IIVGX vs. IEOSX

Last updated Jun 25, 2026

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 14.75%/yr vs 15.82%/yr for IEOSX. Their correlation of 0.91 suggests significant overlap in exposure. IIVGX charges 0.66%/yr vs 0.92%/yr for IEOSX.

Performance

IIVGX vs. IEOSX - 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 Growth Portfolio (IEOSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IIVGX achieves a 7.66% return, which is significantly higher than IEOSX's 4.83% return. Over the past 10 years, IIVGX has underperformed IEOSX with an annualized return of 14.75%, while IEOSX has yielded a comparatively higher 15.82% annualized return.

IIVGX

• 1D: -1.64%
• 1M: 0.76%
• YTD: 7.66%
• 6M: 0.52%
• 1Y: 15.26%
• 3Y*: 18.21%
• 5Y*: 12.24%
• 10Y*: 14.75%

IEOSX

• 1D: -2.44%
• 1M: -2.28%
• YTD: 4.83%
• 6M: 3.27%
• 1Y: 17.63%
• 3Y*: 21.85%
• 5Y*: 10.90%
• 10Y*: 15.82%

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

IIVGX vs. IEOSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IIVGX Voya Growth and Income Portfolio	7.66%	11.37%	23.85%	27.46%	-14.87%	29.08%	17.24%	28.73%	-4.46%	20.39%
IEOSX Voya Large Cap Growth Portfolio	4.83%	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 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	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 0.83 to 0.91 - a consistent structural relationship.

Return for Risk

IIVGX vs. IEOSX — Risk / Return Rank

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

IIVGX

IIVGX Risk / Return Rank: 21
IIVGX Sharpe Ratio Rank: 26
IIVGX Sortino Ratio Rank: 22
IIVGX Omega Ratio Rank: 27
IIVGX Calmar Ratio Rank: 15
IIVGX Martin Ratio Rank: 15

IEOSX

IEOSX Risk / Return Rank: 17
IEOSX Sharpe Ratio Rank: 15
IEOSX Sortino Ratio Rank: 17
IEOSX Omega Ratio Rank: 20
IEOSX Calmar Ratio Rank: 16
IEOSX Martin Ratio Rank: 16

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. 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 ratio: Return per unit of total volatility	1.24	0.96	+0.28
Sortino ratio: Return per unit of downside risk	1.68	1.47	+0.21
Omega ratio: Gain probability vs. loss probability	1.24	1.20	+0.03
Calmar ratio: Return relative to maximum drawdown	1.13	1.24	-0.11
Martin ratio: Return relative to average drawdown	3.40	3.65	-0.25

IIVGX vs. IEOSX - Sharpe Ratio Comparison

The current IIVGX Sharpe Ratio is 1.24, which is comparable to the IEOSX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IIVGX and IEOSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	IIVGX	IEOSX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-2.64%	-9.58%	+6.94%
Average Drawdown Average peak-to-trough decline	-16.96%	-6.55%	-10.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.13%	5.60%	-0.47%

Volatility

IIVGX vs. IEOSX - Volatility Comparison

The current volatility for Voya Growth and Income Portfolio (IIVGX) is 5.33%, while Voya Large Cap Growth Portfolio (IEOSX) has a volatility of 7.43%. 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.

Volatility by Period

	IIVGX	IEOSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	7.43%	-2.10%
Volatility (6M) Calculated over the trailing 6-month period	12.39%	18.98%	-6.59%
Volatility (1Y) Calculated over the trailing 1-year period	14.66%	22.24%	-7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.50%	23.42%	-5.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	21.93%	-3.62%

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 11.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEOSX Voya Large Cap Growth Portfolio	11.61%	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

Can I hold both IIVGX and IEOSX in my portfolio?

IIVGX and IEOSX have a correlation of 0.83, 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 IEOSX?

IEOSX has higher volatility (7.43%) compared to IIVGX (5.33%). In terms of maximum drawdown, IIVGX dropped -65.60% vs IEOSX's -44.03%.

Which has better risk-adjusted returns?

IIVGX currently has the higher Sharpe Ratio (1.24 vs 0.96), 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.