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IEOSX vs. IGHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEOSX vs. IGHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Large Cap Growth Portfolio (IEOSX) and Voya Global High Dividend Low Volatility Portfolio (IGHAX). The values are adjusted to include any dividend payments, if applicable.

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IEOSX vs. IGHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IGHAX
Voya Global High Dividend Low Volatility Portfolio
-0.33%18.30%10.40%6.16%-5.34%20.25%-1.30%20.96%-9.26%23.11%

Returns By Period

In the year-to-date period, IEOSX achieves a -14.02% return, which is significantly lower than IGHAX's -0.33% return. Over the past 10 years, IEOSX has outperformed IGHAX with an annualized return of 13.14%, while IGHAX has yielded a comparatively lower 8.42% 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%

IGHAX

1D
0.42%
1M
-6.33%
YTD
-0.33%
6M
1.14%
1Y
9.12%
3Y*
11.59%
5Y*
8.23%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEOSX vs. IGHAX - Expense Ratio Comparison

IEOSX has a 0.92% expense ratio, which is lower than IGHAX's 1.10% expense ratio.


Return for Risk

IEOSX vs. IGHAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEOSX
IEOSX Risk / Return Rank: 1212
Overall Rank
IEOSX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IEOSX Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEOSX Omega Ratio Rank: 1717
Omega Ratio Rank
IEOSX Calmar Ratio Rank: 33
Calmar Ratio Rank
IEOSX Martin Ratio Rank: 33
Martin Ratio Rank

IGHAX
IGHAX Risk / Return Rank: 4141
Overall Rank
IGHAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IGHAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
IGHAX Omega Ratio Rank: 3434
Omega Ratio Rank
IGHAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IGHAX Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEOSX vs. IGHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Voya Global High Dividend Low Volatility Portfolio (IGHAX). 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.


IEOSXIGHAXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.75

-0.33

Sortino ratio

Return per unit of downside risk

0.81

1.21

-0.40

Omega ratio

Gain probability vs. loss probability

1.11

1.17

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.27

1.18

-1.45

Martin ratio

Return relative to average drawdown

-0.80

5.54

-6.34

IEOSX vs. IGHAX - Sharpe Ratio Comparison

The current IEOSX Sharpe Ratio is 0.42, which is lower than the IGHAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IEOSX and IGHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEOSXIGHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.75

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.68

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.58

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.25

+0.29

Correlation

The correlation between IEOSX and IGHAX is 0.75, 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.


Dividends

IEOSX vs. IGHAX - Dividend Comparison

IEOSX's dividend yield for the trailing twelve months is around 14.16%, which matches IGHAX's 14.09% yield.


TTM20252024202320222021202020192018201720162015
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%
IGHAX
Voya Global High Dividend Low Volatility Portfolio
14.09%14.04%3.97%5.81%5.72%1.94%1.86%7.01%4.26%1.69%2.23%0.00%

Drawdowns

IEOSX vs. IGHAX - Drawdown Comparison

The maximum IEOSX drawdown since its inception was -44.03%, smaller than the maximum IGHAX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IEOSX and IGHAX.


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Drawdown Indicators


IEOSXIGHAXDifference

Max Drawdown

Largest peak-to-trough decline

-44.03%

-59.27%

+15.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.29%

-9.75%

-7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-34.91%

-17.36%

-17.55%

Max Drawdown (10Y)

Largest decline over 10 years

-34.91%

-35.05%

+0.14%

Current Drawdown

Current decline from peak

-17.29%

-6.33%

-10.96%

Average Drawdown

Average peak-to-trough decline

-6.55%

-10.12%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

2.08%

+6.13%

Volatility

IEOSX vs. IGHAX - Volatility Comparison

Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 5.70% compared to Voya Global High Dividend Low Volatility Portfolio (IGHAX) at 3.18%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than IGHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEOSXIGHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

3.18%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.21%

6.68%

+5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

24.38%

14.27%

+10.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.46%

12.41%

+10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.37%

14.74%

+6.63%