IIBAX vs. VYMSX
Compare and contrast key facts about Voya Intermediate Bond Fund (IIBAX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX).
IIBAX is managed by Voya. It was launched on Dec 15, 1998. VYMSX is managed by Voya. It was launched on Feb 3, 1998.
Performance
IIBAX vs. VYMSX - Performance Comparison
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IIBAX vs. VYMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIBAX Voya Intermediate Bond Fund | -0.45% | 6.42% | 2.65% | 7.04% | -15.11% | -1.79% | 7.75% | 9.57% | -0.59% | 4.48% |
VYMSX Voya Mid Cap Research Enhanced Index Fund | -1.68% | 6.79% | 14.92% | 17.35% | -14.63% | 27.47% | 8.26% | 28.18% | -14.55% | 13.43% |
Returns By Period
In the year-to-date period, IIBAX achieves a -0.45% return, which is significantly higher than VYMSX's -1.68% return. Over the past 10 years, IIBAX has underperformed VYMSX with an annualized return of 1.86%, while VYMSX has yielded a comparatively higher 9.09% annualized return.
IIBAX
- 1D
- 0.34%
- 1M
- -1.80%
- YTD
- -0.45%
- 6M
- -0.18%
- 1Y
- 2.87%
- 3Y*
- 3.95%
- 5Y*
- 0.04%
- 10Y*
- 1.86%
VYMSX
- 1D
- 3.34%
- 1M
- -6.41%
- YTD
- -1.68%
- 6M
- -0.85%
- 1Y
- 11.50%
- 3Y*
- 10.97%
- 5Y*
- 6.00%
- 10Y*
- 9.09%
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IIBAX vs. VYMSX - Expense Ratio Comparison
IIBAX has a 0.69% expense ratio, which is lower than VYMSX's 0.82% expense ratio.
Return for Risk
IIBAX vs. VYMSX — Risk / Return Rank
IIBAX
VYMSX
IIBAX vs. VYMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Intermediate Bond Fund (IIBAX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). 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.
| IIBAX | VYMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.56 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.98 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 0.05 | +0.89 |
Martin ratioReturn relative to average drawdown | 2.57 | 0.19 | +2.38 |
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
| IIBAX | VYMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.56 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.27 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.40 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.38 | +0.52 |
Correlation
The correlation between IIBAX and VYMSX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IIBAX vs. VYMSX - Dividend Comparison
IIBAX's dividend yield for the trailing twelve months is around 3.19%, less than VYMSX's 30.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIBAX Voya Intermediate Bond Fund | 3.19% | 3.43% | 4.50% | 4.05% | 1.98% | 2.03% | 4.69% | 3.23% | 2.93% | 2.88% | 2.96% | 2.45% |
VYMSX Voya Mid Cap Research Enhanced Index Fund | 30.28% | 29.77% | 11.50% | 0.96% | 6.78% | 14.81% | 0.79% | 2.00% | 13.24% | 7.58% | 1.83% | 6.83% |
Drawdowns
IIBAX vs. VYMSX - Drawdown Comparison
The maximum IIBAX drawdown since its inception was -20.34%, smaller than the maximum VYMSX drawdown of -57.85%. Use the drawdown chart below to compare losses from any high point for IIBAX and VYMSX.
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Drawdown Indicators
| IIBAX | VYMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.34% | -57.85% | +37.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -14.15% | +11.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.01% | -31.71% | +11.70% |
Max Drawdown (10Y)Largest decline over 10 years | -20.34% | -43.69% | +23.35% |
Current DrawdownCurrent decline from peak | -2.95% | -7.34% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -9.21% | +6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 5.73% | -4.61% |
Volatility
IIBAX vs. VYMSX - Volatility Comparison
The current volatility for Voya Intermediate Bond Fund (IIBAX) is 1.77%, while Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a volatility of 7.17%. This indicates that IIBAX experiences smaller price fluctuations and is considered to be less risky than VYMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIBAX | VYMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 7.17% | -5.40% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 12.74% | -10.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 24.41% | -19.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.94% | 23.28% | -17.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 22.84% | -17.84% |