IIRMX vs. PFSLX
Compare and contrast key facts about Voya Russell Mid Cap Index Portfolio (IIRMX) and Paradigm Select Fund (PFSLX).
IIRMX is managed by Voya. It was launched on Mar 10, 2008. PFSLX is managed by Paradigm Funds. It was launched on Jan 3, 2005.
Performance
IIRMX vs. PFSLX - Performance Comparison
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IIRMX vs. PFSLX - 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% |
PFSLX Paradigm Select Fund | 6.58% | 13.27% | 16.73% | 26.94% | -26.44% | 31.16% | 26.05% | 38.32% | -9.93% | 16.13% |
Returns By Period
In the year-to-date period, IIRMX achieves a -1.45% return, which is significantly lower than PFSLX's 6.58% return. Over the past 10 years, IIRMX has underperformed PFSLX with an annualized return of 10.01%, while PFSLX has yielded a comparatively higher 13.73% annualized 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%
PFSLX
- 1D
- -2.77%
- 1M
- -9.33%
- YTD
- 6.58%
- 6M
- 18.76%
- 1Y
- 39.31%
- 3Y*
- 17.89%
- 5Y*
- 9.03%
- 10Y*
- 13.73%
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IIRMX vs. PFSLX - Expense Ratio Comparison
IIRMX has a 0.40% expense ratio, which is lower than PFSLX's 1.16% expense ratio.
Return for Risk
IIRMX vs. PFSLX — Risk / Return Rank
IIRMX
PFSLX
IIRMX vs. PFSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Mid Cap Index Portfolio (IIRMX) and Paradigm Select Fund (PFSLX). 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 | PFSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.42 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.06 | 2.02 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 2.59 | -2.37 |
Martin ratioReturn relative to average drawdown | 0.84 | 10.06 | -9.22 |
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 | PFSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.42 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.02 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.04 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.05 | +0.39 |
Correlation
The correlation between IIRMX and PFSLX 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. PFSLX - Dividend Comparison
IIRMX's dividend yield for the trailing twelve months is around 13.39%, more than PFSLX's 0.13% 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% |
PFSLX Paradigm Select Fund | 0.13% | 0.14% | 0.02% | 0.31% | 0.01% | 0.17% | 0.11% | 0.58% | 2.93% | 3.89% | 0.74% | 9.40% |
Drawdowns
IIRMX vs. PFSLX - Drawdown Comparison
The maximum IIRMX drawdown since its inception was -56.44%, smaller than the maximum PFSLX drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for IIRMX and PFSLX.
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Drawdown Indicators
| IIRMX | PFSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.44% | -93.50% | +37.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -13.70% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.26% | -93.50% | +67.24% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -93.50% | +53.09% |
Current DrawdownCurrent decline from peak | -8.20% | -89.74% | +81.54% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -13.34% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 3.52% | +1.42% |
Volatility
IIRMX vs. PFSLX - Volatility Comparison
The current volatility for Voya Russell Mid Cap Index Portfolio (IIRMX) is 4.72%, while Paradigm Select Fund (PFSLX) has a volatility of 10.40%. This indicates that IIRMX experiences smaller price fluctuations and is considered to be less risky than PFSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIRMX | PFSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 10.40% | -5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 18.06% | -7.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.45% | 27.80% | -6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 475.26% | -456.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 336.38% | -316.75% |