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IIVGX vs. INGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIVGX vs. INGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Growth and Income Portfolio (IIVGX) and Voya U.S. Stock Index Portfolio (INGIX). The values are adjusted to include any dividend payments, if applicable.

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IIVGX vs. INGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
INGIX
Voya U.S. Stock Index Portfolio
-7.12%15.88%24.71%26.04%-18.40%28.33%18.07%31.15%-4.62%21.49%

Returns By Period

In the year-to-date period, IIVGX achieves a -10.12% return, which is significantly lower than INGIX's -7.12% return. Both investments have delivered pretty close results over the past 10 years, with IIVGX having a 12.74% annualized return and INGIX not far ahead at 13.30%.


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%

INGIX

1D
-0.41%
1M
-7.69%
YTD
-7.12%
6M
-6.05%
1Y
12.51%
3Y*
16.35%
5Y*
10.80%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIVGX vs. INGIX - Expense Ratio Comparison

IIVGX has a 0.66% expense ratio, which is higher than INGIX's 0.27% expense ratio.


Return for Risk

IIVGX vs. INGIX — Risk / Return Rank

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

IIVGX
IIVGX Risk / Return Rank: 77
Overall Rank
IIVGX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IIVGX Sortino Ratio Rank: 88
Sortino Ratio Rank
IIVGX Omega Ratio Rank: 88
Omega Ratio Rank
IIVGX Calmar Ratio Rank: 55
Calmar Ratio Rank
IIVGX Martin Ratio Rank: 55
Martin Ratio Rank

INGIX
INGIX Risk / Return Rank: 2121
Overall Rank
INGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
INGIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
INGIX Omega Ratio Rank: 3030
Omega Ratio Rank
INGIX Calmar Ratio Rank: 88
Calmar Ratio Rank
INGIX Martin Ratio Rank: 99
Martin Ratio Rank
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. INGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Growth and Income Portfolio (IIVGX) and Voya U.S. Stock Index Portfolio (INGIX). 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.


IIVGXINGIXDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.65

-0.51

Sortino ratio

Return per unit of downside risk

0.34

1.10

-0.76

Omega ratio

Gain probability vs. loss probability

1.05

1.16

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.06

0.13

-0.20

Martin ratio

Return relative to average drawdown

-0.18

0.50

-0.68

IIVGX vs. INGIX - Sharpe Ratio Comparison

The current IIVGX Sharpe Ratio is 0.14, which is lower than the INGIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IIVGX and INGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IIVGXINGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.65

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.65

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.74

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.43

-0.15

Correlation

The correlation between IIVGX and INGIX is 0.91, 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. INGIX - Dividend Comparison

IIVGX's dividend yield for the trailing twelve months is around 1.49%, less than INGIX's 11.48% yield.


TTM20252024202320222021202020192018201720162015
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%
INGIX
Voya U.S. Stock Index Portfolio
11.48%10.66%9.12%11.02%12.95%10.29%5.21%6.82%8.29%6.30%7.74%11.51%

Drawdowns

IIVGX vs. INGIX - Drawdown Comparison

The maximum IIVGX drawdown since its inception was -65.60%, which is greater than INGIX's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for IIVGX and INGIX.


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Drawdown Indicators


IIVGXINGIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.60%

-55.38%

-10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-12.10%

-4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-24.69%

+3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.04%

-33.84%

-1.20%

Current Drawdown

Current decline from peak

-16.12%

-9.53%

-6.59%

Average Drawdown

Average peak-to-trough decline

-17.03%

-8.22%

-8.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

4.99%

+0.49%

Volatility

IIVGX vs. INGIX - Volatility Comparison

Voya Growth and Income Portfolio (IIVGX) and Voya U.S. Stock Index Portfolio (INGIX) have volatilities of 4.44% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIVGXINGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

4.27%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

9.13%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

19.76%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

17.23%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

18.21%

+0.03%