IIMOX vs. IEOSX

Last updated Jun 24, 2026

IIMOX (Voya MidCap Opportunities Portfolio) and IEOSX (Voya Large Cap Growth Portfolio) are both mutual funds - IIMOX is a Mid Cap Growth Equities fund managed by Voya, while IEOSX is a Large Cap Growth Equities fund managed by Voya. Over the past 10 years, IIMOX returned 12.22%/yr vs 16.10%/yr for IEOSX. Their correlation of 0.90 suggests significant overlap in exposure. IIMOX charges 0.66%/yr vs 0.92%/yr for IEOSX.

Performance

IIMOX vs. IEOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya MidCap Opportunities Portfolio (IIMOX) and Voya Large Cap Growth Portfolio (IEOSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IIMOX achieves a 9.16% return, which is significantly higher than IEOSX's 7.45% return. Over the past 10 years, IIMOX has underperformed IEOSX with an annualized return of 12.22%, while IEOSX has yielded a comparatively higher 16.10% annualized return.

IIMOX

• 1D: 0.33%
• 1M: 6.11%
• YTD: 9.16%
• 6M: 7.04%
• 1Y: 9.63%
• 3Y*: 13.20%
• 5Y*: 5.28%
• 10Y*: 12.22%

IEOSX

• 1D: -0.70%
• 1M: 0.16%
• YTD: 7.45%
• 6M: 6.09%
• 1Y: 22.26%
• 3Y*: 22.86%
• 5Y*: 11.60%
• 10Y*: 16.10%

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

IIMOX vs. IEOSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IIMOX Voya MidCap Opportunities Portfolio	9.16%	3.84%	15.91%	23.54%	-22.65%	12.05%	41.21%	29.45%	-7.44%	25.08%
IEOSX Voya Large Cap Growth Portfolio	7.45%	15.13%	34.53%	37.38%	-30.74%	19.20%	30.20%	32.51%	-2.11%	29.48%

Correlation

The correlation between IIMOX and IEOSX is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004	0.90

The correlation between IIMOX and IEOSX shifts across timeframes, from 0.77 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IIMOX vs. IEOSX — Risk / Return Rank

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

IIMOX

IIMOX Risk / Return Rank: 8
IIMOX Sharpe Ratio Rank: 8
IIMOX Sortino Ratio Rank: 8
IIMOX Omega Ratio Rank: 8
IIMOX Calmar Ratio Rank: 8
IIMOX Martin Ratio Rank: 8

IEOSX

IEOSX Risk / Return Rank: 20
IEOSX Sharpe Ratio Rank: 19
IEOSX Sortino Ratio Rank: 20
IEOSX Omega Ratio Rank: 25
IEOSX Calmar Ratio Rank: 19
IEOSX Martin Ratio Rank: 18

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. IEOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya MidCap Opportunities Portfolio (IIMOX) and Voya Large Cap Growth Portfolio (IEOSX). 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	IEOSX	Difference
Sharpe ratio: Return per unit of total volatility	0.61	1.16	-0.55
Sortino ratio: Return per unit of downside risk	0.99	1.72	-0.73
Omega ratio: Gain probability vs. loss probability	1.12	1.24	-0.13
Calmar ratio: Return relative to maximum drawdown	0.68	1.48	-0.80
Martin ratio: Return relative to average drawdown	2.03	4.38	-2.35

IIMOX vs. IEOSX - Sharpe Ratio Comparison

The current IIMOX Sharpe Ratio is 0.61, which is lower than the IEOSX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of IIMOX and IEOSX, 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. IEOSX - Drawdown Comparison

The maximum IIMOX drawdown since its inception was -49.62%, which is greater than IEOSX's maximum drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IIMOX and IEOSX.

Drawdown Indicators

	IIMOX	IEOSX	Difference
Max Drawdown Largest peak-to-trough decline	-49.62%	-44.03%	-5.59%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-17.29%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-26.24%	-25.33%	-0.91%
Max Drawdown (5Y) Largest decline over 5 years	-38.63%	-34.91%	-3.72%
Max Drawdown (10Y) Largest decline over 10 years	-38.63%	-34.91%	-3.72%
Current Drawdown Current decline from peak	0.00%	-7.33%	+7.33%
Average Drawdown Average peak-to-trough decline	-10.27%	-6.54%	-3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.54%	5.57%	-0.03%

Volatility

IIMOX vs. IEOSX - Volatility Comparison

Voya MidCap Opportunities Portfolio (IIMOX) and Voya Large Cap Growth Portfolio (IEOSX) have volatilities of 6.83% and 7.02%, 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.

Volatility by Period

	IIMOX	IEOSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.83%	7.02%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	15.24%	18.81%	-3.57%
Volatility (1Y) Calculated over the trailing 1-year period	19.23%	22.13%	-2.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.36%	23.39%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.15%	21.94%	+0.21%

IIMOX vs. IEOSX - Expense Ratio Comparison

IIMOX has a 0.66% expense ratio, which is lower than IEOSX's 0.92% expense ratio.

Dividends

IIMOX vs. IEOSX - Dividend Comparison

IIMOX's dividend yield for the trailing twelve months is around 9.62%, less than IEOSX's 11.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEOSX Voya Large Cap Growth Portfolio	11.33%	12.18%	0.00%	0.00%	64.49%	21.60%	11.24%	17.89%	16.66%	7.29%	15.02%	11.09%
IIMOX Voya MidCap Opportunities Portfolio	9.62%	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 IEOSX in my portfolio?

IIMOX and IEOSX have a correlation of 0.77, 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 IEOSX?

IEOSX has higher volatility (7.02%) compared to IIMOX (6.83%). In terms of maximum drawdown, IIMOX dropped -49.62% vs IEOSX's -44.03%.

Which has better risk-adjusted returns?

IEOSX currently has the higher Sharpe Ratio (1.16 vs 0.61), 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.