IIVGX vs. FGLGX

Last updated Jun 4, 2026

IIVGX (Voya Growth and Income Portfolio) and FGLGX (Fidelity Series Large Cap Stock Fund) are both Large Cap Blend Equities funds. Over the past 10 years, IIVGX returned 14.70%/yr vs 16.45%/yr for FGLGX. Their correlation of 0.91 suggests significant overlap in exposure. IIVGX charges 0.66%/yr vs 0.00%/yr for FGLGX.

Performance

IIVGX vs. FGLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Growth and Income Portfolio (IIVGX) and Fidelity Series Large Cap Stock Fund (FGLGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with IIVGX having a 10.58% return and FGLGX slightly lower at 10.11%. Over the past 10 years, IIVGX has underperformed FGLGX with an annualized return of 14.70%, while FGLGX has yielded a comparatively higher 16.45% annualized return.

IIVGX

• 1D: 0.70%
• 1M: 7.99%
• YTD: 10.58%
• 6M: 4.35%
• 1Y: 21.45%
• 3Y*: 20.02%
• 5Y*: 12.93%
• 10Y*: 14.70%

FGLGX

• 1D: -0.24%
• 1M: 3.30%
• YTD: 10.11%
• 6M: 12.09%
• 1Y: 32.08%
• 3Y*: 26.56%
• 5Y*: 16.96%
• 10Y*: 16.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IIVGX vs. FGLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IIVGX Voya Growth and Income Portfolio	10.58%	11.37%	23.85%	27.46%	-14.87%	29.08%	17.24%	28.73%	-4.46%	20.39%
FGLGX Fidelity Series Large Cap Stock Fund	10.11%	28.57%	27.45%	24.80%	-7.23%	26.53%	10.01%	32.37%	-8.95%	16.64%

Correlation

The correlation between IIVGX and FGLGX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Dec 12, 2012	0.91

The correlation between IIVGX and FGLGX shifts across timeframes, from 0.81 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IIVGX vs. FGLGX — Risk / Return Rank

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

IIVGX

IIVGX Risk / Return Rank: 28
IIVGX Sharpe Ratio Rank: 36
IIVGX Sortino Ratio Rank: 30
IIVGX Omega Ratio Rank: 38
IIVGX Calmar Ratio Rank: 17
IIVGX Martin Ratio Rank: 17

FGLGX

FGLGX Risk / Return Rank: 80
FGLGX Sharpe Ratio Rank: 84
FGLGX Sortino Ratio Rank: 78
FGLGX Omega Ratio Rank: 75
FGLGX Calmar Ratio Rank: 77
FGLGX Martin Ratio Rank: 84

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.

IIVGX vs. FGLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Growth and Income Portfolio (IIVGX) and Fidelity Series Large Cap Stock Fund (FGLGX). 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	FGLGX	Difference
Sharpe ratio: Return per unit of total volatility	1.74	2.70	-0.96
Sortino ratio: Return per unit of downside risk	2.28	3.71	-1.42
Omega ratio: Gain probability vs. loss probability	1.33	1.49	-0.16
Calmar ratio: Return relative to maximum drawdown	1.50	3.50	-2.00
Martin ratio: Return relative to average drawdown	4.56	16.03	-11.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IIVGX vs. FGLGX - Sharpe Ratio Comparison

The current IIVGX Sharpe Ratio is 1.74, which is lower than the FGLGX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of IIVGX and FGLGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IIVGX	FGLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	2.70	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	1.01	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.90	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.88	-0.57

Drawdowns

IIVGX vs. FGLGX - Drawdown Comparison

The maximum IIVGX drawdown since its inception was -65.60%, which is greater than FGLGX's maximum drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for IIVGX and FGLGX.

Drawdown Indicators

	IIVGX	FGLGX	Difference
Max Drawdown Largest peak-to-trough decline	-65.60%	-36.42%	-29.18%
Max Drawdown (1Y) Largest decline over 1 year	-16.12%	-9.43%	-6.69%
Max Drawdown (3Y) Largest decline over 3 years	-19.16%	-18.75%	-0.41%
Max Drawdown (5Y) Largest decline over 5 years	-21.65%	-21.21%	-0.44%
Max Drawdown (10Y) Largest decline over 10 years	-35.04%	-36.42%	+1.38%
Current Drawdown Current decline from peak	0.00%	-0.24%	+0.24%
Average Drawdown Average peak-to-trough decline	-16.98%	-3.78%	-13.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.10%	2.06%	+3.04%

Volatility

IIVGX vs. FGLGX - Volatility Comparison

Voya Growth and Income Portfolio (IIVGX) has a higher volatility of 3.07% compared to Fidelity Series Large Cap Stock Fund (FGLGX) at 2.89%. This indicates that IIVGX's price experiences larger fluctuations and is considered to be riskier than FGLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IIVGX	FGLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	2.89%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	11.53%	9.34%	+2.19%
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	12.27%	+1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	16.89%	+0.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.29%	18.37%	-0.08%

IIVGX vs. FGLGX - Expense Ratio Comparison

IIVGX has a 0.66% expense ratio, which is higher than FGLGX's 0.00% expense ratio.

Dividends

IIVGX vs. FGLGX - Dividend Comparison

IIVGX's dividend yield for the trailing twelve months is around 2.82%, less than FGLGX's 8.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGLGX Fidelity Series Large Cap Stock Fund	8.94%	9.84%	7.99%	5.29%	6.55%	9.22%	5.36%	7.25%	12.29%	4.61%	1.69%	5.94%
IIVGX Voya Growth and Income Portfolio	2.82%	1.34%	15.44%	10.54%	17.53%	65.29%	10.87%	11.92%	13.24%	14.09%	10.56%	7.46%

Frequently Asked Questions

Can I hold both IIVGX and FGLGX in my portfolio?

IIVGX and FGLGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IIVGX or FGLGX?

IIVGX has higher volatility (3.07%) compared to FGLGX (2.89%). In terms of maximum drawdown, IIVGX dropped -65.60% vs FGLGX's -36.42%.

Which has better risk-adjusted returns?

FGLGX currently has the higher Sharpe Ratio (2.70 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.