IIRLX vs. SWLGX
Compare and contrast key facts about Voya Russell Large Cap Index Portfolio (IIRLX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
IIRLX is managed by Voya. It was launched on Mar 10, 2008. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
IIRLX vs. SWLGX - Performance Comparison
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IIRLX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -0.38% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, IIRLX achieves a -8.38% return, which is significantly higher than SWLGX's -13.06% 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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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IIRLX vs. SWLGX - Expense Ratio Comparison
IIRLX has a 0.36% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
IIRLX vs. SWLGX — Risk / Return Rank
IIRLX
SWLGX
IIRLX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Index Portfolio (IIRLX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| IIRLX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.66 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.10 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 0.72 | -0.49 |
Martin ratioReturn relative to average drawdown | 0.81 | 2.51 | -1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IIRLX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.66 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.56 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.68 | -0.11 |
Correlation
The correlation between IIRLX and SWLGX is 0.93, 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. SWLGX - Dividend Comparison
IIRLX's dividend yield for the trailing twelve months is around 4.11%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
IIRLX vs. SWLGX - Drawdown Comparison
The maximum IIRLX drawdown since its inception was -50.33%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for IIRLX and SWLGX.
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Drawdown Indicators
| IIRLX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -32.69% | -17.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -16.16% | +4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -32.69% | +6.86% |
Max Drawdown (10Y)Largest decline over 10 years | -32.60% | — | — |
Current DrawdownCurrent decline from peak | -9.83% | -16.16% | +6.33% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -7.13% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 4.62% | +0.74% |
Volatility
IIRLX vs. SWLGX - Volatility Comparison
The current volatility for Voya Russell Large Cap Index Portfolio (IIRLX) is 4.31%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that IIRLX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIRLX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.38% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 11.82% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 22.31% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 21.47% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 22.78% | -4.39% |