IEOSX vs. FSPGX
Compare and contrast key facts about Voya Large Cap Growth Portfolio (IEOSX) and Fidelity Large Cap Growth Index Fund (FSPGX).
IEOSX is managed by Voya. It was launched on May 3, 2004. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEOSX or FSPGX.
Key characteristics
| IEOSX | FSPGX | |
|---|---|---|
| YTD Return | 26.73% | 26.14% |
| 1Y Return | 39.74% | 39.52% |
| 3Y Return (Ann) | 7.69% | 11.06% |
| 5Y Return (Ann) | 15.33% | 19.88% |
| Sharpe Ratio | 2.24 | 2.32 |
| Sortino Ratio | 2.94 | 3.01 |
| Omega Ratio | 1.40 | 1.41 |
| Calmar Ratio | 1.89 | 2.51 |
| Martin Ratio | 10.78 | 11.38 |
| Ulcer Index | 3.65% | 3.44% |
| Daily Std Dev | 17.59% | 16.90% |
| Max Drawdown | -44.03% | -32.66% |
| Current Drawdown | -1.12% | -0.80% |
Correlation
The correlation between IEOSX and FSPGX is 0.98, 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.
Performance
IEOSX vs. FSPGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with IEOSX having a 26.73% return and FSPGX slightly lower at 26.14%. 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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IEOSX vs. FSPGX - Expense Ratio Comparison
IEOSX has a 0.92% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Risk-Adjusted Performance
IEOSX vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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. FSPGX - Dividend Comparison
IEOSX has not paid dividends to shareholders, while FSPGX's dividend yield for the trailing twelve months is around 0.44%.
| 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% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.44% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.47% | 1.22% | 0.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEOSX vs. FSPGX - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for IEOSX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
IEOSX vs. FSPGX - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) and Fidelity Large Cap Growth Index Fund (FSPGX) have volatilities of 3.95% and 4.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.