IIMOX vs. BBMIX

Last updated Aug 1, 2026

IIMOX (Voya MidCap Opportunities Portfolio) and BBMIX (BBH Select Series - Mid Cap Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, IIMOX returned 3.86%/yr vs 2.02%/yr for BBMIX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. IIMOX charges 0.66%/yr vs 0.90%/yr for BBMIX.

Performance

IIMOX vs. BBMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya MidCap Opportunities Portfolio (IIMOX) and BBH Select Series - Mid Cap Fund (BBMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IIMOX achieves a 5.76% return, which is significantly higher than BBMIX's 2.86% return.

IIMOX

• 1D: 1.76%
• 1M: -3.35%
• 6M: 5.95%
• YTD: 5.76%
• 1Y: 1.55%
• 3Y*: 9.61%
• 5Y*: 3.86%
• 10Y*: 11.07%
• ALL TIME*: 8.74%

BBMIX

• 1D: 0.00%
• 1M: 0.00%
• 6M: 2.86%
• YTD: 2.86%
• 1Y: -1.54%
• 3Y*: 4.19%
• 5Y*: 2.02%
• 10Y*: —
• ALL TIME*: 2.80%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BBMIX BBH Select Series - Mid Cap Fund	$0.00	$0.00	$0.00
IIMOX Voya MidCap Opportunities Portfolio	$0.00	$0.00	$0.00

IIMOX vs. BBMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IIMOX Voya MidCap Opportunities Portfolio	5.76%	3.84%	15.91%	23.54%	-22.65%	10.38%
BBMIX BBH Select Series - Mid Cap Fund	2.86%	-6.45%	11.41%	26.01%	-24.76%	13.50%

Correlation

The correlation between IIMOX and BBMIX is 0.25, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.25
Correlation (3Y) Balances recent behavior with more history.	0.63
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (All Time) Calculated using the full available price history since May 24, 2021	0.77

Over the past year, the correlation between IIMOX and BBMIX has dropped to 0.25 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

Return for Risk

IIMOX vs. BBMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IIMOX

IIMOX Risk / Return Rank: 5
IIMOX Sharpe Ratio Rank: 5
IIMOX Sortino Ratio Rank: 5
IIMOX Omega Ratio Rank: 5
IIMOX Calmar Ratio Rank: 5
IIMOX Martin Ratio Rank: 5

BBMIX

BBMIX Risk / Return Rank: 1
BBMIX Sharpe Ratio Rank: 1
BBMIX Sortino Ratio Rank: 1
BBMIX Omega Ratio Rank: 1
BBMIX Calmar Ratio Rank: 0
BBMIX Martin Ratio Rank: 0

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IIMOX vs. BBMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya MidCap Opportunities Portfolio (IIMOX) and BBH Select Series - Mid Cap Fund (BBMIX). 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.

	IIMOX	BBMIX	Difference
Sharpe ratio: Return per unit of total volatility	0.05	-0.56	+0.61
Sortino ratio: Return per unit of downside risk	0.22	-0.75	+0.97
Omega ratio: Gain probability vs. loss probability	1.02	0.87	+0.16
Calmar ratio: Return relative to maximum drawdown	0.06	-0.82	+0.87
Martin ratio: Return relative to average drawdown	0.17	-1.30	+1.47

IIMOX vs. BBMIX - Sharpe Ratio Comparison

The current IIMOX Sharpe Ratio is 0.05, which is higher than the BBMIX Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of IIMOX and BBMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IIMOX vs. BBMIX - Drawdown Comparison

The maximum IIMOX drawdown since its inception was -49.62%, which is greater than BBMIX's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for IIMOX and BBMIX.

Drawdown Indicators

	IIMOX	BBMIX	Difference
Max Drawdown Largest peak-to-trough decline	-49.62%	-28.90%	-20.72%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-6.92%	-10.33%
Max Drawdown (3Y) Largest decline over 3 years	-26.24%	-23.79%	-2.45%
Max Drawdown (5Y) Largest decline over 5 years	-38.63%	-28.90%	-9.73%
Max Drawdown (10Y) Largest decline over 10 years	-38.63%	—	—
Current Drawdown Current decline from peak	-5.29%	-11.28%	+5.99%
Average Drawdown Average peak-to-trough decline	-10.24%	-10.53%	+0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.65%	5.63%	+0.02%

Volatility

IIMOX vs. BBMIX - Volatility Comparison

Voya MidCap Opportunities Portfolio (IIMOX) has a higher volatility of 4.55% compared to BBH Select Series - Mid Cap Fund (BBMIX) at 0.00%. This indicates that IIMOX's price experiences larger fluctuations and is considered to be riskier than BBMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IIMOX	BBMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	0.00%	+4.55%
Volatility (6M) Calculated over the trailing 6-month period	15.55%	3.32%	+12.23%
Volatility (1Y) Calculated over the trailing 1-year period	19.56%	10.18%	+9.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.42%	19.61%	+3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	19.36%	+2.77%

IIMOX vs. BBMIX - Expense Ratio Comparison

IIMOX has a 0.66% expense ratio, which is lower than BBMIX's 0.90% expense ratio.

Dividends

IIMOX vs. BBMIX - Dividend Comparison

IIMOX's dividend yield for the trailing twelve months is around 25.27%, while BBMIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBMIX BBH Select Series - Mid Cap Fund	0.00%	0.00%	0.32%	0.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IIMOX Voya MidCap Opportunities Portfolio	25.27%	10.50%	0.00%	0.00%	216.56%	14.45%	4.43%	12.33%	12.00%	5.41%	11.65%	17.54%

Frequently Asked Questions

Can I hold both IIMOX and BBMIX in my portfolio?

IIMOX and BBMIX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IIMOX or BBMIX?

IIMOX has higher volatility (4.55%) compared to BBMIX (0.00%). In terms of maximum drawdown, IIMOX dropped -49.62% vs BBMIX's -28.90%.

Which has better risk-adjusted returns?

IIMOX currently has the higher Sharpe Ratio (0.05 vs -0.56), 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.