IIVGX vs. DFIEX
Compare and contrast key facts about Voya Growth and Income Portfolio (IIVGX) and DFA International Core Equity Portfolio I (DFIEX).
IIVGX is managed by Voya. It was launched on Dec 31, 1979. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
IIVGX vs. DFIEX - Performance Comparison
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IIVGX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIVGX Voya Growth and Income Portfolio | -6.59% | 11.37% | 23.85% | 27.46% | -14.87% | 29.08% | 17.24% | 28.73% | -4.46% | 20.39% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, IIVGX achieves a -6.59% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, IIVGX has outperformed DFIEX with an annualized return of 13.17%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
IIVGX
- 1D
- 0.94%
- 1M
- -3.52%
- YTD
- -6.59%
- 6M
- -7.95%
- 1Y
- 6.64%
- 3Y*
- 14.85%
- 5Y*
- 10.34%
- 10Y*
- 13.17%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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IIVGX vs. DFIEX - Expense Ratio Comparison
IIVGX has a 0.66% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
IIVGX vs. DFIEX — Risk / Return Rank
IIVGX
DFIEX
IIVGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Growth and Income Portfolio (IIVGX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| IIVGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 2.05 | -1.67 |
Sortino ratioReturn per unit of downside risk | 0.69 | 2.66 | -1.97 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.41 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 2.84 | -2.65 |
Martin ratioReturn relative to average drawdown | 0.56 | 11.17 | -10.61 |
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
| IIVGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.05 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.62 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.60 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.35 | -0.06 |
Correlation
The correlation between IIVGX and DFIEX is 0.79, 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
IIVGX vs. DFIEX - Dividend Comparison
IIVGX's dividend yield for the trailing twelve months is around 1.44%, less than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIVGX Voya Growth and Income Portfolio | 1.44% | 1.34% | 15.44% | 10.54% | 17.53% | 65.29% | 10.87% | 11.92% | 13.24% | 14.09% | 10.56% | 7.46% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
IIVGX vs. DFIEX - Drawdown Comparison
The maximum IIVGX drawdown since its inception was -65.60%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for IIVGX and DFIEX.
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Drawdown Indicators
| IIVGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -62.22% | -3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -11.01% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -28.66% | +7.01% |
Max Drawdown (10Y)Largest decline over 10 years | -35.04% | -41.04% | +6.00% |
Current DrawdownCurrent decline from peak | -12.83% | -6.42% | -6.41% |
Average DrawdownAverage peak-to-trough decline | -17.03% | -12.26% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 2.80% | +2.75% |
Volatility
IIVGX vs. DFIEX - Volatility Comparison
The current volatility for Voya Growth and Income Portfolio (IIVGX) is 5.60%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that IIVGX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIVGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 6.66% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 10.52% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.62% | 15.92% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 15.66% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 16.35% | +1.91% |