Correlation
The correlation between IIRSX and QQQM is 0.81, 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.
IIRSX vs. QQQM
Compare and contrast key facts about Voya Russell Small Cap Index Portfolio (IIRSX) and Invesco NASDAQ 100 ETF (QQQM).
IIRSX is managed by Voya. It was launched on Mar 10, 2008. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IIRSX or QQQM.
Performance
IIRSX vs. QQQM - Performance Comparison
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Key characteristics
IIRSX:
-0.37
QQQM:
0.63
IIRSX:
-0.35
QQQM:
0.93
IIRSX:
0.95
QQQM:
1.13
IIRSX:
-0.27
QQQM:
0.60
IIRSX:
-0.95
QQQM:
1.95
IIRSX:
11.40%
QQQM:
7.01%
IIRSX:
27.87%
QQQM:
25.29%
IIRSX:
-54.03%
QQQM:
-35.05%
IIRSX:
-36.90%
QQQM:
-3.60%
Returns By Period
In the year-to-date period, IIRSX achieves a -17.90% return, which is significantly lower than QQQM's 1.73% return.
IIRSX
-17.90%
-7.00%
-24.70%
-10.37%
-3.22%
2.23%
-1.81%
QQQM
1.73%
7.87%
2.19%
15.71%
19.83%
N/A
N/A
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IIRSX vs. QQQM - Expense Ratio Comparison
IIRSX has a 0.45% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Risk-Adjusted Performance
IIRSX vs. QQQM — Risk-Adjusted Performance Rank
IIRSX
QQQM
IIRSX vs. QQQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Small Cap Index Portfolio (IIRSX) and Invesco NASDAQ 100 ETF (QQQM). 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.
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Dividends
IIRSX vs. QQQM - Dividend Comparison
IIRSX's dividend yield for the trailing twelve months is around 14.89%, more than QQQM's 0.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIRSX Voya Russell Small Cap Index Portfolio | 14.89% | 7.54% | 5.71% | 11.02% | 0.60% | 6.29% | 12.34% | 8.34% | 7.94% | 12.75% | 11.26% | 7.11% |
QQQM Invesco NASDAQ 100 ETF | 0.58% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IIRSX vs. QQQM - Drawdown Comparison
The maximum IIRSX drawdown since its inception was -54.03%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for IIRSX and QQQM.
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Volatility
IIRSX vs. QQQM - Volatility Comparison
Voya Russell Small Cap Index Portfolio (IIRSX) has a higher volatility of 15.34% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.59%. This indicates that IIRSX's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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