IIMOX vs. SMCWX
Compare and contrast key facts about Voya MidCap Opportunities Portfolio (IIMOX) and American Funds SMALLCAP World Fund Class A (SMCWX).
IIMOX is managed by Voya. It was launched on May 5, 2000. SMCWX is managed by American Funds. It was launched on Apr 30, 1990.
Performance
IIMOX vs. SMCWX - Performance Comparison
Loading graphics...
IIMOX vs. SMCWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SMCWX American Funds SMALLCAP World Fund Class A | -1.05% | 14.07% | 2.33% | 18.86% | -29.90% | 10.14% | 37.46% | 30.79% | -9.75% | 26.85% |
Returns By Period
In the year-to-date period, IIMOX achieves a -7.72% return, which is significantly lower than SMCWX's -1.05% return. Over the past 10 years, IIMOX has underperformed SMCWX with an annualized return of -2.43%, while SMCWX has yielded a comparatively higher 9.04% 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%
SMCWX
- 1D
- 3.47%
- 1M
- -7.83%
- YTD
- -1.05%
- 6M
- 1.11%
- 1Y
- 20.45%
- 3Y*
- 8.86%
- 5Y*
- 0.17%
- 10Y*
- 9.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IIMOX vs. SMCWX - Expense Ratio Comparison
IIMOX has a 0.66% expense ratio, which is lower than SMCWX's 1.02% expense ratio.
Return for Risk
IIMOX vs. SMCWX — Risk / Return Rank
IIMOX
SMCWX
IIMOX vs. SMCWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya MidCap Opportunities Portfolio (IIMOX) and American Funds SMALLCAP World Fund Class A (SMCWX). 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.
| IIMOX | SMCWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 1.17 | -0.94 |
Sortino ratioReturn per unit of downside risk | 0.52 | 1.72 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.23 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.66 | -1.72 |
Martin ratioReturn relative to average drawdown | -0.20 | 6.37 | -6.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IIMOX | SMCWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 1.17 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | 0.01 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.51 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.57 | -0.45 |
Correlation
The correlation between IIMOX and SMCWX is 0.88, 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
IIMOX vs. SMCWX - Dividend Comparison
IIMOX's dividend yield for the trailing twelve months is around 11.38%, more than SMCWX's 4.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SMCWX American Funds SMALLCAP World Fund Class A | 4.90% | 4.84% | 0.60% | 0.64% | 0.00% | 9.24% | 1.60% | 4.24% | 7.06% | 4.48% | 0.35% | 6.49% |
Drawdowns
IIMOX vs. SMCWX - Drawdown Comparison
The maximum IIMOX drawdown since its inception was -80.38%, which is greater than SMCWX's maximum drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for IIMOX and SMCWX.
Loading graphics...
Drawdown Indicators
| IIMOX | SMCWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.38% | -62.46% | -17.92% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -11.83% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -80.38% | -39.79% | -40.59% |
Max Drawdown (10Y)Largest decline over 10 years | -80.38% | -39.79% | -40.59% |
Current DrawdownCurrent decline from peak | -71.11% | -10.12% | -60.99% |
Average DrawdownAverage peak-to-trough decline | -19.18% | -14.98% | -4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 3.08% | +2.70% |
Volatility
IIMOX vs. SMCWX - Volatility Comparison
Voya MidCap Opportunities Portfolio (IIMOX) has a higher volatility of 8.14% compared to American Funds SMALLCAP World Fund Class A (SMCWX) at 7.62%. This indicates that IIMOX's price experiences larger fluctuations and is considered to be riskier than SMCWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IIMOX | SMCWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 7.62% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 11.82% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.92% | 17.93% | +7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.93% | 18.05% | +20.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.09% | 17.76% | +13.33% |