IEOSX vs. IIRLX
Compare and contrast key facts about Voya Large Cap Growth Portfolio (IEOSX) and Voya Russell Large Cap Index Portfolio (IIRLX).
IEOSX is managed by Voya. It was launched on May 3, 2004. IIRLX is managed by Voya. It was launched on Mar 10, 2008.
Performance
IEOSX vs. IIRLX - Performance Comparison
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IEOSX vs. IIRLX - 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% |
IIRLX Voya Russell Large Cap Index Portfolio | -8.38% | 18.77% | 26.95% | 29.41% | -20.07% | 27.26% | 21.71% | 31.18% | -3.45% | 22.58% |
Returns By Period
In the year-to-date period, IEOSX achieves a -14.02% return, which is significantly lower than IIRLX's -8.38% return. Over the past 10 years, IEOSX has underperformed IIRLX with an annualized return of 13.14%, while IIRLX has yielded a comparatively higher 14.17% 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%
IIRLX
- 1D
- -0.27%
- 1M
- -7.68%
- YTD
- -8.38%
- 6M
- -5.73%
- 1Y
- 14.40%
- 3Y*
- 18.08%
- 5Y*
- 11.61%
- 10Y*
- 14.17%
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IEOSX vs. IIRLX - Expense Ratio Comparison
IEOSX has a 0.92% expense ratio, which is higher than IIRLX's 0.36% expense ratio.
Return for Risk
IEOSX vs. IIRLX — Risk / Return Rank
IEOSX
IIRLX
IEOSX vs. IIRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Voya Russell Large Cap Index Portfolio (IIRLX). 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 | IIRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.74 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.26 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.22 | -0.49 |
Martin ratioReturn relative to average drawdown | -0.80 | 0.81 | -1.62 |
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 | IIRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.74 | -0.32 |
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 | 0.78 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.56 | -0.02 |
Correlation
The correlation between IEOSX and IIRLX is 0.94, 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. IIRLX - Dividend Comparison
IEOSX's dividend yield for the trailing twelve months is around 14.16%, more than IIRLX's 4.11% 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% |
IIRLX Voya Russell Large Cap Index Portfolio | 4.11% | 3.76% | 0.96% | 1.14% | 5.04% | 4.77% | 4.71% | 4.35% | 1.73% | 1.47% | 1.77% | 1.66% |
Drawdowns
IEOSX vs. IIRLX - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, smaller than the maximum IIRLX drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for IEOSX and IIRLX.
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Drawdown Indicators
| IEOSX | IIRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -50.33% | +6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -11.99% | -5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -34.91% | -25.83% | -9.08% |
Max Drawdown (10Y)Largest decline over 10 years | -34.91% | -32.60% | -2.31% |
Current DrawdownCurrent decline from peak | -17.29% | -9.83% | -7.46% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -6.83% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 5.36% | +2.85% |
Volatility
IEOSX vs. IIRLX - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 5.70% compared to Voya Russell Large Cap Index Portfolio (IIRLX) at 4.31%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than IIRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEOSX | IIRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 4.31% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 9.23% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.38% | 19.71% | +4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 17.56% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.37% | 18.39% | +2.98% |