IIRMX vs. FTSIX

Last updated Apr 1, 2026

Compare and contrast key facts about Voya Russell Mid Cap Index Portfolio (IIRMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).

IIRMX is managed by Voya. It was launched on Mar 10, 2008. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.

Performance

IIRMX vs. FTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Russell Mid Cap Index Portfolio (IIRMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). The values are adjusted to include any dividend payments, if applicable.

IIRMX vs. FTSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IIRMX Voya Russell Mid Cap Index Portfolio	-1.45%	10.40%	14.78%	16.74%	-17.55%	21.79%	16.04%	29.16%
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	3.61%	6.04%	11.86%	18.52%	-17.63%	25.29%	19.19%	26.72%

Returns By Period

In the year-to-date period, IIRMX achieves a -1.45% return, which is significantly lower than FTSIX's 3.61% return.

IIRMX

• 1D: -0.82%
• 1M: -7.81%
• YTD: -1.45%
• 6M: -1.36%
• 1Y: 12.73%
• 3Y*: 11.92%
• 5Y*: 6.26%
• 10Y*: 10.01%

FTSIX

• 1D: -0.79%
• 1M: -6.26%
• YTD: 3.61%
• 6M: 6.00%
• 1Y: 15.31%
• 3Y*: 10.74%
• 5Y*: 5.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IIRMX vs. FTSIX - Expense Ratio Comparison

IIRMX has a 0.40% expense ratio, which is lower than FTSIX's 2.69% expense ratio.

FTSIX

Fuller & Thaler Behavioral Small-Mid Core Equity Fund

IIRMX

Voya Russell Mid Cap Index Portfolio

Return for Risk

IIRMX vs. FTSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IIRMX

IIRMX Risk / Return Rank: 20
IIRMX Sharpe Ratio Rank: 26
IIRMX Sortino Ratio Rank: 28
IIRMX Omega Ratio Rank: 27
IIRMX Calmar Ratio Rank: 10
IIRMX Martin Ratio Rank: 11

FTSIX

FTSIX Risk / Return Rank: 39
FTSIX Sharpe Ratio Rank: 37
FTSIX Sortino Ratio Rank: 41
FTSIX Omega Ratio Rank: 34
FTSIX Calmar Ratio Rank: 41
FTSIX Martin Ratio Rank: 42

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.

IIRMX vs. FTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Mid Cap Index Portfolio (IIRMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.

	IIRMX	FTSIX	Difference
Sharpe ratio Return per unit of total volatility	0.64	0.80	-0.16
Sortino ratio Return per unit of downside risk	1.06	1.27	-0.21
Omega ratio Gain probability vs. loss probability	1.15	1.17	-0.02
Calmar ratio Return relative to maximum drawdown	0.22	1.06	-0.84
Martin ratio Return relative to average drawdown	0.84	4.30	-3.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IIRMX vs. FTSIX - Sharpe Ratio Comparison

The current IIRMX Sharpe Ratio is 0.64, which is comparable to the FTSIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IIRMX and FTSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IIRMX	FTSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	0.80	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.27	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.51	-0.08

Correlation

The correlation between IIRMX and FTSIX is 0.90, 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

IIRMX vs. FTSIX - Dividend Comparison

IIRMX's dividend yield for the trailing twelve months is around 13.39%, more than FTSIX's 0.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IIRMX Voya Russell Mid Cap Index Portfolio	13.39%	13.19%	10.43%	11.78%	10.34%	10.34%	14.22%	20.78%	15.64%	8.09%	14.11%	10.13%
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	0.62%	0.64%	0.84%	0.85%	0.95%	5.50%	0.35%	2.16%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IIRMX vs. FTSIX - Drawdown Comparison

The maximum IIRMX drawdown since its inception was -56.44%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for IIRMX and FTSIX.

Drawdown Indicators

	IIRMX	FTSIX	Difference
Max Drawdown Largest peak-to-trough decline	-56.44%	-42.12%	-14.32%
Max Drawdown (1Y) Largest decline over 1 year	-13.49%	-13.29%	-0.20%
Max Drawdown (5Y) Largest decline over 5 years	-26.26%	-27.57%	+1.31%
Max Drawdown (10Y) Largest decline over 10 years	-40.41%	—	—
Current Drawdown Current decline from peak	-8.20%	-6.80%	-1.40%
Average Drawdown Average peak-to-trough decline	-7.94%	-7.80%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.94%	3.27%	+1.67%

Volatility

IIRMX vs. FTSIX - Volatility Comparison

The current volatility for Voya Russell Mid Cap Index Portfolio (IIRMX) is 4.72%, while Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has a volatility of 5.08%. This indicates that IIRMX experiences smaller price fluctuations and is considered to be less risky than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IIRMX	FTSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.72%	5.08%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	10.24%	11.04%	-0.80%
Volatility (1Y) Calculated over the trailing 1-year period	21.45%	20.05%	+1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.83%	19.10%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.63%	23.47%	-3.84%