IIVGX vs. IEOSX
IIVGX (Voya Growth and Income Portfolio) and IEOSX (Voya Large Cap Growth Portfolio) are both mutual funds - IIVGX is a Large Cap Blend Equities fund managed by Voya, while IEOSX is a Large Cap Growth Equities fund managed by Voya. Over the past 10 years, IIVGX returned 14.24%/yr vs 14.75%/yr for IEOSX. Their correlation of 0.91 means they have usually moved in the same direction. IIVGX charges 0.66%/yr vs 0.92%/yr for IEOSX.
Performance
IIVGX vs. IEOSX - Performance Comparison
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Returns By Period
In the year-to-date period, IIVGX achieves a 7.93% return, which is significantly higher than IEOSX's 2.75% return. Both investments have delivered pretty close results over the past 10 years, with IIVGX having a 14.24% annualized return and IEOSX not far ahead at 14.75%.
IIVGX
- 1D
- 0.59%
- 1M
- -0.46%
- 6M
- 6.68%
- YTD
- 7.93%
- 1Y
- 12.34%
- 3Y*
- 16.59%
- 5Y*
- 11.87%
- 10Y*
- 14.24%
- ALL TIME*
- 5.65%
IEOSX
- 1D
- 1.16%
- 1M
- -2.41%
- 6M
- 3.90%
- YTD
- 2.75%
- 1Y
- 9.30%
- 3Y*
- 19.21%
- 5Y*
- 9.48%
- 10Y*
- 14.75%
- ALL TIME*
- 11.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IIVGX vs. IEOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIVGX Voya Growth and Income Portfolio | 7.93% | 11.37% | 23.85% | 27.46% | -14.87% | 29.08% | 17.24% | 28.73% | -4.46% | 20.39% |
IEOSX Voya Large Cap Growth Portfolio | 2.75% | 15.13% | 34.53% | 37.38% | -30.74% | 19.20% | 30.20% | 32.51% | -2.11% | 29.48% |
Correlation
The correlation between IIVGX and IEOSX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | 0.91 |
The correlation between IIVGX and IEOSX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
IIVGX vs. IEOSX — Risk / Return Rank
IIVGX
IEOSX
IIVGX vs. IEOSX - 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 Growth Portfolio (IEOSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IIVGX | IEOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.10 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.58 | +0.25 |
| Martin ratioReturn relative to average drawdown | 2.49 | 1.50 | +0.99 |
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Drawdowns
IIVGX vs. IEOSX - Drawdown Comparison
The maximum IIVGX drawdown since its inception was -65.60%, which is greater than IEOSX's maximum drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IIVGX and IEOSX.
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Drawdown Indicators
| IIVGX | IEOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -44.03% | -21.57% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -17.29% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -19.16% | -25.33% | +6.17% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -34.91% | +13.26% |
Max Drawdown (10Y)Largest decline over 10 years | -35.04% | -34.91% | -0.13% |
Current DrawdownCurrent decline from peak | -2.40% | -11.37% | +8.97% |
Average DrawdownAverage peak-to-trough decline | -16.93% | -6.56% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 6.49% | -1.30% |
Volatility
IIVGX vs. IEOSX - Volatility Comparison
The current volatility for Voya Growth and Income Portfolio (IIVGX) is 3.66%, while Voya Large Cap Growth Portfolio (IEOSX) has a volatility of 6.81%. This indicates that IIVGX experiences smaller price fluctuations and is considered to be less risky than IEOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIVGX | IEOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 6.81% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 19.83% | -8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 23.04% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 23.58% | -6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 22.01% | -3.71% |
IIVGX vs. IEOSX - Expense Ratio Comparison
IIVGX has a 0.66% expense ratio, which is lower than IEOSX's 0.92% expense ratio.
Dividends
IIVGX vs. IEOSX - Dividend Comparison
IIVGX's dividend yield for the trailing twelve months is around 2.89%, less than IEOSX's 12.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEOSX Voya Large Cap Growth Portfolio | 12.79% | 12.18% | 0.00% | 0.00% | 64.49% | 21.60% | 11.24% | 17.89% | 16.66% | 7.29% | 15.02% | 11.09% |
IIVGX Voya Growth and Income Portfolio | 2.89% | 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
IIVGX and IEOSX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IEOSX has higher volatility (6.81%) compared to IIVGX (3.66%). In terms of maximum drawdown, IIVGX dropped -65.60% vs IEOSX's -44.03%.
IIVGX currently has the higher Sharpe Ratio (0.90 vs 0.44), 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.
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