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

Performance

IIRSX vs. HFCGX - Performance Comparison

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

Loading graphics...

IIRSX vs. HFCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIRSX
Voya Russell Small Cap Index Portfolio
0.87%12.84%11.14%16.61%-20.58%14.32%19.15%24.63%-11.26%14.32%
HFCGX
Hennessy Cornerstone Growth Fund
1.53%4.78%31.45%19.58%-4.97%29.94%17.73%20.70%-21.39%16.60%

Returns By Period

In the year-to-date period, IIRSX achieves a 0.87% return, which is significantly lower than HFCGX's 1.53% return. Over the past 10 years, IIRSX has underperformed HFCGX with an annualized return of 9.46%, while HFCGX has yielded a comparatively higher 11.28% annualized return.


IIRSX

1D
3.49%
1M
-5.87%
YTD
0.87%
6M
2.80%
1Y
25.91%
3Y*
12.83%
5Y*
3.21%
10Y*
9.46%

HFCGX

1D
1.53%
1M
-4.49%
YTD
1.53%
6M
3.64%
1Y
10.87%
3Y*
19.36%
5Y*
11.46%
10Y*
11.28%
*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. HFCGX - Expense Ratio Comparison

IIRSX has a 0.45% expense ratio, which is lower than HFCGX's 1.34% expense ratio.


Return for Risk

IIRSX vs. HFCGX — Risk / Return Rank

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

IIRSX
IIRSX Risk / Return Rank: 3838
Overall Rank
IIRSX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IIRSX Sortino Ratio Rank: 6161
Sortino Ratio Rank
IIRSX Omega Ratio Rank: 4848
Omega Ratio Rank
IIRSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
IIRSX Martin Ratio Rank: 1111
Martin Ratio Rank

HFCGX
HFCGX Risk / Return Rank: 2828
Overall Rank
HFCGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HFCGX Sortino Ratio Rank: 2626
Sortino Ratio Rank
HFCGX Omega Ratio Rank: 2424
Omega Ratio Rank
HFCGX Calmar Ratio Rank: 3030
Calmar Ratio Rank
HFCGX Martin Ratio Rank: 3535
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. HFCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Small Cap Index Portfolio (IIRSX) and Hennessy Cornerstone Growth Fund (HFCGX). 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.


IIRSXHFCGXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.64

+0.52

Sortino ratio

Return per unit of downside risk

1.74

1.05

+0.69

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

0.43

0.91

-0.48

Martin ratio

Return relative to average drawdown

1.42

3.90

-2.48

IIRSX vs. HFCGX - Sharpe Ratio Comparison

The current IIRSX Sharpe Ratio is 1.17, which is higher than the HFCGX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IIRSX and HFCGX, 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


IIRSXHFCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.64

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.47

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.44

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.38

-0.13

Correlation

The correlation between IIRSX and HFCGX is 0.70, 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. HFCGX - Dividend Comparison

IIRSX's dividend yield for the trailing twelve months is around 12.20%, while HFCGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IIRSX
Voya Russell Small Cap Index Portfolio
12.20%12.31%7.55%5.71%11.02%0.61%6.29%12.33%8.34%7.95%12.75%11.26%
HFCGX
Hennessy Cornerstone Growth Fund
0.00%0.00%14.11%0.38%3.58%26.58%0.00%0.00%10.47%0.00%0.00%0.11%

Drawdowns

IIRSX vs. HFCGX - Drawdown Comparison

The maximum IIRSX drawdown since its inception was -63.18%, roughly equal to the maximum HFCGX drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for IIRSX and HFCGX.


Loading graphics...

Drawdown Indicators


IIRSXHFCGXDifference

Max Drawdown

Largest peak-to-trough decline

-63.18%

-62.35%

-0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-13.38%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-26.30%

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-54.22%

+11.90%

Current Drawdown

Current decline from peak

-7.98%

-5.13%

-2.85%

Average Drawdown

Average peak-to-trough decline

-11.50%

-15.32%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.10%

3.13%

+3.97%

Volatility

IIRSX vs. HFCGX - Volatility Comparison

Voya Russell Small Cap Index Portfolio (IIRSX) has a higher volatility of 7.61% compared to Hennessy Cornerstone Growth Fund (HFCGX) at 5.03%. This indicates that IIRSX's price experiences larger fluctuations and is considered to be riskier than HFCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IIRSXHFCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

5.03%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

9.24%

+5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.50%

18.58%

+6.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.11%

24.54%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

25.79%

-2.12%