IEOSX vs. IMCDX

Last updated Jun 24, 2026

IEOSX (Voya Large Cap Growth Portfolio) and IMCDX (Voya Emerging Markets Corporate Debt Fund) are both mutual funds - IEOSX is a Large Cap Growth Equities fund managed by Voya, while IMCDX is a Emerging Markets Bonds fund managed by Voya. At a 0.15 correlation, their price movements are largely independent. IEOSX charges 0.92%/yr vs 0.10%/yr for IMCDX.

Performance

IEOSX vs. IMCDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Large Cap Growth Portfolio (IEOSX) and Voya Emerging Markets Corporate Debt Fund (IMCDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IEOSX

• 1D: -0.70%
• 1M: 0.16%
• YTD: 7.45%
• 6M: 6.09%
• 1Y: 22.26%
• 3Y*: 22.86%
• 5Y*: 11.60%
• 10Y*: 16.10%

IMCDX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IEOSX vs. IMCDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IEOSX Voya Large Cap Growth Portfolio	7.45%	15.13%	34.53%	37.38%	-30.74%	19.20%	30.20%	32.51%	-2.11%	29.48%
IMCDX Voya Emerging Markets Corporate Debt Fund	0.00%	0.00%	6.44%	8.51%	-13.79%	0.08%	8.35%	13.65%	-1.77%	9.40%

Correlation

The correlation between IEOSX and IMCDX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jul 31, 2012	0.15

Return for Risk

IEOSX vs. IMCDX — Risk / Return Rank

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

IEOSX

IEOSX Risk / Return Rank: 20
IEOSX Sharpe Ratio Rank: 19
IEOSX Sortino Ratio Rank: 20
IEOSX Omega Ratio Rank: 25
IEOSX Calmar Ratio Rank: 19
IEOSX Martin Ratio Rank: 18

IMCDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IMCDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Voya Emerging Markets Corporate Debt Fund (IMCDX). 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	IMCDX	Difference
Sharpe ratio: Return per unit of total volatility	1.16	—	—
Sortino ratio: Return per unit of downside risk	1.72	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.48	—	—
Martin ratio: Return relative to average drawdown	4.38	—	—

Drawdowns

Drawdown Indicators

	IEOSX	IMCDX	Difference
Max Drawdown Largest peak-to-trough decline	-44.03%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.29%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-25.33%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.91%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.91%	—	—
Current Drawdown Current decline from peak	-7.33%	—	—
Average Drawdown Average peak-to-trough decline	-6.54%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.57%	—	—

Volatility

Volatility by Period

	IEOSX	IMCDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.13%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.39%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.94%	—	—

IEOSX vs. IMCDX - Expense Ratio Comparison

IEOSX has a 0.92% expense ratio, which is higher than IMCDX's 0.10% expense ratio.

Dividends

IEOSX vs. IMCDX - Dividend Comparison

IEOSX's dividend yield for the trailing twelve months is around 11.33%, while IMCDX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEOSX Voya Large Cap Growth Portfolio	11.33%	12.18%	0.00%	0.00%	64.49%	21.60%	11.24%	17.89%	16.66%	7.29%	15.02%	11.09%
IMCDX Voya Emerging Markets Corporate Debt Fund	0.00%	0.00%	4.08%	4.21%	3.80%	6.14%	4.64%	4.99%	5.30%	4.79%	5.22%	5.11%

Frequently Asked Questions

Can I hold both IEOSX and IMCDX in my portfolio?

IEOSX and IMCDX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.