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IIRLX vs. VYMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIRLX vs. VYMSX - Performance Comparison

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

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IIRLX vs. VYMSX - 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%
VYMSX
Voya Mid Cap Research Enhanced Index Fund
-4.86%6.79%14.92%17.35%-14.63%27.47%8.26%28.18%-14.55%13.43%

Returns By Period

In the year-to-date period, IIRLX achieves a -8.38% return, which is significantly lower than VYMSX's -4.86% return. Over the past 10 years, IIRLX has outperformed VYMSX with an annualized return of 14.17%, while VYMSX has yielded a comparatively lower 8.73% 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%

VYMSX

1D
-1.23%
1M
-8.84%
YTD
-4.86%
6M
-4.06%
1Y
8.55%
3Y*
9.76%
5Y*
5.64%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIRLX vs. VYMSX - Expense Ratio Comparison

IIRLX has a 0.36% expense ratio, which is lower than VYMSX's 0.82% expense ratio.


Return for Risk

IIRLX vs. VYMSX — 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

VYMSX
VYMSX Risk / Return Rank: 1111
Overall Rank
VYMSX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VYMSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
VYMSX Omega Ratio Rank: 1515
Omega Ratio Rank
VYMSX Calmar Ratio Rank: 55
Calmar Ratio Rank
VYMSX Martin Ratio Rank: 55
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. VYMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Index Portfolio (IIRLX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). 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.


IIRLXVYMSXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.36

+0.39

Sortino ratio

Return per unit of downside risk

1.26

0.69

+0.57

Omega ratio

Gain probability vs. loss probability

1.17

1.09

+0.08

Calmar ratio

Return relative to maximum drawdown

0.22

-0.10

+0.33

Martin ratio

Return relative to average drawdown

0.81

-0.37

+1.19

IIRLX vs. VYMSX - Sharpe Ratio Comparison

The current IIRLX Sharpe Ratio is 0.74, which is higher than the VYMSX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IIRLX and VYMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IIRLXVYMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.36

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.25

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.39

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.37

+0.19

Correlation

The correlation between IIRLX and VYMSX is 0.85, 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. VYMSX - Dividend Comparison

IIRLX's dividend yield for the trailing twelve months is around 4.11%, less than VYMSX's 31.29% 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%
VYMSX
Voya Mid Cap Research Enhanced Index Fund
31.29%29.77%11.50%0.96%6.78%14.81%0.79%2.00%13.24%7.58%1.83%6.83%

Drawdowns

IIRLX vs. VYMSX - Drawdown Comparison

The maximum IIRLX drawdown since its inception was -50.33%, smaller than the maximum VYMSX drawdown of -57.85%. Use the drawdown chart below to compare losses from any high point for IIRLX and VYMSX.


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Drawdown Indicators


IIRLXVYMSXDifference

Max Drawdown

Largest peak-to-trough decline

-50.33%

-57.85%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-14.15%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-31.71%

+5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-32.60%

-43.69%

+11.09%

Current Drawdown

Current decline from peak

-9.83%

-10.34%

+0.51%

Average Drawdown

Average peak-to-trough decline

-6.83%

-9.21%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

5.91%

-0.55%

Volatility

IIRLX vs. VYMSX - Volatility Comparison

The current volatility for Voya Russell Large Cap Index Portfolio (IIRLX) is 4.31%, while Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a volatility of 6.19%. This indicates that IIRLX experiences smaller price fluctuations and is considered to be less risky than VYMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIRLXVYMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

6.19%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

12.34%

-3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

24.22%

-4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

23.23%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

22.82%

-4.43%