IIRLX vs. VOO
Compare and contrast key facts about Voya Russell Large Cap Index Portfolio (IIRLX) and Vanguard S&P 500 ETF (VOO).
IIRLX is managed by Voya. It was launched on Mar 10, 2008. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
IIRLX vs. VOO - Performance Comparison
Loading graphics...
IIRLX vs. VOO - 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% | 22.58% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, IIRLX achieves a -8.38% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with IIRLX having a 14.17% annualized return and VOO not far behind at 14.05%.
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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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. VOO - Expense Ratio Comparison
IIRLX has a 0.36% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
IIRLX vs. VOO — Risk / Return Rank
IIRLX
VOO
IIRLX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Index Portfolio (IIRLX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.98 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.50 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.53 | -1.31 |
Martin ratioReturn relative to average drawdown | 0.81 | 7.29 | -6.48 |
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
| IIRLX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.98 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.70 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.78 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.83 | -0.27 |
Correlation
The correlation between IIRLX and VOO is 0.97, 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. VOO - Dividend Comparison
IIRLX's dividend yield for the trailing twelve months is around 4.11%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
IIRLX vs. VOO - Drawdown Comparison
The maximum IIRLX drawdown since its inception was -50.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IIRLX and VOO.
Loading graphics...
Drawdown Indicators
| IIRLX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -33.99% | -16.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.98% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -24.52% | -1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -32.60% | -33.99% | +1.39% |
Current DrawdownCurrent decline from peak | -9.83% | -6.29% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -3.72% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 2.52% | +2.84% |
Volatility
IIRLX vs. VOO - Volatility Comparison
The current volatility for Voya Russell Large Cap Index Portfolio (IIRLX) is 4.31%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that IIRLX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IIRLX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.29% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 9.44% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 18.10% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 16.82% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 17.99% | +0.40% |