IIMOX vs. VLEQX

Last updated Aug 1, 2026

IIMOX (Voya MidCap Opportunities Portfolio) and VLEQX (Villere Equity Fund) are both Mid Cap Growth Equities funds. Their 0.79 correlation means they have sometimes moved together and sometimes differently. IIMOX charges 0.66%/yr vs 1.22%/yr for VLEQX.

Performance

IIMOX vs. VLEQX - Performance Comparison

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

Returns By Period

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%

VLEQX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
IIMOX Voya MidCap Opportunities Portfolio	$0.00	$0.00	$0.00

IIMOX vs. VLEQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IIMOX Voya MidCap Opportunities Portfolio	5.76%	3.84%	15.91%	23.54%	-22.65%	12.05%	41.21%	29.45%	-7.44%	25.08%
VLEQX Villere Equity Fund	3.58%	0.26%	1.50%	11.37%	-24.50%	5.80%	14.77%	24.50%	-6.98%	7.34%

Correlation

The correlation between IIMOX and VLEQX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.56
Correlation (3Y) Balances recent behavior with more history.	0.64
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (10Y) Provides a long-term view across more market conditions.	0.78
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.79

Over the past year, the correlation between IIMOX and VLEQX has dropped to 0.56 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

IIMOX vs. VLEQX — 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

VLEQX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VLEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya MidCap Opportunities Portfolio (IIMOX) and Villere Equity Fund (VLEQX). 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	VLEQX	Difference
Sharpe ratio: Return per unit of total volatility	0.05	—	—
Sortino ratio: Return per unit of downside risk	0.22	—	—
Omega ratio: Gain probability vs. loss probability	1.02	—	—
Calmar ratio: Return relative to maximum drawdown	0.06	—	—
Martin ratio: Return relative to average drawdown	0.17	—	—

Drawdowns

Drawdown Indicators

	IIMOX	VLEQX	Difference
Max Drawdown Largest peak-to-trough decline	-49.62%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-26.24%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.63%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.63%	—	—
Current Drawdown Current decline from peak	-5.29%	—	—
Average Drawdown Average peak-to-trough decline	-10.24%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.65%	—	—

Volatility

Volatility by Period

	IIMOX	VLEQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.56%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.42%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	—	—

IIMOX vs. VLEQX - Expense Ratio Comparison

IIMOX has a 0.66% expense ratio, which is lower than VLEQX's 1.22% expense ratio.

Dividends

IIMOX vs. VLEQX - Dividend Comparison

IIMOX's dividend yield for the trailing twelve months is around 25.27%, more than VLEQX's 13.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VLEQX Villere Equity Fund	13.57%	0.54%	0.40%	4.64%	2.88%	8.24%	0.73%	0.17%	0.34%	0.00%	0.11%	1.76%

Frequently Asked Questions

Can I hold both IIMOX and VLEQX in my portfolio?

IIMOX and VLEQX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.