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IIVGX vs. YFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIVGX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Growth and Income Portfolio (IIVGX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

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IIVGX vs. YFSIX - 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%17.93%
YFSIX
AMG Yacktman Global Fund
8.16%14.91%-0.34%16.64%-9.15%13.13%18.46%24.40%2.18%20.95%

Returns By Period

In the year-to-date period, IIVGX achieves a -10.12% return, which is significantly lower than YFSIX's 8.16% return.


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%

YFSIX

1D
-1.07%
1M
-10.67%
YTD
8.16%
6M
0.34%
1Y
22.29%
3Y*
11.70%
5Y*
6.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIVGX vs. YFSIX - Expense Ratio Comparison

IIVGX has a 0.66% expense ratio, which is lower than YFSIX's 0.95% expense ratio.


Return for Risk

IIVGX vs. YFSIX — 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

YFSIX
YFSIX Risk / Return Rank: 5151
Overall Rank
YFSIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
YFSIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
YFSIX Omega Ratio Rank: 6868
Omega Ratio Rank
YFSIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YFSIX Martin Ratio Rank: 4343
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. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Growth and Income Portfolio (IIVGX) and AMG Yacktman Global Fund (YFSIX). 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.


IIVGXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.99

-0.86

Sortino ratio

Return per unit of downside risk

0.34

1.16

-0.82

Omega ratio

Gain probability vs. loss probability

1.05

1.26

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.06

1.36

-1.43

Martin ratio

Return relative to average drawdown

-0.18

4.42

-4.60

IIVGX vs. YFSIX - Sharpe Ratio Comparison

The current IIVGX Sharpe Ratio is 0.14, which is lower than the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IIVGX and YFSIX, 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


IIVGXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.99

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.45

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.71

-0.42

Correlation

The correlation between IIVGX and YFSIX is 0.71, 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. YFSIX - Dividend Comparison

IIVGX's dividend yield for the trailing twelve months is around 1.49%, while YFSIX has not paid dividends to shareholders.


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%
YFSIX
AMG Yacktman Global Fund
0.00%0.00%8.68%8.02%4.32%8.18%4.76%6.59%0.71%2.63%0.00%0.00%

Drawdowns

IIVGX vs. YFSIX - Drawdown Comparison

The maximum IIVGX drawdown since its inception was -65.60%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for IIVGX and YFSIX.


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Drawdown Indicators


IIVGXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.60%

-35.10%

-30.50%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-14.20%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-25.14%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.04%

Current Drawdown

Current decline from peak

-16.12%

-11.03%

-5.09%

Average Drawdown

Average peak-to-trough decline

-17.03%

-4.93%

-12.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

4.38%

+1.10%

Volatility

IIVGX vs. YFSIX - Volatility Comparison

The current volatility for Voya Growth and Income Portfolio (IIVGX) is 4.44%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that IIVGX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIVGXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

9.23%

-4.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

19.89%

-8.89%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

21.29%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

15.11%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

16.20%

+2.04%