IEOSX vs. IVGSX

Last updated Jun 5, 2026

IEOSX (Voya Large Cap Growth Portfolio) and IVGSX (VY Invesco Growth and Income Portfolio) are both mutual funds - IEOSX is a Large Cap Growth Equities fund managed by Voya, while IVGSX is a Large Cap Value Equities fund managed by Voya. Over the past 10 years, IEOSX returned 15.89%/yr vs 11.10%/yr for IVGSX. A 0.78 correlation means they provide meaningful diversification when combined. IEOSX charges 0.92%/yr vs 0.86%/yr for IVGSX.

Performance

IEOSX vs. IVGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Large Cap Growth Portfolio (IEOSX) and VY Invesco Growth and Income Portfolio (IVGSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IEOSX achieves a 10.12% return, which is significantly higher than IVGSX's 7.39% return. Over the past 10 years, IEOSX has outperformed IVGSX with an annualized return of 15.89%, while IVGSX has yielded a comparatively lower 11.10% annualized return.

IEOSX

• 1D: -0.99%
• 1M: 6.65%
• YTD: 10.12%
• 6M: 9.23%
• 1Y: 26.26%
• 3Y*: 24.69%
• 5Y*: 13.19%
• 10Y*: 15.89%

IVGSX

• 1D: 0.86%
• 1M: 1.23%
• YTD: 7.39%
• 6M: 9.13%
• 1Y: 22.11%
• 3Y*: 17.20%
• 5Y*: 9.85%
• 10Y*: 11.10%

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

IEOSX vs. IVGSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IEOSX Voya Large Cap Growth Portfolio	10.12%	15.13%	34.53%	37.38%	-30.74%	19.20%	30.20%	32.51%	-2.11%	29.48%
IVGSX VY Invesco Growth and Income Portfolio	7.39%	15.07%	16.21%	12.41%	-5.95%	28.95%	2.95%	24.82%	-14.90%	13.90%

Correlation

The correlation between IEOSX and IVGSX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since May 3, 2004	0.78

Over the past year, the correlation between IEOSX and IVGSX has dropped to 0.48 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Return for Risk

IEOSX vs. IVGSX — Risk / Return Rank

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

IEOSX

IEOSX Risk / Return Rank: 26
IEOSX Sharpe Ratio Rank: 26
IEOSX Sortino Ratio Rank: 25
IEOSX Omega Ratio Rank: 33
IEOSX Calmar Ratio Rank: 24
IEOSX Martin Ratio Rank: 22

IVGSX

IVGSX Risk / Return Rank: 60
IVGSX Sharpe Ratio Rank: 51
IVGSX Sortino Ratio Rank: 46
IVGSX Omega Ratio Rank: 51
IVGSX Calmar Ratio Rank: 78
IVGSX Martin Ratio Rank: 74

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. IVGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and VY Invesco Growth and Income Portfolio (IVGSX). 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	IVGSX	Difference
Sharpe ratio: Return per unit of total volatility	1.43	2.12	-0.69
Sortino ratio: Return per unit of downside risk	2.08	2.89	-0.81
Omega ratio: Gain probability vs. loss probability	1.30	1.39	-0.09
Calmar ratio: Return relative to maximum drawdown	1.76	3.53	-1.77
Martin ratio: Return relative to average drawdown	5.45	13.94	-8.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IEOSX vs. IVGSX - Sharpe Ratio Comparison

The current IEOSX Sharpe Ratio is 1.43, which is lower than the IVGSX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IEOSX and IVGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IEOSX	IVGSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	2.12	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.56	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.57	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.50	+0.10

Drawdowns

IEOSX vs. IVGSX - Drawdown Comparison

The maximum IEOSX drawdown since its inception was -44.03%, smaller than the maximum IVGSX drawdown of -53.48%. Use the drawdown chart below to compare losses from any high point for IEOSX and IVGSX.

Drawdown Indicators

	IEOSX	IVGSX	Difference
Max Drawdown Largest peak-to-trough decline	-44.03%	-53.48%	+9.45%
Max Drawdown (1Y) Largest decline over 1 year	-17.29%	-7.44%	-9.85%
Max Drawdown (3Y) Largest decline over 3 years	-25.33%	-18.87%	-6.46%
Max Drawdown (5Y) Largest decline over 5 years	-34.91%	-19.19%	-15.72%
Max Drawdown (10Y) Largest decline over 10 years	-34.91%	-41.77%	+6.86%
Current Drawdown Current decline from peak	-5.02%	-0.45%	-4.57%
Average Drawdown Average peak-to-trough decline	-6.54%	-8.10%	+1.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.28%	1.80%	+3.48%

Volatility

IEOSX vs. IVGSX - Volatility Comparison

Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 13.51% compared to VY Invesco Growth and Income Portfolio (IVGSX) at 5.67%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than IVGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IEOSX	IVGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.51%	5.67%	+7.84%
Volatility (6M) Calculated over the trailing 6-month period	17.77%	9.72%	+8.05%
Volatility (1Y) Calculated over the trailing 1-year period	21.20%	12.37%	+8.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.23%	18.12%	+5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.85%	19.86%	+1.99%

IEOSX vs. IVGSX - Expense Ratio Comparison

IEOSX has a 0.92% expense ratio, which is higher than IVGSX's 0.86% expense ratio.

Dividends

IEOSX vs. IVGSX - Dividend Comparison

IEOSX's dividend yield for the trailing twelve months is around 11.06%, less than IVGSX's 21.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEOSX Voya Large Cap Growth Portfolio	11.06%	12.18%	0.00%	0.00%	64.49%	21.60%	11.24%	17.89%	16.66%	7.29%	15.02%	11.09%
IVGSX VY Invesco Growth and Income Portfolio	21.94%	23.56%	12.62%	8.61%	16.88%	1.23%	10.39%	14.94%	14.37%	7.34%	13.02%	21.04%

Frequently Asked Questions

Can I hold both IEOSX and IVGSX in my portfolio?

IEOSX and IVGSX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IEOSX or IVGSX?

IEOSX has higher volatility (13.51%) compared to IVGSX (5.67%). In terms of maximum drawdown, IEOSX dropped -44.03% vs IVGSX's -53.48%.

Which has better risk-adjusted returns?

IVGSX currently has the higher Sharpe Ratio (2.12 vs 1.43), 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.