PortfoliosLab logoPortfoliosLab logo
IIRLX vs. FCNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIRLX vs. FCNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Russell Large Cap Index Portfolio (IIRLX) and Fidelity Contrafund Fund (FCNTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IIRLX vs. FCNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIRLX
Voya Russell Large Cap Index Portfolio
-8.38%18.77%26.95%29.41%-20.07%27.26%21.71%31.18%-3.45%22.58%
FCNTX
Fidelity Contrafund Fund
-8.57%21.76%36.00%38.67%-28.31%24.52%32.48%30.00%-3.81%32.18%

Returns By Period

The year-to-date returns for both stocks are quite close, with IIRLX having a -8.38% return and FCNTX slightly lower at -8.57%. Over the past 10 years, IIRLX has underperformed FCNTX with an annualized return of 14.17%, while FCNTX has yielded a comparatively higher 15.63% annualized return.


IIRLX

1D
-0.27%
1M
-7.68%
YTD
-8.38%
6M
-5.73%
1Y
14.40%
3Y*
18.08%
5Y*
11.61%
10Y*
14.17%

FCNTX

1D
-0.22%
1M
-9.40%
YTD
-8.57%
6M
-6.17%
1Y
16.04%
3Y*
23.48%
5Y*
12.82%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IIRLX vs. FCNTX - Expense Ratio Comparison

IIRLX has a 0.36% expense ratio, which is lower than FCNTX's 0.39% expense ratio.


Return for Risk

IIRLX vs. FCNTX — Risk / Return Rank

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

IIRLX
IIRLX Risk / Return Rank: 2626
Overall Rank
IIRLX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IIRLX Sortino Ratio Rank: 4040
Sortino Ratio Rank
IIRLX Omega Ratio Rank: 3737
Omega Ratio Rank
IIRLX Calmar Ratio Rank: 1010
Calmar Ratio Rank
IIRLX Martin Ratio Rank: 1111
Martin Ratio Rank

FCNTX
FCNTX Risk / Return Rank: 4444
Overall Rank
FCNTX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FCNTX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FCNTX Omega Ratio Rank: 4444
Omega Ratio Rank
FCNTX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FCNTX Martin Ratio Rank: 4646
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.

IIRLX vs. FCNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Index Portfolio (IIRLX) and Fidelity Contrafund Fund (FCNTX). 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.


IIRLXFCNTXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.83

-0.08

Sortino ratio

Return per unit of downside risk

1.26

1.30

-0.04

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

0.22

1.17

-0.95

Martin ratio

Return relative to average drawdown

0.81

4.57

-3.76

IIRLX vs. FCNTX - Sharpe Ratio Comparison

The current IIRLX Sharpe Ratio is 0.74, which is comparable to the FCNTX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IIRLX and FCNTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IIRLXFCNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.83

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.67

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.80

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.76

-0.19

Correlation

The correlation between IIRLX and FCNTX is 0.92, 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

IIRLX vs. FCNTX - Dividend Comparison

IIRLX's dividend yield for the trailing twelve months is around 4.11%, less than FCNTX's 5.10% yield.


TTM20252024202320222021202020192018201720162015
IIRLX
Voya Russell Large Cap Index Portfolio
4.11%3.76%0.96%1.14%5.04%4.77%4.71%4.35%1.73%1.47%1.77%1.66%
FCNTX
Fidelity Contrafund Fund
5.10%5.21%4.19%3.78%11.87%10.80%8.01%4.16%7.46%6.08%3.81%5.33%

Drawdowns

IIRLX vs. FCNTX - Drawdown Comparison

The maximum IIRLX drawdown since its inception was -50.33%, roughly equal to the maximum FCNTX drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for IIRLX and FCNTX.


Loading graphics...

Drawdown Indicators


IIRLXFCNTXDifference

Max Drawdown

Largest peak-to-trough decline

-50.33%

-49.19%

-1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-11.30%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-32.59%

+6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-32.60%

-32.59%

-0.01%

Current Drawdown

Current decline from peak

-9.83%

-11.30%

+1.47%

Average Drawdown

Average peak-to-trough decline

-6.83%

-8.18%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

2.90%

+2.46%

Volatility

IIRLX vs. FCNTX - Volatility Comparison

The current volatility for Voya Russell Large Cap Index Portfolio (IIRLX) is 4.31%, while Fidelity Contrafund Fund (FCNTX) has a volatility of 5.19%. This indicates that IIRLX experiences smaller price fluctuations and is considered to be less risky than FCNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IIRLXFCNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

5.19%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

10.56%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

19.69%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

19.13%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

19.61%

-1.22%