IEOSX vs. SWLGX
Compare and contrast key facts about Voya Large Cap Growth Portfolio (IEOSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
IEOSX is managed by Voya. It was launched on May 3, 2004. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
IEOSX vs. SWLGX - Performance Comparison
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IEOSX vs. SWLGX - 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% | -0.34% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, IEOSX achieves a -14.02% return, which is significantly lower than SWLGX's -13.06% 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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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IEOSX vs. SWLGX - Expense Ratio Comparison
IEOSX has a 0.92% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
IEOSX vs. SWLGX — Risk / Return Rank
IEOSX
SWLGX
IEOSX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.66 | -0.23 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.10 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.72 | -0.98 |
Martin ratioReturn relative to average drawdown | -0.80 | 2.51 | -3.31 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.66 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.56 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.68 | -0.13 |
Correlation
The correlation between IEOSX and SWLGX is 0.95, 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. SWLGX - Dividend Comparison
IEOSX's dividend yield for the trailing twelve months is around 14.16%, more than SWLGX's 0.52% 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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEOSX vs. SWLGX - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for IEOSX and SWLGX.
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Drawdown Indicators
| IEOSX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -32.69% | -11.34% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -16.16% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -34.91% | -32.69% | -2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -34.91% | — | — |
Current DrawdownCurrent decline from peak | -17.29% | -16.16% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -7.13% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 4.62% | +3.59% |
Volatility
IEOSX vs. SWLGX - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 5.70% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEOSX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 5.38% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 11.82% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.38% | 22.31% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 21.47% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.37% | 22.78% | -1.41% |