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IIVGX vs. VYMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIVGX vs. VYMSX - Performance Comparison

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

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IIVGX vs. VYMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VYMSX
Voya Mid Cap Research Enhanced Index Fund
-1.68%6.79%14.92%17.35%-14.63%27.47%8.26%28.18%-14.55%13.43%

Returns By Period

In the year-to-date period, IIVGX achieves a -7.46% return, which is significantly lower than VYMSX's -1.68% return. Over the past 10 years, IIVGX has outperformed VYMSX with an annualized return of 13.07%, while VYMSX has yielded a comparatively lower 9.09% annualized return.


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%

VYMSX

1D
3.34%
1M
-6.41%
YTD
-1.68%
6M
-0.85%
1Y
11.50%
3Y*
10.97%
5Y*
6.00%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIVGX vs. VYMSX - Expense Ratio Comparison

IIVGX has a 0.66% expense ratio, which is lower than VYMSX's 0.82% expense ratio.


Return for Risk

IIVGX vs. VYMSX — Risk / Return Rank

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

IIVGX
IIVGX Risk / Return Rank: 1010
Overall Rank
IIVGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IIVGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
IIVGX Omega Ratio Rank: 1212
Omega Ratio Rank
IIVGX Calmar Ratio Rank: 88
Calmar Ratio Rank
IIVGX Martin Ratio Rank: 77
Martin Ratio Rank

VYMSX
VYMSX Risk / Return Rank: 1414
Overall Rank
VYMSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VYMSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VYMSX Omega Ratio Rank: 1919
Omega Ratio Rank
VYMSX Calmar Ratio Rank: 66
Calmar Ratio Rank
VYMSX Martin Ratio Rank: 66
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. VYMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Growth and Income Portfolio (IIVGX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). 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.


IIVGXVYMSXDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.56

-0.22

Sortino ratio

Return per unit of downside risk

0.64

0.98

-0.34

Omega ratio

Gain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratio

Return relative to maximum drawdown

0.21

0.05

+0.16

Martin ratio

Return relative to average drawdown

0.62

0.19

+0.43

IIVGX vs. VYMSX - Sharpe Ratio Comparison

The current IIVGX Sharpe Ratio is 0.35, which is lower than the VYMSX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IIVGX and VYMSX, 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


IIVGXVYMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.56

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.27

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.40

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.38

-0.09

Correlation

The correlation between IIVGX and VYMSX is 0.89, 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. VYMSX - Dividend Comparison

IIVGX's dividend yield for the trailing twelve months is around 1.45%, less than VYMSX's 30.28% yield.


TTM20252024202320222021202020192018201720162015
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%
VYMSX
Voya Mid Cap Research Enhanced Index Fund
30.28%29.77%11.50%0.96%6.78%14.81%0.79%2.00%13.24%7.58%1.83%6.83%

Drawdowns

IIVGX vs. VYMSX - Drawdown Comparison

The maximum IIVGX drawdown since its inception was -65.60%, which is greater than VYMSX's maximum drawdown of -57.85%. Use the drawdown chart below to compare losses from any high point for IIVGX and VYMSX.


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Drawdown Indicators


IIVGXVYMSXDifference

Max Drawdown

Largest peak-to-trough decline

-65.60%

-57.85%

-7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-14.15%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-31.71%

+10.06%

Max Drawdown (10Y)

Largest decline over 10 years

-35.04%

-43.69%

+8.65%

Current Drawdown

Current decline from peak

-13.64%

-7.34%

-6.30%

Average Drawdown

Average peak-to-trough decline

-17.03%

-9.21%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

5.73%

-0.19%

Volatility

IIVGX vs. VYMSX - Volatility Comparison

The current volatility for Voya Growth and Income Portfolio (IIVGX) is 5.55%, while Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a volatility of 7.17%. This indicates that IIVGX experiences smaller price fluctuations and is considered to be less risky than VYMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIVGXVYMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

7.17%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

12.74%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

20.63%

24.41%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

23.28%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

22.84%

-4.58%