IEOSX vs. IHYAX
IEOSX (Voya Large Cap Growth Portfolio) and IHYAX (Voya High Yield Bond Fund) are both mutual funds - IEOSX is a Large Cap Growth Equities fund managed by Voya, while IHYAX is a High Yield Bonds fund managed by Voya. Over the past 10 years, IEOSX returned 14.52%/yr vs 3.80%/yr for IHYAX. Their 0.32 correlation means their historical movements had little consistent relationship. IEOSX charges 0.92%/yr vs 1.04%/yr for IHYAX.
Performance
IEOSX vs. IHYAX - Performance Comparison
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Returns By Period
In the year-to-date period, IEOSX achieves a 1.58% return, which is significantly higher than IHYAX's 0.43% return. Over the past 10 years, IEOSX has outperformed IHYAX with an annualized return of 14.52%, while IHYAX has yielded a comparatively lower 3.80% 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%
IHYAX
- 1D
- 0.15%
- 1M
- -0.86%
- 6M
- 0.27%
- YTD
- 0.43%
- 1Y
- 2.82%
- 3Y*
- 5.93%
- 5Y*
- 1.96%
- 10Y*
- 3.80%
- ALL TIME*
- 5.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IEOSX vs. IHYAX - 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% |
IHYAX Voya High Yield Bond Fund | 0.43% | 6.99% | 6.45% | 10.63% | -13.95% | 3.71% | 5.54% | 14.51% | -3.38% | 5.85% |
Correlation
The correlation between IEOSX and IHYAX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | 0.32 |
The correlation between IEOSX and IHYAX shifts across timeframes, from 0.32 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IEOSX vs. IHYAX — Risk / Return Rank
IEOSX
IHYAX
IEOSX vs. IHYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Voya High Yield Bond Fund (IHYAX). 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 | IHYAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.41 | -0.90 |
| Martin ratioReturn relative to average drawdown | 1.33 | 6.26 | -4.94 |
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Drawdowns
IEOSX vs. IHYAX - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, which is greater than IHYAX's maximum drawdown of -38.22%. Use the drawdown chart below to compare losses from any high point for IEOSX and IHYAX.
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Drawdown Indicators
| IEOSX | IHYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -38.22% | -5.81% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -2.59% | -14.70% |
Max Drawdown (3Y)Largest decline over 3 years | -25.33% | -3.61% | -21.72% |
Max Drawdown (5Y)Largest decline over 5 years | -34.91% | -17.14% | -17.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.91% | -20.25% | -14.66% |
Current DrawdownCurrent decline from peak | -12.39% | -1.00% | -11.39% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -2.92% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.45% | 0.57% | +5.88% |
Volatility
IEOSX vs. IHYAX - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 6.75% compared to Voya High Yield Bond Fund (IHYAX) at 0.63%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than IHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEOSX | IHYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 0.63% | +6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 19.80% | 2.85% | +16.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.01% | 3.58% | +19.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.59% | 5.15% | +18.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.01% | 5.44% | +16.57% |
IEOSX vs. IHYAX - Expense Ratio Comparison
IEOSX has a 0.92% expense ratio, which is lower than IHYAX's 1.04% expense ratio.
Dividends
IEOSX vs. IHYAX - Dividend Comparison
IEOSX's dividend yield for the trailing twelve months is around 12.94%, more than IHYAX's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IHYAX Voya High Yield Bond Fund | 3.98% | 4.98% | 5.93% | 4.91% | 5.38% | 4.01% | 5.00% | 5.17% | 5.63% | 5.21% | 5.14% | 5.54% |
Frequently Asked Questions
IEOSX and IHYAX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IEOSX has higher volatility (6.75%) compared to IHYAX (0.63%). In terms of maximum drawdown, IEOSX dropped -44.03% vs IHYAX's -38.22%.
IHYAX currently has the higher Sharpe Ratio (1.02 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.
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