IIRLX vs. JEPIX
IIRLX (Voya Russell Large Cap Index Portfolio) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - IIRLX is a Large Cap Blend Equities fund managed by Voya, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, IIRLX returned 13.02%/yr vs 7.06%/yr for JEPIX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. IIRLX charges 0.36%/yr vs 0.59%/yr for JEPIX.
Performance
IIRLX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, IIRLX achieves a 8.74% return, which is significantly higher than JEPIX's 3.73% return.
IIRLX
- 1D
- 0.86%
- 1M
- -0.02%
- 6M
- 7.19%
- YTD
- 8.74%
- 1Y
- 18.79%
- 3Y*
- 20.02%
- 5Y*
- 13.02%
- 10Y*
- 15.64%
- ALL TIME*
- 11.96%
JEPIX
- 1D
- 0.28%
- 1M
- 0.57%
- 6M
- 1.05%
- YTD
- 3.73%
- 1Y
- 10.16%
- 3Y*
- 8.76%
- 5Y*
- 7.06%
- 10Y*
- —
- ALL TIME*
- 7.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IIRLX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IIRLX Voya Russell Large Cap Index Portfolio | 8.74% | 18.77% | 26.95% | 29.41% | -20.07% | 27.26% | 21.71% | 31.18% | -12.66% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 3.73% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between IIRLX and JEPIX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.71 |
Over the past year, the correlation between IIRLX and JEPIX has dropped to 0.43 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
IIRLX vs. JEPIX — Risk / Return Rank
IIRLX
JEPIX
IIRLX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Index Portfolio (IIRLX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| IIRLX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.26 | +0.82 |
| Martin ratioReturn relative to average drawdown | 8.15 | 3.58 | +4.57 |
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Drawdowns
IIRLX vs. JEPIX - Drawdown Comparison
The maximum IIRLX drawdown since its inception was -50.33%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for IIRLX and JEPIX.
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Drawdown Indicators
| IIRLX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -32.63% | -17.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.83% | -7.41% | -2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.58% | -13.42% | -6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -13.67% | -12.16% |
Max Drawdown (10Y)Largest decline over 10 years | -32.60% | — | — |
Current DrawdownCurrent decline from peak | -2.12% | -1.50% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -3.20% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.60% | -0.18% |
Volatility
IIRLX vs. JEPIX - Volatility Comparison
Voya Russell Large Cap Index Portfolio (IIRLX) has a higher volatility of 3.97% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.41%. This indicates that IIRLX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIRLX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 2.41% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 7.08% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 8.83% | +5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 11.49% | +6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 14.65% | +3.89% |
IIRLX vs. JEPIX - Expense Ratio Comparison
IIRLX has a 0.36% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
IIRLX vs. JEPIX - Dividend Comparison
IIRLX's dividend yield for the trailing twelve months is around 4.87%, less than JEPIX's 7.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIRLX Voya Russell Large Cap Index Portfolio | 4.87% | 3.76% | 0.96% | 1.14% | 5.04% | 4.77% | 4.71% | 4.35% | 1.73% | 1.47% | 1.77% | 1.66% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.29% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IIRLX and JEPIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IIRLX has higher volatility (3.97%) compared to JEPIX (2.41%). In terms of maximum drawdown, IIRLX dropped -50.33% vs JEPIX's -32.63%.
IIRLX currently has the higher Sharpe Ratio (1.40 vs 1.06), 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.
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