IIRSX vs. VBR
Compare and contrast key facts about Voya Russell Small Cap Index Portfolio (IIRSX) and Vanguard Small-Cap Value ETF (VBR).
IIRSX is managed by Voya. It was launched on Mar 10, 2008. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
IIRSX vs. VBR - Performance Comparison
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IIRSX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, IIRSX achieves a 0.87% return, which is significantly lower than VBR's 3.59% return. Over the past 10 years, IIRSX has underperformed VBR with an annualized return of 9.46%, while VBR has yielded a comparatively higher 10.14% 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%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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IIRSX vs. VBR - Expense Ratio Comparison
IIRSX has a 0.45% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
IIRSX vs. VBR — Risk / Return Rank
IIRSX
VBR
IIRSX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Small Cap Index Portfolio (IIRSX) and Vanguard Small-Cap Value ETF (VBR). 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.
| IIRSX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.93 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.43 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.37 | -0.94 |
Martin ratioReturn relative to average drawdown | 1.42 | 5.62 | -4.20 |
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
| IIRSX | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.93 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.39 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.47 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.40 | -0.16 |
Correlation
The correlation between IIRSX and VBR is 0.82, 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
IIRSX vs. VBR - Dividend Comparison
IIRSX's dividend yield for the trailing twelve months is around 12.20%, more than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
IIRSX vs. VBR - Drawdown Comparison
The maximum IIRSX drawdown since its inception was -63.18%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for IIRSX and VBR.
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Drawdown Indicators
| IIRSX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.18% | -61.98% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -14.18% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -24.19% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -42.32% | -45.28% | +2.96% |
Current DrawdownCurrent decline from peak | -7.98% | -5.75% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -8.32% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.10% | 3.46% | +3.64% |
Volatility
IIRSX vs. VBR - Volatility Comparison
Voya Russell Small Cap Index Portfolio (IIRSX) has a higher volatility of 7.61% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that IIRSX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIRSX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.61% | 5.40% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 11.29% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.50% | 20.64% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.11% | 19.85% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.67% | 21.73% | +1.94% |