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IIBAX vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IIBAX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Intermediate Bond Fund (IIBAX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IIBAX achieves a -0.05% return, which is significantly higher than BTC-USD's -27.34% return. Over the past 10 years, IIBAX has underperformed BTC-USD with an annualized return of 1.74%, while BTC-USD has yielded a comparatively higher 56.84% annualized return.


IIBAX

1D
-0.11%
1M
0.02%
YTD
-0.05%
6M
0.21%
1Y
3.74%
3Y*
4.37%
5Y*
-0.17%
10Y*
1.74%

BTC-USD

1D
3.47%
1M
-21.00%
YTD
-27.34%
6M
-31.30%
1Y
-41.49%
3Y*
34.89%
5Y*
12.33%
10Y*
56.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIBAX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIBAX
Voya Intermediate Bond Fund
-0.05%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%
BTC-USD
Bitcoin
-27.34%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between IIBAX and BTC-USD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2012

0.01

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Return for Risk

IIBAX vs. BTC-USD — Risk / Return Rank

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

IIBAX
IIBAX Risk / Return Rank: 2020
Overall Rank
IIBAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 1818
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 1919
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3535
Overall Rank
BTC-USD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3838
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5252
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2727
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.

IIBAX vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Intermediate Bond Fund (IIBAX) and Bitcoin (BTC-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IIBAXBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.19

0.86

+0.33

Calmar ratioReturn relative to maximum drawdown

1.44

-0.81

+2.25

Martin ratioReturn relative to average drawdown

4.12

-1.42

+5.54

IIBAX vs. BTC-USD - Sharpe Ratio Comparison

The current IIBAX Sharpe Ratio is 1.04, which is higher than the BTC-USD Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of IIBAX and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IIBAX vs. BTC-USD - Drawdown Comparison

The maximum IIBAX drawdown since its inception was -20.34%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IIBAX and BTC-USD.


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Drawdown Indicators


IIBAXBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-20.34%

-85.30%

+64.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-51.21%

+48.11%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

-51.21%

+45.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-76.67%

+56.66%

Max Drawdown (10Y)

Largest decline over 10 years

-20.34%

-83.80%

+63.46%

Current Drawdown

Current decline from peak

-2.56%

-49.02%

+46.46%

Average Drawdown

Average peak-to-trough decline

-2.88%

-42.34%

+39.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

34.89%

-33.84%

Volatility

IIBAX vs. BTC-USD - Volatility Comparison

The current volatility for Voya Intermediate Bond Fund (IIBAX) is 1.53%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that IIBAX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIBAXBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

12.11%

-10.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

34.67%

-31.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

35.64%

-31.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

44.75%

-38.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

56.63%

-51.60%

Frequently Asked Questions


IIBAX and BTC-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.11%) compared to IIBAX (1.53%). In terms of maximum drawdown, IIBAX dropped -20.34% vs BTC-USD's -85.30%.

IIBAX currently has the higher Sharpe Ratio (1.04 vs -0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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