IEOSX vs. VIGAX
Compare and contrast key facts about Voya Large Cap Growth Portfolio (IEOSX) and Vanguard Growth Index Fund Admiral Shares (VIGAX).
IEOSX is managed by Voya. It was launched on May 3, 2004. VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
IEOSX vs. VIGAX - Performance Comparison
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IEOSX vs. VIGAX - 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% |
VIGAX Vanguard Growth Index Fund Admiral Shares | -13.83% | 19.43% | 32.67% | 46.76% | -33.14% | 27.26% | 40.18% | 37.23% | -3.35% | 27.80% |
Returns By Period
The year-to-date returns for both investments are quite close, with IEOSX having a -14.02% return and VIGAX slightly higher at -13.83%. Over the past 10 years, IEOSX has underperformed VIGAX with an annualized return of 13.14%, while VIGAX has yielded a comparatively higher 15.56% 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%
VIGAX
- 1D
- -0.57%
- 1M
- -8.83%
- YTD
- -13.83%
- 6M
- -12.31%
- 1Y
- 13.72%
- 3Y*
- 19.56%
- 5Y*
- 10.93%
- 10Y*
- 15.56%
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IEOSX vs. VIGAX - Expense Ratio Comparison
IEOSX has a 0.92% expense ratio, which is higher than VIGAX's 0.05% expense ratio.
Return for Risk
IEOSX vs. VIGAX — Risk / Return Rank
IEOSX
VIGAX
IEOSX vs. VIGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 | VIGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.61 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.04 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.66 | -0.92 |
Martin ratioReturn relative to average drawdown | -0.80 | 2.37 | -3.18 |
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 | VIGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.61 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.49 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.73 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.43 | +0.11 |
Correlation
The correlation between IEOSX and VIGAX 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. VIGAX - Dividend Comparison
IEOSX's dividend yield for the trailing twelve months is around 14.16%, more than VIGAX's 0.46% 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% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.46% | 0.40% | 0.46% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% |
Drawdowns
IEOSX vs. VIGAX - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for IEOSX and VIGAX.
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Drawdown Indicators
| IEOSX | VIGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -50.66% | +6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -16.51% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -34.91% | -35.63% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -34.91% | -35.63% | +0.72% |
Current DrawdownCurrent decline from peak | -17.29% | -16.51% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -12.02% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 4.57% | +3.64% |
Volatility
IEOSX vs. VIGAX - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 5.70% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEOSX | VIGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 5.52% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 12.10% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.38% | 22.69% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 22.30% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.37% | 21.49% | -0.12% |