44.03% vs ET's -87.81%.

Which has better risk-adjusted returns?

ET currently has the higher Sharpe Ratio (1.33 vs 0.39), 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.