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IIMOX vs. ATLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIMOX vs. ATLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya MidCap Opportunities Portfolio (IIMOX) and Atlas U.S. Tactical Income Fund (ATLAX). The values are adjusted to include any dividend payments, if applicable.

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IIMOX vs. ATLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIMOX
Voya MidCap Opportunities Portfolio
-7.72%3.84%15.91%23.54%-77.25%12.05%41.21%29.45%-7.44%25.08%
ATLAX
Atlas U.S. Tactical Income Fund
-1.23%13.62%4.51%9.92%-23.76%-1.25%1.46%4.27%-8.13%2.39%

Returns By Period

In the year-to-date period, IIMOX achieves a -7.72% return, which is significantly lower than ATLAX's -1.23% return. Over the past 10 years, IIMOX has underperformed ATLAX with an annualized return of -2.43%, while ATLAX has yielded a comparatively higher -0.23% annualized return.


IIMOX

1D
4.05%
1M
-8.38%
YTD
-7.72%
6M
-11.68%
1Y
4.31%
3Y*
8.71%
5Y*
-19.31%
10Y*
-2.43%

ATLAX

1D
0.93%
1M
-2.58%
YTD
-1.23%
6M
1.12%
1Y
8.58%
3Y*
8.06%
5Y*
-0.62%
10Y*
-0.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIMOX vs. ATLAX - Expense Ratio Comparison

IIMOX has a 0.66% expense ratio, which is lower than ATLAX's 1.18% expense ratio.


Return for Risk

IIMOX vs. ATLAX — Risk / Return Rank

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

IIMOX
IIMOX Risk / Return Rank: 66
Overall Rank
IIMOX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IIMOX Sortino Ratio Rank: 88
Sortino Ratio Rank
IIMOX Omega Ratio Rank: 77
Omega Ratio Rank
IIMOX Calmar Ratio Rank: 44
Calmar Ratio Rank
IIMOX Martin Ratio Rank: 33
Martin Ratio Rank

ATLAX
ATLAX Risk / Return Rank: 6565
Overall Rank
ATLAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ATLAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
ATLAX Omega Ratio Rank: 6262
Omega Ratio Rank
ATLAX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ATLAX Martin Ratio Rank: 6161
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.

IIMOX vs. ATLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya MidCap Opportunities Portfolio (IIMOX) and Atlas U.S. Tactical Income Fund (ATLAX). 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.


IIMOXATLAXDifference

Sharpe ratio

Return per unit of total volatility

0.22

1.31

-1.08

Sortino ratio

Return per unit of downside risk

0.52

1.83

-1.32

Omega ratio

Gain probability vs. loss probability

1.07

1.25

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.06

1.65

-1.72

Martin ratio

Return relative to average drawdown

-0.20

6.43

-6.63

IIMOX vs. ATLAX - Sharpe Ratio Comparison

The current IIMOX Sharpe Ratio is 0.22, which is lower than the ATLAX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IIMOX and ATLAX, 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


IIMOXATLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

1.31

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

-0.07

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

-0.01

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.01

+0.11

Correlation

The correlation between IIMOX and ATLAX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IIMOX vs. ATLAX - Dividend Comparison

IIMOX's dividend yield for the trailing twelve months is around 11.38%, more than ATLAX's 5.31% yield.


TTM20252024202320222021202020192018201720162015
IIMOX
Voya MidCap Opportunities Portfolio
11.38%10.50%0.00%0.00%0.00%14.45%4.43%12.33%12.00%5.41%11.65%17.54%
ATLAX
Atlas U.S. Tactical Income Fund
5.31%4.68%5.15%3.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IIMOX vs. ATLAX - Drawdown Comparison

The maximum IIMOX drawdown since its inception was -80.38%, which is greater than ATLAX's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for IIMOX and ATLAX.


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Drawdown Indicators


IIMOXATLAXDifference

Max Drawdown

Largest peak-to-trough decline

-80.38%

-39.28%

-41.10%

Max Drawdown (1Y)

Largest decline over 1 year

-17.25%

-5.44%

-11.81%

Max Drawdown (5Y)

Largest decline over 5 years

-80.38%

-31.49%

-48.89%

Max Drawdown (10Y)

Largest decline over 10 years

-80.38%

-39.28%

-41.10%

Current Drawdown

Current decline from peak

-71.11%

-15.54%

-55.57%

Average Drawdown

Average peak-to-trough decline

-19.18%

-14.58%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

1.46%

+4.32%

Volatility

IIMOX vs. ATLAX - Volatility Comparison

Voya MidCap Opportunities Portfolio (IIMOX) has a higher volatility of 8.14% compared to Atlas U.S. Tactical Income Fund (ATLAX) at 2.83%. This indicates that IIMOX's price experiences larger fluctuations and is considered to be riskier than ATLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIMOXATLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

2.83%

+5.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

3.92%

+10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

25.92%

7.10%

+18.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.93%

8.89%

+30.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.09%

16.44%

+14.65%