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IHYAX vs. IRLNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHYAX vs. IRLNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya High Yield Bond Fund (IHYAX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX). The values are adjusted to include any dividend payments, if applicable.

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IHYAX vs. IRLNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHYAX
Voya High Yield Bond Fund
-1.30%6.99%6.45%10.63%-13.95%3.71%5.54%14.51%-3.38%5.85%
IRLNX
Voya Russell Large Cap Growth Index Portfolio
-10.12%18.20%34.60%46.01%-30.06%30.63%38.32%35.61%-2.02%31.27%

Returns By Period

In the year-to-date period, IHYAX achieves a -1.30% return, which is significantly higher than IRLNX's -10.12% return. Over the past 10 years, IHYAX has underperformed IRLNX with an annualized return of 4.20%, while IRLNX has yielded a comparatively higher 17.05% annualized return.


IHYAX

1D
0.73%
1M
-1.57%
YTD
-1.30%
6M
-0.30%
1Y
4.44%
3Y*
6.18%
5Y*
2.17%
10Y*
4.20%

IRLNX

1D
3.72%
1M
-5.47%
YTD
-10.12%
6M
-9.58%
1Y
17.38%
3Y*
21.84%
5Y*
13.18%
10Y*
17.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHYAX vs. IRLNX - Expense Ratio Comparison

IHYAX has a 1.04% expense ratio, which is higher than IRLNX's 0.43% expense ratio.


Return for Risk

IHYAX vs. IRLNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IHYAX
IHYAX Risk / Return Rank: 5757
Overall Rank
IHYAX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IHYAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
IHYAX Omega Ratio Rank: 7575
Omega Ratio Rank
IHYAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
IHYAX Martin Ratio Rank: 4343
Martin Ratio Rank

IRLNX
IRLNX Risk / Return Rank: 2929
Overall Rank
IRLNX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRLNX Sortino Ratio Rank: 4949
Sortino Ratio Rank
IRLNX Omega Ratio Rank: 4242
Omega Ratio Rank
IRLNX Calmar Ratio Rank: 88
Calmar Ratio Rank
IRLNX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IHYAX vs. IRLNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya High Yield Bond Fund (IHYAX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX). 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.


IHYAXIRLNXDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.88

+0.39

Sortino ratio

Return per unit of downside risk

1.73

1.47

+0.25

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.24

0.14

+1.10

Martin ratio

Return relative to average drawdown

5.02

0.43

+4.59

IHYAX vs. IRLNX - Sharpe Ratio Comparison

The current IHYAX Sharpe Ratio is 1.27, which is higher than the IRLNX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IHYAX and IRLNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHYAXIRLNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.88

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.62

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.81

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.87

+0.11

Correlation

The correlation between IHYAX and IRLNX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IHYAX vs. IRLNX - Dividend Comparison

IHYAX's dividend yield for the trailing twelve months is around 4.40%, less than IRLNX's 10.62% yield.


TTM20252024202320222021202020192018201720162015
IHYAX
Voya High Yield Bond Fund
4.40%4.98%5.93%4.91%5.38%4.01%5.00%5.17%5.63%5.21%5.14%5.54%
IRLNX
Voya Russell Large Cap Growth Index Portfolio
10.62%9.54%3.55%4.60%11.22%0.83%4.18%4.95%3.70%0.99%1.23%1.14%

Drawdowns

IHYAX vs. IRLNX - Drawdown Comparison

The maximum IHYAX drawdown since its inception was -38.22%, which is greater than IRLNX's maximum drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for IHYAX and IRLNX.


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Drawdown Indicators


IHYAXIRLNXDifference

Max Drawdown

Largest peak-to-trough decline

-38.22%

-32.90%

-5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-16.64%

+14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.14%

-32.90%

+15.76%

Max Drawdown (10Y)

Largest decline over 10 years

-20.25%

-32.90%

+12.65%

Current Drawdown

Current decline from peak

-1.74%

-13.53%

+11.79%

Average Drawdown

Average peak-to-trough decline

-2.95%

-4.75%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

7.48%

-6.72%

Volatility

IHYAX vs. IRLNX - Volatility Comparison

The current volatility for Voya High Yield Bond Fund (IHYAX) is 1.62%, while Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a volatility of 6.63%. This indicates that IHYAX experiences smaller price fluctuations and is considered to be less risky than IRLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYAXIRLNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

6.63%

-5.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

12.21%

-9.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

23.71%

-19.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.09%

21.95%

-16.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

21.36%

-15.90%