IFTIX vs. IEOSX
Compare and contrast key facts about Voya International High Dividend Low Volatility Portfolio (IFTIX) and Voya Large Cap Growth Portfolio (IEOSX).
IFTIX is managed by Voya. It was launched on Jan 2, 2006. IEOSX is managed by Voya. It was launched on May 3, 2004.
Performance
IFTIX vs. IEOSX - Performance Comparison
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IFTIX vs. IEOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IFTIX Voya International High Dividend Low Volatility Portfolio | 1.94% | 37.73% | 7.31% | 14.73% | -8.89% | 12.10% | -0.52% | 16.67% | -14.95% | 22.34% |
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% |
Returns By Period
In the year-to-date period, IFTIX achieves a 1.94% return, which is significantly higher than IEOSX's -14.02% return. Over the past 10 years, IFTIX has underperformed IEOSX with an annualized return of 8.53%, while IEOSX has yielded a comparatively higher 13.14% annualized return.
IFTIX
- 1D
- 0.72%
- 1M
- -7.39%
- YTD
- 1.94%
- 6M
- 6.87%
- 1Y
- 23.18%
- 3Y*
- 18.09%
- 5Y*
- 10.85%
- 10Y*
- 8.53%
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%
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IFTIX vs. IEOSX - Expense Ratio Comparison
IFTIX has a 0.72% expense ratio, which is lower than IEOSX's 0.92% expense ratio.
Return for Risk
IFTIX vs. IEOSX — Risk / Return Rank
IFTIX
IEOSX
IFTIX vs. IEOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya International High Dividend Low Volatility Portfolio (IFTIX) and Voya Large Cap Growth Portfolio (IEOSX). 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.
| IFTIX | IEOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.42 | +1.24 |
Sortino ratioReturn per unit of downside risk | 2.21 | 0.81 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.11 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | -0.27 | +3.12 |
Martin ratioReturn relative to average drawdown | 11.81 | -0.80 | +12.62 |
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
| IFTIX | IEOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.42 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.40 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.62 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.55 | -0.25 |
Correlation
The correlation between IFTIX and IEOSX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IFTIX vs. IEOSX - Dividend Comparison
IFTIX's dividend yield for the trailing twelve months is around 45.41%, more than IEOSX's 14.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFTIX Voya International High Dividend Low Volatility Portfolio | 45.41% | 5.45% | 4.88% | 4.42% | 4.87% | 2.41% | 17.71% | 10.80% | 2.45% | 1.89% | 3.45% | 4.29% |
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% |
Drawdowns
IFTIX vs. IEOSX - Drawdown Comparison
The maximum IFTIX drawdown since its inception was -57.91%, which is greater than IEOSX's maximum drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IFTIX and IEOSX.
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Drawdown Indicators
| IFTIX | IEOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.91% | -44.03% | -13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -17.29% | +8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -34.91% | +9.35% |
Max Drawdown (10Y)Largest decline over 10 years | -37.08% | -34.91% | -2.17% |
Current DrawdownCurrent decline from peak | -7.39% | -17.29% | +9.90% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -6.55% | -5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 8.21% | -5.75% |
Volatility
IFTIX vs. IEOSX - Volatility Comparison
Voya International High Dividend Low Volatility Portfolio (IFTIX) and Voya Large Cap Growth Portfolio (IEOSX) have volatilities of 5.42% and 5.70%, 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
| IFTIX | IEOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 5.70% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 12.21% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 24.38% | -9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 22.46% | -9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 21.37% | -6.44% |