IEOSX vs. IGA
Compare and contrast key facts about Voya Large Cap Growth Portfolio (IEOSX) and Voya Global Advantage and Premium Opportunity Fund (IGA).
IEOSX is managed by Voya. It was launched on May 3, 2004. IGA is managed by Voya. It was launched on Oct 26, 2005.
Performance
IEOSX vs. IGA - Performance Comparison
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IEOSX vs. IGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGA Voya Global Advantage and Premium Opportunity Fund | 0.05% | 18.32% | 21.06% | 7.55% | -8.33% | 28.35% | -8.03% | 23.40% | -12.35% | 26.19% |
Returns By Period
In the year-to-date period, IEOSX achieves a -14.02% return, which is significantly lower than IGA's 0.05% return. Over the past 10 years, IEOSX has outperformed IGA with an annualized return of 13.14%, while IGA has yielded a comparatively lower 9.38% annualized return.
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%
IGA
- 1D
- 2.47%
- 1M
- -4.35%
- YTD
- 0.05%
- 6M
- 1.49%
- 1Y
- 8.95%
- 3Y*
- 16.23%
- 5Y*
- 10.63%
- 10Y*
- 9.38%
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IEOSX vs. IGA - Expense Ratio Comparison
IEOSX has a 0.92% expense ratio, which is higher than IGA's 0.01% expense ratio.
Return for Risk
IEOSX vs. IGA — Risk / Return Rank
IEOSX
IGA
IEOSX vs. IGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Voya Global Advantage and Premium Opportunity Fund (IGA). 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.
| IEOSX | IGA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.54 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.81 | 0.92 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.78 | -1.04 |
Martin ratioReturn relative to average drawdown | -0.80 | 3.88 | -4.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEOSX | IGA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.54 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.77 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.58 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.33 | +0.22 |
Correlation
The correlation between IEOSX and IGA is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IEOSX vs. IGA - Dividend Comparison
IEOSX's dividend yield for the trailing twelve months is around 14.16%, more than IGA's 11.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGA Voya Global Advantage and Premium Opportunity Fund | 11.56% | 11.37% | 11.38% | 9.25% | 9.06% | 7.60% | 9.01% | 8.05% | 9.78% | 7.87% | 10.83% | 10.72% |
Drawdowns
IEOSX vs. IGA - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, smaller than the maximum IGA drawdown of -57.16%. Use the drawdown chart below to compare losses from any high point for IEOSX and IGA.
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Drawdown Indicators
| IEOSX | IGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -57.16% | +13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -11.22% | -6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -34.91% | -16.98% | -17.93% |
Max Drawdown (10Y)Largest decline over 10 years | -34.91% | -41.68% | +6.77% |
Current DrawdownCurrent decline from peak | -17.29% | -4.35% | -12.94% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -8.11% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 2.25% | +5.96% |
Volatility
IEOSX vs. IGA - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 5.70% compared to Voya Global Advantage and Premium Opportunity Fund (IGA) at 4.93%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than IGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEOSX | IGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 4.93% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 7.35% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.38% | 16.58% | +7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 13.91% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.37% | 16.28% | +5.09% |