IIRMX vs. VEMPX
Compare and contrast key facts about Voya Russell Mid Cap Index Portfolio (IIRMX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX).
IIRMX is managed by Voya. It was launched on Mar 10, 2008. VEMPX is managed by Vanguard. It was launched on Jan 14, 2011.
Performance
IIRMX vs. VEMPX - Performance Comparison
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IIRMX vs. VEMPX - 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | -4.53% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% | -9.35% | 18.13% |
Returns By Period
In the year-to-date period, IIRMX achieves a -1.45% return, which is significantly higher than VEMPX's -4.53% return. Over the past 10 years, IIRMX has underperformed VEMPX with an annualized return of 10.01%, while VEMPX has yielded a comparatively higher 10.57% 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%
VEMPX
- 1D
- -1.03%
- 1M
- -7.75%
- YTD
- -4.53%
- 6M
- -4.38%
- 1Y
- 16.81%
- 3Y*
- 13.80%
- 5Y*
- 3.67%
- 10Y*
- 10.57%
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IIRMX vs. VEMPX - Expense Ratio Comparison
IIRMX has a 0.40% expense ratio, which is higher than VEMPX's 0.04% expense ratio.
Return for Risk
IIRMX vs. VEMPX — Risk / Return Rank
IIRMX
VEMPX
IIRMX vs. VEMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Mid Cap Index Portfolio (IIRMX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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 | VEMPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.72 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.16 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 0.95 | -0.73 |
Martin ratioReturn relative to average drawdown | 0.84 | 3.92 | -3.07 |
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 | VEMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.72 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.17 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.48 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.49 | -0.05 |
Correlation
The correlation between IIRMX and VEMPX 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
IIRMX vs. VEMPX - Dividend Comparison
IIRMX's dividend yield for the trailing twelve months is around 13.39%, more than VEMPX's 1.23% 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.23% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
Drawdowns
IIRMX vs. VEMPX - Drawdown Comparison
The maximum IIRMX drawdown since its inception was -56.44%, which is greater than VEMPX's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for IIRMX and VEMPX.
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Drawdown Indicators
| IIRMX | VEMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.44% | -41.62% | -14.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -14.63% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.26% | -36.32% | +10.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -41.62% | +1.21% |
Current DrawdownCurrent decline from peak | -8.20% | -10.25% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -8.04% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 3.54% | +1.40% |
Volatility
IIRMX vs. VEMPX - Volatility Comparison
The current volatility for Voya Russell Mid Cap Index Portfolio (IIRMX) is 4.72%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 6.02%. This indicates that IIRMX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIRMX | VEMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 6.02% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 13.07% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.45% | 22.79% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 22.33% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 22.30% | -2.67% |