PortfoliosLab logoPortfoliosLab logo
IIRSX vs. DFISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIRSX vs. DFISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Russell Small Cap Index Portfolio (IIRSX) and DFA International Small Company Portfolio (DFISX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IIRSX vs. DFISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIRSX
Voya Russell Small Cap Index Portfolio
-2.53%12.84%11.14%16.61%-20.58%14.32%19.15%24.63%-11.26%14.32%
DFISX
DFA International Small Company Portfolio
-1.97%36.35%3.76%14.46%-17.13%10.71%9.27%24.18%-19.42%24.78%

Returns By Period

In the year-to-date period, IIRSX achieves a -2.53% return, which is significantly lower than DFISX's -1.97% return. Over the past 10 years, IIRSX has outperformed DFISX with an annualized return of 9.08%, while DFISX has yielded a comparatively lower 7.66% annualized return.


IIRSX

1D
-1.46%
1M
-8.24%
YTD
-2.53%
6M
-0.44%
1Y
21.67%
3Y*
11.55%
5Y*
2.81%
10Y*
9.08%

DFISX

1D
-0.34%
1M
-11.77%
YTD
-1.97%
6M
2.11%
1Y
26.89%
3Y*
14.28%
5Y*
6.58%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IIRSX vs. DFISX - Expense Ratio Comparison

IIRSX has a 0.45% expense ratio, which is higher than DFISX's 0.39% expense ratio.


Return for Risk

IIRSX vs. DFISX — Risk / Return Rank

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

IIRSX
IIRSX Risk / Return Rank: 2929
Overall Rank
IIRSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IIRSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
IIRSX Omega Ratio Rank: 3636
Omega Ratio Rank
IIRSX Calmar Ratio Rank: 1212
Calmar Ratio Rank
IIRSX Martin Ratio Rank: 1212
Martin Ratio Rank

DFISX
DFISX Risk / Return Rank: 8383
Overall Rank
DFISX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFISX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFISX Omega Ratio Rank: 8383
Omega Ratio Rank
DFISX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFISX Martin Ratio Rank: 8181
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.

IIRSX vs. DFISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Small Cap Index Portfolio (IIRSX) and DFA International Small Company Portfolio (DFISX). 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.


IIRSXDFISXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.66

-0.80

Sortino ratio

Return per unit of downside risk

1.35

2.15

-0.80

Omega ratio

Gain probability vs. loss probability

1.17

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

0.31

2.04

-1.73

Martin ratio

Return relative to average drawdown

1.02

7.97

-6.96

IIRSX vs. DFISX - Sharpe Ratio Comparison

The current IIRSX Sharpe Ratio is 0.86, which is lower than the DFISX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IIRSX and DFISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IIRSXDFISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.66

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.42

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.48

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.44

-0.20

Correlation

The correlation between IIRSX and DFISX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IIRSX vs. DFISX - Dividend Comparison

IIRSX's dividend yield for the trailing twelve months is around 12.62%, more than DFISX's 3.21% yield.


TTM20252024202320222021202020192018201720162015
IIRSX
Voya Russell Small Cap Index Portfolio
12.62%12.31%7.55%5.71%11.02%0.61%6.29%12.33%8.34%7.95%12.75%11.26%
DFISX
DFA International Small Company Portfolio
3.21%3.19%3.39%3.01%3.51%3.06%1.71%4.54%7.74%1.27%4.44%4.47%

Drawdowns

IIRSX vs. DFISX - Drawdown Comparison

The maximum IIRSX drawdown since its inception was -63.18%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for IIRSX and DFISX.


Loading graphics...

Drawdown Indicators


IIRSXDFISXDifference

Max Drawdown

Largest peak-to-trough decline

-63.18%

-60.66%

-2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-11.96%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-35.06%

+3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-43.00%

+0.68%

Current Drawdown

Current decline from peak

-11.08%

-11.77%

+0.69%

Average Drawdown

Average peak-to-trough decline

-11.50%

-11.69%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

3.06%

+4.30%

Volatility

IIRSX vs. DFISX - Volatility Comparison

Voya Russell Small Cap Index Portfolio (IIRSX) has a higher volatility of 6.67% compared to DFA International Small Company Portfolio (DFISX) at 5.90%. This indicates that IIRSX's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IIRSXDFISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

5.90%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

10.04%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

15.38%

+9.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.07%

15.75%

+7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

16.11%

+7.54%