IIVGX vs. VITPX
Compare and contrast key facts about Voya Growth and Income Portfolio (IIVGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX).
IIVGX is managed by Voya. It was launched on Dec 31, 1979. VITPX is managed by Vanguard. It was launched on May 31, 2001.
Performance
IIVGX vs. VITPX - Performance Comparison
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IIVGX vs. VITPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIVGX Voya Growth and Income Portfolio | -7.46% | 11.37% | 23.85% | 27.46% | -14.87% | 29.08% | 17.24% | 28.73% | -4.46% | 20.39% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | -3.97% | 17.17% | 25.43% | 26.01% | -19.48% | 25.76% | 20.95% | 30.87% | -5.59% | 20.51% |
Returns By Period
In the year-to-date period, IIVGX achieves a -7.46% return, which is significantly lower than VITPX's -3.97% return. Both investments have delivered pretty close results over the past 10 years, with IIVGX having a 13.07% annualized return and VITPX not far ahead at 13.67%.
IIVGX
- 1D
- 2.96%
- 1M
- -5.44%
- YTD
- -7.46%
- 6M
- -8.58%
- 1Y
- 6.22%
- 3Y*
- 14.49%
- 5Y*
- 10.13%
- 10Y*
- 13.07%
VITPX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.95%
- 1Y
- 17.76%
- 3Y*
- 18.40%
- 5Y*
- 10.81%
- 10Y*
- 13.67%
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IIVGX vs. VITPX - Expense Ratio Comparison
IIVGX has a 0.66% expense ratio, which is higher than VITPX's 0.02% expense ratio.
Return for Risk
IIVGX vs. VITPX — Risk / Return Rank
IIVGX
VITPX
IIVGX vs. VITPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Growth and Income Portfolio (IIVGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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 | VITPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.98 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.50 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.23 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 1.51 | -1.30 |
Martin ratioReturn relative to average drawdown | 0.62 | 7.25 | -6.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IIVGX | VITPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.98 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.63 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.75 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.47 | -0.18 |
Correlation
The correlation between IIVGX and VITPX is 0.97, 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. VITPX - Dividend Comparison
IIVGX's dividend yield for the trailing twelve months is around 1.45%, less than VITPX's 2.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIVGX Voya Growth and Income Portfolio | 1.45% | 1.34% | 15.44% | 10.54% | 17.53% | 65.29% | 10.87% | 11.92% | 13.24% | 14.09% | 10.56% | 7.46% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.61% | 2.64% | 4.14% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 3.93% | 1.90% | 2.80% | 2.30% |
Drawdowns
IIVGX vs. VITPX - Drawdown Comparison
The maximum IIVGX drawdown since its inception was -65.60%, which is greater than VITPX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for IIVGX and VITPX.
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Drawdown Indicators
| IIVGX | VITPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -55.28% | -10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -12.41% | -3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -25.31% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -35.04% | -34.99% | -0.05% |
Current DrawdownCurrent decline from peak | -13.64% | -6.21% | -7.43% |
Average DrawdownAverage peak-to-trough decline | -17.03% | -8.07% | -8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 2.59% | +2.95% |
Volatility
IIVGX vs. VITPX - Volatility Comparison
Voya Growth and Income Portfolio (IIVGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) have volatilities of 5.55% and 5.49%, 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
| IIVGX | VITPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.49% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 9.79% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 18.61% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 17.37% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 18.40% | -0.14% |