IHD vs. IRVIX
Compare and contrast key facts about Voya Emerging Markets High Dividend Equity Fund (IHD) and Voya Russell Large Cap Value Index Portfolio (IRVIX).
IHD is managed by Voya. It was launched on Apr 26, 2011. IRVIX is managed by Voya. It was launched on May 1, 2009.
Performance
IHD vs. IRVIX - Performance Comparison
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IHD vs. IRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IHD Voya Emerging Markets High Dividend Equity Fund | 7.91% | 41.70% | 7.80% | 13.95% | -17.18% | 7.39% | 1.73% | 20.55% | -10.23% | 29.84% |
IRVIX Voya Russell Large Cap Value Index Portfolio | -0.72% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
Returns By Period
In the year-to-date period, IHD achieves a 7.91% return, which is significantly higher than IRVIX's -0.72% return. Both investments have delivered pretty close results over the past 10 years, with IHD having a 10.04% annualized return and IRVIX not far ahead at 10.33%.
IHD
- 1D
- 3.74%
- 1M
- -5.33%
- YTD
- 7.91%
- 6M
- 11.76%
- 1Y
- 40.47%
- 3Y*
- 21.75%
- 5Y*
- 8.27%
- 10Y*
- 10.04%
IRVIX
- 1D
- -0.18%
- 1M
- -6.61%
- YTD
- -0.72%
- 6M
- 4.06%
- 1Y
- 12.37%
- 3Y*
- 13.83%
- 5Y*
- 9.41%
- 10Y*
- 10.33%
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IHD vs. IRVIX - Expense Ratio Comparison
IHD has a 0.01% expense ratio, which is lower than IRVIX's 0.35% expense ratio.
Return for Risk
IHD vs. IRVIX — Risk / Return Rank
IHD
IRVIX
IHD vs. IRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Emerging Markets High Dividend Equity Fund (IHD) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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.
| IHD | IRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 0.88 | +1.26 |
Sortino ratioReturn per unit of downside risk | 2.67 | 1.39 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.19 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.28 | 0.70 | +2.58 |
Martin ratioReturn relative to average drawdown | 12.03 | 2.83 | +9.21 |
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
| IHD | IRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.88 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.68 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.62 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.68 | -0.51 |
Correlation
The correlation between IHD and IRVIX is 0.47, 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
IHD vs. IRVIX - Dividend Comparison
IHD's dividend yield for the trailing twelve months is around 10.74%, less than IRVIX's 30.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHD Voya Emerging Markets High Dividend Equity Fund | 10.74% | 11.40% | 13.67% | 10.21% | 13.95% | 10.14% | 9.92% | 9.14% | 10.15% | 8.31% | 11.74% | 14.00% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 30.10% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
Drawdowns
IHD vs. IRVIX - Drawdown Comparison
The maximum IHD drawdown since its inception was -48.76%, which is greater than IRVIX's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IHD and IRVIX.
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Drawdown Indicators
| IHD | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.76% | -35.67% | -13.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -11.04% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -36.13% | -18.37% | -17.76% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -35.67% | -7.14% |
Current DrawdownCurrent decline from peak | -6.52% | -6.64% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -18.16% | -3.86% | -14.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 3.30% | +0.13% |
Volatility
IHD vs. IRVIX - Volatility Comparison
Voya Emerging Markets High Dividend Equity Fund (IHD) has a higher volatility of 9.66% compared to Voya Russell Large Cap Value Index Portfolio (IRVIX) at 3.31%. This indicates that IHD's price experiences larger fluctuations and is considered to be riskier than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IHD | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 3.31% | +6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 7.51% | +6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 16.09% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 14.14% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 16.81% | +2.59% |