IJMIX vs. IEDAX
IJMIX (VY JPMorgan Mid Cap Value Portfolio) and IEDAX (Voya Large Cap Value Fund) are both mutual funds - IJMIX is a Mid Cap Value Equities fund managed by Voya, while IEDAX is a Large Cap Value Equities fund managed by Voya. Over the past 10 years, IJMIX returned 9.11%/yr vs 12.41%/yr for IEDAX. Their correlation of 0.93 means they have usually moved in the same direction. IJMIX charges 0.88%/yr vs 1.10%/yr for IEDAX.
Performance
IJMIX vs. IEDAX - Performance Comparison
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Returns By Period
In the year-to-date period, IJMIX achieves a 13.76% return, which is significantly higher than IEDAX's 11.24% return. Over the past 10 years, IJMIX has underperformed IEDAX with an annualized return of 9.11%, while IEDAX has yielded a comparatively higher 12.41% annualized return.
IJMIX
- 1D
- -0.84%
- 1M
- 1.54%
- 6M
- 9.96%
- YTD
- 13.76%
- 1Y
- 15.88%
- 3Y*
- 11.77%
- 5Y*
- 7.75%
- 10Y*
- 9.11%
- ALL TIME*
- 6.98%
IEDAX
- 1D
- 1.03%
- 1M
- -0.16%
- 6M
- 8.42%
- YTD
- 11.24%
- 1Y
- 18.06%
- 3Y*
- 14.96%
- 5Y*
- 11.28%
- 10Y*
- 12.41%
- ALL TIME*
- 9.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IJMIX vs. IEDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJMIX VY JPMorgan Mid Cap Value Portfolio | 13.76% | 3.49% | 14.20% | 10.81% | -8.20% | 29.83% | 0.61% | 26.34% | -11.91% | 14.06% |
IEDAX Voya Large Cap Value Fund | 11.24% | 12.42% | 16.47% | 13.26% | -3.86% | 26.38% | 5.53% | 35.63% | -8.29% | 13.36% |
Correlation
The correlation between IJMIX and IEDAX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2007 | 0.93 |
The correlation between IJMIX and IEDAX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
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Return for Risk
IJMIX vs. IEDAX — Risk / Return Rank
IJMIX
IEDAX
IJMIX vs. IEDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Mid Cap Value Portfolio (IJMIX) and Voya Large Cap Value Fund (IEDAX). 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.
| IJMIX | IEDAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.82 | +0.14 |
| Martin ratioReturn relative to average drawdown | 7.48 | 7.13 | +0.34 |
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Drawdowns
IJMIX vs. IEDAX - Drawdown Comparison
The maximum IJMIX drawdown since its inception was -54.73%, which is greater than IEDAX's maximum drawdown of -47.31%. Use the drawdown chart below to compare losses from any high point for IJMIX and IEDAX.
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Drawdown Indicators
| IJMIX | IEDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.73% | -47.31% | -7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -10.04% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -22.40% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.96% | -22.40% | +3.44% |
Max Drawdown (10Y)Largest decline over 10 years | -43.18% | -39.36% | -3.82% |
Current DrawdownCurrent decline from peak | -1.14% | -0.55% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -6.44% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.49% | -0.36% |
Volatility
IJMIX vs. IEDAX - Volatility Comparison
VY JPMorgan Mid Cap Value Portfolio (IJMIX) has a higher volatility of 3.58% compared to Voya Large Cap Value Fund (IEDAX) at 3.00%. This indicates that IJMIX's price experiences larger fluctuations and is considered to be riskier than IEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJMIX | IEDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.00% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 9.59% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 12.35% | +4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 17.18% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 18.80% | +0.85% |
IJMIX vs. IEDAX - Expense Ratio Comparison
IJMIX has a 0.88% expense ratio, which is lower than IEDAX's 1.10% expense ratio.
Dividends
IJMIX vs. IEDAX - Dividend Comparison
IJMIX's dividend yield for the trailing twelve months is around 13.82%, more than IEDAX's 7.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDAX Voya Large Cap Value Fund | 7.14% | 8.03% | 15.43% | 10.92% | 8.06% | 16.02% | 9.13% | 17.61% | 11.75% | 11.03% | 1.89% | 8.59% |
IJMIX VY JPMorgan Mid Cap Value Portfolio | 13.82% | 15.72% | 6.03% | 11.36% | 20.71% | 4.23% | 9.14% | 14.29% | 11.98% | 10.41% | 10.24% | 17.53% |
Frequently Asked Questions
IJMIX and IEDAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJMIX has higher volatility (3.58%) compared to IEDAX (3.00%). In terms of maximum drawdown, IJMIX dropped -54.73% vs IEDAX's -47.31%.
IEDAX currently has the higher Sharpe Ratio (1.48 vs 0.97), 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.
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