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IHYAX vs. PRCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHYAX vs. PRCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya High Yield Bond Fund (IHYAX) and T. Rowe Price Credit Opportunities Fund (PRCPX). The values are adjusted to include any dividend payments, if applicable.

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IHYAX vs. PRCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHYAX
Voya High Yield Bond Fund
-2.02%6.99%6.45%10.63%-13.95%3.71%5.54%14.51%-3.38%5.85%
PRCPX
T. Rowe Price Credit Opportunities Fund
-0.13%14.80%7.46%14.90%-10.50%6.36%5.55%13.77%-1.44%6.80%

Returns By Period

In the year-to-date period, IHYAX achieves a -2.02% return, which is significantly lower than PRCPX's -0.13% return. Over the past 10 years, IHYAX has underperformed PRCPX with an annualized return of 4.12%, while PRCPX has yielded a comparatively higher 6.83% annualized return.


IHYAX

1D
0.15%
1M
-2.42%
YTD
-2.02%
6M
-1.03%
1Y
3.99%
3Y*
5.92%
5Y*
2.05%
10Y*
4.12%

PRCPX

1D
0.13%
1M
-1.62%
YTD
-0.13%
6M
3.02%
1Y
13.68%
3Y*
10.60%
5Y*
5.87%
10Y*
6.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHYAX vs. PRCPX - Expense Ratio Comparison

IHYAX has a 1.04% expense ratio, which is higher than PRCPX's 0.81% expense ratio.


Return for Risk

IHYAX vs. PRCPX — Risk / Return Rank

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

IHYAX
IHYAX Risk / Return Rank: 5555
Overall Rank
IHYAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IHYAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IHYAX Omega Ratio Rank: 7373
Omega Ratio Rank
IHYAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
IHYAX Martin Ratio Rank: 3939
Martin Ratio Rank

PRCPX
PRCPX Risk / Return Rank: 9898
Overall Rank
PRCPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PRCPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
PRCPX Omega Ratio Rank: 9898
Omega Ratio Rank
PRCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PRCPX Martin Ratio Rank: 9898
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. PRCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya High Yield Bond Fund (IHYAX) and T. Rowe Price Credit Opportunities Fund (PRCPX). 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.


IHYAXPRCPXDifference

Sharpe ratio

Return per unit of total volatility

1.15

3.47

-2.32

Sortino ratio

Return per unit of downside risk

1.55

5.52

-3.97

Omega ratio

Gain probability vs. loss probability

1.28

1.93

-0.65

Calmar ratio

Return relative to maximum drawdown

1.00

4.53

-3.53

Martin ratio

Return relative to average drawdown

4.07

21.08

-17.00

IHYAX vs. PRCPX - Sharpe Ratio Comparison

The current IHYAX Sharpe Ratio is 1.15, which is lower than the PRCPX Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of IHYAX and PRCPX, 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


IHYAXPRCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

3.47

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.23

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

1.26

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.88

+0.10

Correlation

The correlation between IHYAX and PRCPX is 0.82, 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

IHYAX vs. PRCPX - Dividend Comparison

IHYAX's dividend yield for the trailing twelve months is around 4.43%, less than PRCPX's 12.89% yield.


TTM20252024202320222021202020192018201720162015
IHYAX
Voya High Yield Bond Fund
4.43%4.98%5.93%4.91%5.38%4.01%5.00%5.17%5.63%5.21%5.14%5.54%
PRCPX
T. Rowe Price Credit Opportunities Fund
12.89%12.19%7.03%7.88%4.89%5.11%5.36%5.18%5.72%4.95%5.88%7.58%

Drawdowns

IHYAX vs. PRCPX - Drawdown Comparison

The maximum IHYAX drawdown since its inception was -38.22%, which is greater than PRCPX's maximum drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for IHYAX and PRCPX.


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Drawdown Indicators


IHYAXPRCPXDifference

Max Drawdown

Largest peak-to-trough decline

-38.22%

-23.07%

-15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-3.03%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.14%

-14.34%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-20.25%

-23.07%

+2.82%

Current Drawdown

Current decline from peak

-2.45%

-1.74%

-0.71%

Average Drawdown

Average peak-to-trough decline

-2.95%

-3.16%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.65%

+0.14%

Volatility

IHYAX vs. PRCPX - Volatility Comparison

Voya High Yield Bond Fund (IHYAX) has a higher volatility of 1.38% compared to T. Rowe Price Credit Opportunities Fund (PRCPX) at 1.10%. This indicates that IHYAX's price experiences larger fluctuations and is considered to be riskier than PRCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYAXPRCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.10%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

2.52%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

4.11%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.09%

4.79%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

5.45%

+0.01%