IIIIX vs. EPDIX
IIIIX (Voya International Index Portfolio) and EPDIX (EuroPac International Dividend Income Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, IIIIX returned 9.77%/yr vs 10.11%/yr for EPDIX. A 0.76 correlation means they provide meaningful diversification when combined. IIIIX charges 0.45%/yr vs 1.25%/yr for EPDIX.
Performance
IIIIX vs. EPDIX - Performance Comparison
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Returns By Period
In the year-to-date period, IIIIX achieves a 10.70% return, which is significantly higher than EPDIX's 8.07% return. Both investments have delivered pretty close results over the past 10 years, with IIIIX having a 9.77% annualized return and EPDIX not far ahead at 10.11%.
IIIIX
- 1D
- 0.20%
- 1M
- 2.17%
- YTD
- 10.70%
- 6M
- 10.24%
- 1Y
- 23.89%
- 3Y*
- 17.06%
- 5Y*
- 8.80%
- 10Y*
- 9.77%
EPDIX
- 1D
- -0.48%
- 1M
- -3.87%
- YTD
- 8.07%
- 6M
- 7.37%
- 1Y
- 36.11%
- 3Y*
- 22.68%
- 5Y*
- 13.90%
- 10Y*
- 10.11%
IIIIX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIIIX Voya International Index Portfolio | 10.70% | 30.88% | 3.03% | 17.70% | -14.60% | 10.83% | 7.87% | 21.37% | -13.73% | 24.91% |
EPDIX EuroPac International Dividend Income Fund | 8.07% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Correlation
The correlation between IIIIX and EPDIX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014 | 0.76 |
The correlation between IIIIX and EPDIX shifts across timeframes, from 0.63 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IIIIX vs. EPDIX — Risk / Return Rank
IIIIX
EPDIX
IIIIX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya International Index Portfolio (IIIIX) and EuroPac International Dividend Income Fund (EPDIX). 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.
| IIIIX | EPDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.46 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 3.36 | -1.08 |
| Martin ratioReturn relative to average drawdown | 8.20 | 11.45 | -3.25 |
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Drawdowns
IIIIX vs. EPDIX - Drawdown Comparison
The maximum IIIIX drawdown since its inception was -58.10%, which is greater than EPDIX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for IIIIX and EPDIX.
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Drawdown Indicators
| IIIIX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.10% | -38.23% | -19.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -10.92% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -13.71% | -13.01% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -29.79% | -20.98% | -8.81% |
Max Drawdown (10Y)Largest decline over 10 years | -34.34% | -32.84% | -1.50% |
Current DrawdownCurrent decline from peak | 0.00% | -7.60% | +7.60% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -10.76% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.20% | -0.11% |
Volatility
IIIIX vs. EPDIX - Volatility Comparison
Voya International Index Portfolio (IIIIX) and EuroPac International Dividend Income Fund (EPDIX) have volatilities of 4.91% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIIIX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 5.09% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.12% | 12.37% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.50% | 14.47% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 14.11% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 14.92% | +2.15% |
IIIIX vs. EPDIX - Expense Ratio Comparison
IIIIX has a 0.45% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Dividends
IIIIX vs. EPDIX - Dividend Comparison
IIIIX's dividend yield for the trailing twelve months is around 4.15%, less than EPDIX's 7.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDIX EuroPac International Dividend Income Fund | 7.15% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
IIIIX Voya International Index Portfolio | 4.15% | 2.22% | 2.94% | 4.82% | 3.64% | 2.02% | 2.43% | 2.90% | 3.21% | 2.21% | 3.12% | 3.29% |
Frequently Asked Questions
IIIIX and EPDIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPDIX has higher volatility (5.09%) compared to IIIIX (4.91%). In terms of maximum drawdown, IIIIX dropped -58.10% vs EPDIX's -38.23%.
EPDIX currently has the higher Sharpe Ratio (2.54 vs 1.52), 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.
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