IIRLX vs. VOOG
Compare and contrast key facts about Voya Russell Large Cap Index Portfolio (IIRLX) and Vanguard S&P 500 Growth ETF (VOOG).
IIRLX is managed by Voya. It was launched on Mar 10, 2008. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
IIRLX vs. VOOG - Performance Comparison
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IIRLX vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | -8.17% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Returns By Period
The year-to-date returns for both investments are quite close, with IIRLX having a -8.38% return and VOOG slightly higher at -8.17%. Over the past 10 years, IIRLX has underperformed VOOG with an annualized return of 14.17%, while VOOG has yielded a comparatively higher 15.71% 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%
VOOG
- 1D
- 4.02%
- 1M
- -5.34%
- YTD
- -8.17%
- 6M
- -6.12%
- 1Y
- 22.53%
- 3Y*
- 21.80%
- 5Y*
- 12.17%
- 10Y*
- 15.71%
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IIRLX vs. VOOG - Expense Ratio Comparison
IIRLX has a 0.36% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
IIRLX vs. VOOG — Risk / Return Rank
IIRLX
VOOG
IIRLX vs. VOOG - 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 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.02 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.58 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.66 | -1.44 |
Martin ratioReturn relative to average drawdown | 0.81 | 6.53 | -5.71 |
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 | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.02 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.58 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.76 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.83 | -0.27 |
Correlation
The correlation between IIRLX and VOOG is 0.94, 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. VOOG - Dividend Comparison
IIRLX's dividend yield for the trailing twelve months is around 4.11%, more than VOOG's 0.54% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.54% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
IIRLX vs. VOOG - Drawdown Comparison
The maximum IIRLX drawdown since its inception was -50.33%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for IIRLX and VOOG.
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Drawdown Indicators
| IIRLX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -32.73% | -17.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -13.71% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -32.73% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -32.60% | -32.73% | +0.13% |
Current DrawdownCurrent decline from peak | -9.83% | -10.25% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -5.00% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 3.50% | +1.86% |
Volatility
IIRLX vs. VOOG - Volatility Comparison
The current volatility for Voya Russell Large Cap Index Portfolio (IIRLX) is 4.31%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.15%. This indicates that IIRLX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIRLX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 7.15% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 12.62% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 22.25% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 21.16% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 20.65% | -2.26% |