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IIFIX vs. IRVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIFIX vs. IRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Balanced Income Portfolio (IIFIX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). The values are adjusted to include any dividend payments, if applicable.

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IIFIX vs. IRVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIFIX
Voya Balanced Income Portfolio
-2.44%4.26%13.11%11.70%-13.81%9.40%3.32%18.76%-4.78%10.58%
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, IIFIX achieves a -2.44% return, which is significantly lower than IRVIX's -0.72% return. Over the past 10 years, IIFIX has underperformed IRVIX with an annualized return of 5.92%, while IRVIX has yielded a comparatively higher 10.33% annualized return.


IIFIX

1D
0.20%
1M
-4.56%
YTD
-2.44%
6M
-0.91%
1Y
0.73%
3Y*
7.63%
5Y*
3.42%
10Y*
5.92%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIFIX vs. IRVIX - Expense Ratio Comparison

IIFIX has a 0.60% expense ratio, which is higher than IRVIX's 0.35% expense ratio.


Return for Risk

IIFIX vs. IRVIX — Risk / Return Rank

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

IIFIX
IIFIX Risk / Return Rank: 55
Overall Rank
IIFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IIFIX Sortino Ratio Rank: 55
Sortino Ratio Rank
IIFIX Omega Ratio Rank: 66
Omega Ratio Rank
IIFIX Calmar Ratio Rank: 55
Calmar Ratio Rank
IIFIX Martin Ratio Rank: 55
Martin Ratio Rank

IRVIX
IRVIX Risk / Return Rank: 3838
Overall Rank
IRVIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IRVIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
IRVIX Omega Ratio Rank: 4646
Omega Ratio Rank
IRVIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
IRVIX Martin Ratio Rank: 2626
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.

IIFIX vs. IRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Balanced Income Portfolio (IIFIX) 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.


IIFIXIRVIXDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.88

-0.81

Sortino ratio

Return per unit of downside risk

0.15

1.39

-1.25

Omega ratio

Gain probability vs. loss probability

1.03

1.19

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.13

0.70

-0.83

Martin ratio

Return relative to average drawdown

-0.24

2.83

-3.07

IIFIX vs. IRVIX - Sharpe Ratio Comparison

The current IIFIX Sharpe Ratio is 0.07, which is lower than the IRVIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IIFIX and IRVIX, 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


IIFIXIRVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.88

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.68

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.62

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.68

-0.06

Correlation

The correlation between IIFIX and IRVIX is 0.85, 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

IIFIX vs. IRVIX - Dividend Comparison

IIFIX's dividend yield for the trailing twelve months is around 5.84%, less than IRVIX's 30.10% yield.


TTM20252024202320222021202020192018201720162015
IIFIX
Voya Balanced Income Portfolio
5.84%2.61%1.40%2.98%12.50%2.56%11.06%11.05%6.00%4.66%6.56%5.50%
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

IIFIX vs. IRVIX - Drawdown Comparison

The maximum IIFIX drawdown since its inception was -40.61%, which is greater than IRVIX's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IIFIX and IRVIX.


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Drawdown Indicators


IIFIXIRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.61%

-35.67%

-4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-11.04%

+4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.36%

-18.37%

+1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

-35.67%

+13.08%

Current Drawdown

Current decline from peak

-6.85%

-6.64%

-0.21%

Average Drawdown

Average peak-to-trough decline

-5.03%

-3.86%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.30%

+0.44%

Volatility

IIFIX vs. IRVIX - Volatility Comparison

The current volatility for Voya Balanced Income Portfolio (IIFIX) is 2.55%, while Voya Russell Large Cap Value Index Portfolio (IRVIX) has a volatility of 3.31%. This indicates that IIFIX experiences smaller price fluctuations and is considered to be less risky 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


IIFIXIRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

3.31%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

7.51%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

10.59%

16.09%

-5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

14.14%

-6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.26%

16.81%

-8.55%