IJMIX vs. VVOAX
IJMIX (VY JPMorgan Mid Cap Value Portfolio) and VVOAX (Invesco Value Opportunities Fund) are both Mid Cap Value Equities funds. Over the past 10 years, IJMIX returned 9.11%/yr vs 15.48%/yr for VVOAX. Their correlation of 0.87 means they have usually moved in the same direction. IJMIX charges 0.88%/yr vs 1.22%/yr for VVOAX.
Performance
IJMIX vs. VVOAX - Performance Comparison
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Returns By Period
In the year-to-date period, IJMIX achieves a 13.76% return, which is significantly lower than VVOAX's 14.48% return. Over the past 10 years, IJMIX has underperformed VVOAX with an annualized return of 9.11%, while VVOAX has yielded a comparatively higher 15.48% 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%
VVOAX
- 1D
- 2.06%
- 1M
- -4.29%
- 6M
- 7.37%
- YTD
- 14.48%
- 1Y
- 35.01%
- 3Y*
- 23.74%
- 5Y*
- 17.90%
- 10Y*
- 15.48%
- ALL TIME*
- 8.61%
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. VVOAX - 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% |
VVOAX Invesco Value Opportunities Fund | 14.48% | 20.24% | 30.01% | 15.20% | 1.33% | 35.60% | 5.49% | 29.84% | -19.92% | 17.07% |
Correlation
The correlation between IJMIX and VVOAX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2002 | 0.87 |
Over the past year, the correlation between IJMIX and VVOAX has dropped to 0.57 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
IJMIX vs. VVOAX — Risk / Return Rank
IJMIX
VVOAX
IJMIX vs. VVOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Mid Cap Value Portfolio (IJMIX) and Invesco Value Opportunities Fund (VVOAX). 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 | VVOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.15 | -1.19 |
| Martin ratioReturn relative to average drawdown | 7.48 | 10.09 | -2.61 |
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Drawdowns
IJMIX vs. VVOAX - Drawdown Comparison
The maximum IJMIX drawdown since its inception was -54.73%, smaller than the maximum VVOAX drawdown of -62.08%. Use the drawdown chart below to compare losses from any high point for IJMIX and VVOAX.
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Drawdown Indicators
| IJMIX | VVOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.73% | -62.08% | +7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -10.22% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -24.05% | +5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -18.96% | -24.05% | +5.09% |
Max Drawdown (10Y)Largest decline over 10 years | -43.18% | -51.80% | +8.62% |
Current DrawdownCurrent decline from peak | -1.14% | -8.38% | +7.24% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -11.68% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.19% | -1.06% |
Volatility
IJMIX vs. VVOAX - Volatility Comparison
The current volatility for VY JPMorgan Mid Cap Value Portfolio (IJMIX) is 3.58%, while Invesco Value Opportunities Fund (VVOAX) has a volatility of 5.79%. This indicates that IJMIX experiences smaller price fluctuations and is considered to be less risky than VVOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJMIX | VVOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 5.79% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 15.89% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 20.05% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 21.34% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 24.12% | -4.47% |
IJMIX vs. VVOAX - Expense Ratio Comparison
IJMIX has a 0.88% expense ratio, which is lower than VVOAX's 1.22% expense ratio.
Dividends
IJMIX vs. VVOAX - Dividend Comparison
IJMIX's dividend yield for the trailing twelve months is around 13.82%, more than VVOAX's 9.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VVOAX Invesco Value Opportunities Fund | 9.11% | 10.43% | 7.79% | 2.27% | 9.79% | 8.82% | 0.25% | 1.95% | 15.44% | 5.11% | 1.10% | 15.87% |
Frequently Asked Questions
IJMIX and VVOAX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVOAX has higher volatility (5.79%) compared to IJMIX (3.58%). In terms of maximum drawdown, IJMIX dropped -54.73% vs VVOAX's -62.08%.
VVOAX currently has the higher Sharpe Ratio (1.61 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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