IEOSX vs. VYCAX
Compare and contrast key facts about Voya Large Cap Growth Portfolio (IEOSX) and Voya Corporate Leaders 100 Fund Class A (VYCAX).
IEOSX is managed by Voya. It was launched on May 3, 2004. VYCAX is managed by Voya. It was launched on Jun 30, 2008.
Performance
IEOSX vs. VYCAX - Performance Comparison
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IEOSX vs. VYCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEOSX Voya Large Cap Growth Portfolio | -10.65% | 15.13% | 34.53% | 37.38% | -30.74% | 19.20% | 30.20% | 32.51% | -2.11% | 29.48% |
VYCAX Voya Corporate Leaders 100 Fund Class A | -2.30% | 17.37% | 17.68% | 18.99% | -11.30% | 27.35% | 11.49% | 38.96% | -7.22% | 18.93% |
Returns By Period
In the year-to-date period, IEOSX achieves a -10.65% return, which is significantly lower than VYCAX's -2.30% return. Both investments have delivered pretty close results over the past 10 years, with IEOSX having a 13.58% annualized return and VYCAX not far behind at 13.13%.
IEOSX
- 1D
- 3.92%
- 1M
- -6.11%
- YTD
- -10.65%
- 6M
- -10.23%
- 1Y
- 14.52%
- 3Y*
- 19.44%
- 5Y*
- 9.20%
- 10Y*
- 13.58%
VYCAX
- 1D
- 2.13%
- 1M
- -5.22%
- YTD
- -2.30%
- 6M
- 0.37%
- 1Y
- 13.25%
- 3Y*
- 15.20%
- 5Y*
- 10.40%
- 10Y*
- 13.13%
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IEOSX vs. VYCAX - Expense Ratio Comparison
IEOSX has a 0.92% expense ratio, which is higher than VYCAX's 0.81% expense ratio.
Return for Risk
IEOSX vs. VYCAX — Risk / Return Rank
IEOSX
VYCAX
IEOSX vs. VYCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Voya Corporate Leaders 100 Fund Class A (VYCAX). 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 | VYCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.88 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.36 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.86 | -0.94 |
Martin ratioReturn relative to average drawdown | -0.25 | 3.82 | -4.07 |
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 | VYCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.88 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.67 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.59 | -0.04 |
Correlation
The correlation between IEOSX and VYCAX is 0.83, 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. VYCAX - Dividend Comparison
IEOSX's dividend yield for the trailing twelve months is around 13.63%, more than VYCAX's 8.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEOSX Voya Large Cap Growth Portfolio | 13.63% | 12.18% | 0.00% | 0.00% | 64.49% | 21.60% | 11.24% | 17.89% | 16.66% | 7.29% | 15.02% | 11.09% |
VYCAX Voya Corporate Leaders 100 Fund Class A | 8.42% | 8.22% | 6.97% | 4.35% | 5.78% | 7.81% | 25.30% | 16.80% | 10.28% | 2.94% | 1.52% | 1.52% |
Drawdowns
IEOSX vs. VYCAX - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, smaller than the maximum VYCAX drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for IEOSX and VYCAX.
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Drawdown Indicators
| IEOSX | VYCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -46.74% | +2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -11.74% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -34.91% | -22.80% | -12.11% |
Max Drawdown (10Y)Largest decline over 10 years | -34.91% | -33.41% | -1.50% |
Current DrawdownCurrent decline from peak | -14.05% | -5.81% | -8.24% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -5.38% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.14% | 3.14% | +5.00% |
Volatility
IEOSX vs. VYCAX - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 7.14% compared to Voya Corporate Leaders 100 Fund Class A (VYCAX) at 4.14%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than VYCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEOSX | VYCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 4.14% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 7.84% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.67% | 16.33% | +8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.52% | 15.75% | +6.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.40% | 17.49% | +3.91% |