IIRMX vs. GTSGX
Compare and contrast key facts about Voya Russell Mid Cap Index Portfolio (IIRMX) and Madison Mid Cap Fund (GTSGX).
IIRMX is managed by Voya. It was launched on Mar 10, 2008. GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983.
Performance
IIRMX vs. GTSGX - Performance Comparison
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IIRMX vs. GTSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIRMX Voya Russell Mid Cap Index Portfolio | -1.45% | 10.40% | 14.78% | 16.74% | -17.55% | 21.79% | 16.04% | 29.16% | -9.30% | 18.05% |
GTSGX Madison Mid Cap Fund | -4.35% | 1.62% | 10.24% | 26.51% | -13.60% | 26.31% | 9.45% | 33.53% | -1.60% | 15.65% |
Returns By Period
In the year-to-date period, IIRMX achieves a -1.45% return, which is significantly higher than GTSGX's -4.35% return. Both investments have delivered pretty close results over the past 10 years, with IIRMX having a 10.01% annualized return and GTSGX not far ahead at 10.15%.
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%
GTSGX
- 1D
- 2.26%
- 1M
- -6.95%
- YTD
- -4.35%
- 6M
- -5.69%
- 1Y
- 1.28%
- 3Y*
- 8.80%
- 5Y*
- 6.79%
- 10Y*
- 10.15%
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IIRMX vs. GTSGX - Expense Ratio Comparison
IIRMX has a 0.40% expense ratio, which is lower than GTSGX's 0.95% expense ratio.
Return for Risk
IIRMX vs. GTSGX — Risk / Return Rank
IIRMX
GTSGX
IIRMX vs. GTSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Mid Cap Index Portfolio (IIRMX) and Madison Mid Cap Fund (GTSGX). 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 | GTSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.07 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.25 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.03 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 0.16 | +0.06 |
Martin ratioReturn relative to average drawdown | 0.84 | 0.47 | +0.37 |
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
| IIRMX | GTSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.07 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.39 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.14 | +0.29 |
Correlation
The correlation between IIRMX and GTSGX is 0.92, 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. GTSGX - Dividend Comparison
IIRMX's dividend yield for the trailing twelve months is around 13.39%, more than GTSGX's 3.52% 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% |
GTSGX Madison Mid Cap Fund | 3.52% | 3.37% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% |
Drawdowns
IIRMX vs. GTSGX - Drawdown Comparison
The maximum IIRMX drawdown since its inception was -56.44%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for IIRMX and GTSGX.
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Drawdown Indicators
| IIRMX | GTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.44% | -73.82% | +17.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -11.99% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -26.26% | -21.94% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -38.25% | -2.16% |
Current DrawdownCurrent decline from peak | -8.20% | -10.00% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -29.79% | +21.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 4.07% | +0.87% |
Volatility
IIRMX vs. GTSGX - Volatility Comparison
Voya Russell Mid Cap Index Portfolio (IIRMX) and Madison Mid Cap Fund (GTSGX) have volatilities of 4.72% and 4.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIRMX | GTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.73% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 10.17% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.45% | 19.05% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 17.36% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 18.01% | +1.62% |