IIVGX vs. IEDAX

Last updated Apr 1, 2026

Compare and contrast key facts about Voya Growth and Income Portfolio (IIVGX) and Voya Large Cap Value Fund (IEDAX).

IIVGX is managed by Voya. It was launched on Dec 31, 1979. IEDAX is managed by Voya. It was launched on Dec 18, 2007.

Performance

IIVGX vs. IEDAX - Performance Comparison

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

IIVGX vs. IEDAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IIVGX Voya Growth and Income Portfolio	-10.12%	11.37%	23.85%	27.46%	-14.87%	29.08%	17.24%	28.73%	-4.46%	20.39%
IEDAX Voya Large Cap Value Fund	-5.90%	12.42%	16.47%	13.26%	-3.86%	26.38%	5.53%	35.63%	-8.29%	13.36%

Returns By Period

In the year-to-date period, IIVGX achieves a -10.12% return, which is significantly lower than IEDAX's -5.90% return. Over the past 10 years, IIVGX has outperformed IEDAX with an annualized return of 12.74%, while IEDAX has yielded a comparatively lower 11.18% annualized return.

IIVGX

• 1D: -0.39%
• 1M: -8.28%
• YTD: -10.12%
• 6M: -10.78%
• 1Y: 3.52%
• 3Y*: 13.38%
• 5Y*: 9.78%
• 10Y*: 12.74%

IEDAX

• 1D: -0.28%
• 1M: -8.14%
• YTD: -5.90%
• 6M: -2.15%
• 1Y: 2.54%
• 3Y*: 10.82%
• 5Y*: 8.70%
• 10Y*: 11.18%

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

IIVGX vs. IEDAX - Expense Ratio Comparison

IIVGX has a 0.66% expense ratio, which is lower than IEDAX's 1.10% expense ratio.

IEDAX

Voya Large Cap Value Fund

IIVGX

Voya Growth and Income Portfolio

Return for Risk

IIVGX vs. IEDAX — Risk / Return Rank

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

IIVGX

IIVGX Risk / Return Rank: 7
IIVGX Sharpe Ratio Rank: 7
IIVGX Sortino Ratio Rank: 8
IIVGX Omega Ratio Rank: 8
IIVGX Calmar Ratio Rank: 5
IIVGX Martin Ratio Rank: 5

IEDAX

IEDAX Risk / Return Rank: 8
IEDAX Sharpe Ratio Rank: 9
IEDAX Sortino Ratio Rank: 8
IEDAX Omega Ratio Rank: 8
IEDAX Calmar Ratio Rank: 7
IEDAX Martin Ratio Rank: 7

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. IEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Growth and Income Portfolio (IIVGX) and Voya Large Cap Value Fund (IEDAX). 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	IEDAX	Difference
Sharpe ratio Return per unit of total volatility	0.14	0.17	-0.04
Sortino ratio Return per unit of downside risk	0.34	0.35	-0.01
Omega ratio Gain probability vs. loss probability	1.05	1.05	0.00
Calmar ratio Return relative to maximum drawdown	-0.06	0.02	-0.09
Martin ratio Return relative to average drawdown	-0.18	0.10	-0.28
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. IEDAX - Sharpe Ratio Comparison

The current IIVGX Sharpe Ratio is 0.14, which is comparable to the IEDAX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IIVGX and IEDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IIVGX	IEDAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	0.17	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.52	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.60	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.45	-0.16

Correlation

The correlation between IIVGX and IEDAX is 0.93, 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. IEDAX - Dividend Comparison

IIVGX's dividend yield for the trailing twelve months is around 1.49%, less than IEDAX's 8.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IIVGX Voya Growth and Income Portfolio	1.49%	1.34%	15.44%	10.54%	17.53%	65.29%	10.87%	11.92%	13.24%	14.09%	10.56%	7.46%
IEDAX Voya Large Cap Value Fund	8.53%	8.03%	15.43%	10.92%	8.06%	16.02%	9.13%	17.61%	11.75%	11.03%	1.89%	8.59%

Drawdowns

IIVGX vs. IEDAX - Drawdown Comparison

The maximum IIVGX drawdown since its inception was -65.60%, which is greater than IEDAX's maximum drawdown of -47.31%. Use the drawdown chart below to compare losses from any high point for IIVGX and IEDAX.

Drawdown Indicators

	IIVGX	IEDAX	Difference
Max Drawdown Largest peak-to-trough decline	-65.60%	-47.31%	-18.29%
Max Drawdown (1Y) Largest decline over 1 year	-16.12%	-12.05%	-4.07%
Max Drawdown (5Y) Largest decline over 5 years	-21.65%	-22.40%	+0.75%
Max Drawdown (10Y) Largest decline over 10 years	-35.04%	-39.36%	+4.32%
Current Drawdown Current decline from peak	-16.12%	-10.04%	-6.08%
Average Drawdown Average peak-to-trough decline	-17.03%	-6.54%	-10.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	3.58%	+1.90%

Volatility

IIVGX vs. IEDAX - Volatility Comparison

Voya Growth and Income Portfolio (IIVGX) has a higher volatility of 4.44% compared to Voya Large Cap Value Fund (IEDAX) at 3.89%. This indicates that IIVGX's price experiences larger fluctuations and is considered to be riskier than IEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IIVGX	IEDAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.44%	3.89%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	11.00%	8.41%	+2.59%
Volatility (1Y) Calculated over the trailing 1-year period	20.44%	15.52%	+4.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.32%	17.18%	+0.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	18.79%	-0.55%