IJPIX vs. IIRLX
Compare and contrast key facts about VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) and Voya Russell Large Cap Index Portfolio (IIRLX).
IJPIX is managed by Voya. It was launched on Feb 17, 1998. IIRLX is managed by Voya. It was launched on Mar 10, 2008.
Performance
IJPIX vs. IIRLX - Performance Comparison
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IJPIX vs. IIRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJPIX VY JPMorgan Emerging Markets Equity Portfolio | 0.96% | 38.95% | 1.91% | 6.58% | -26.16% | -10.00% | 33.28% | 31.72% | -16.76% | 43.11% |
IIRLX Voya Russell Large Cap Index Portfolio | -8.38% | 18.77% | 26.95% | 29.41% | -20.07% | 27.26% | 21.71% | 31.18% | -3.45% | 22.58% |
Returns By Period
In the year-to-date period, IJPIX achieves a 0.96% return, which is significantly higher than IIRLX's -8.38% return. Over the past 10 years, IJPIX has underperformed IIRLX with an annualized return of 8.49%, while IIRLX has yielded a comparatively higher 14.17% annualized return.
IJPIX
- 1D
- -1.16%
- 1M
- -11.80%
- YTD
- 0.96%
- 6M
- 7.33%
- 1Y
- 34.68%
- 3Y*
- 13.36%
- 5Y*
- 0.66%
- 10Y*
- 8.49%
IIRLX
- 1D
- -0.27%
- 1M
- -7.68%
- YTD
- -8.38%
- 6M
- -5.73%
- 1Y
- 14.40%
- 3Y*
- 18.08%
- 5Y*
- 11.61%
- 10Y*
- 14.17%
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IJPIX vs. IIRLX - Expense Ratio Comparison
IJPIX has a 1.51% expense ratio, which is higher than IIRLX's 0.36% expense ratio.
Return for Risk
IJPIX vs. IIRLX — Risk / Return Rank
IJPIX
IIRLX
IJPIX vs. IIRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) and Voya Russell Large Cap Index Portfolio (IIRLX). 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.
| IJPIX | IIRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.74 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.31 | 1.26 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.17 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.22 | +1.98 |
Martin ratioReturn relative to average drawdown | 9.02 | 0.81 | +8.21 |
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
| IJPIX | IIRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.74 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.68 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.78 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.56 | -0.28 |
Correlation
The correlation between IJPIX and IIRLX is 0.73, 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
IJPIX vs. IIRLX - Dividend Comparison
IJPIX's dividend yield for the trailing twelve months is around 25.63%, more than IIRLX's 4.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJPIX VY JPMorgan Emerging Markets Equity Portfolio | 25.63% | 25.88% | 0.82% | 1.67% | 42.85% | 8.66% | 5.75% | 5.37% | 0.66% | 0.40% | 1.15% | 9.47% |
IIRLX Voya Russell Large Cap Index Portfolio | 4.11% | 3.76% | 0.96% | 1.14% | 5.04% | 4.77% | 4.71% | 4.35% | 1.73% | 1.47% | 1.77% | 1.66% |
Drawdowns
IJPIX vs. IIRLX - Drawdown Comparison
The maximum IJPIX drawdown since its inception was -64.21%, which is greater than IIRLX's maximum drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for IJPIX and IIRLX.
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Drawdown Indicators
| IJPIX | IIRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -50.33% | -13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -11.99% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -45.22% | -25.83% | -19.39% |
Max Drawdown (10Y)Largest decline over 10 years | -49.88% | -32.60% | -17.28% |
Current DrawdownCurrent decline from peak | -12.53% | -9.83% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -6.83% | -13.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 5.36% | -1.80% |
Volatility
IJPIX vs. IIRLX - Volatility Comparison
VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) has a higher volatility of 9.09% compared to Voya Russell Large Cap Index Portfolio (IIRLX) at 4.31%. This indicates that IJPIX's price experiences larger fluctuations and is considered to be riskier than IIRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJPIX | IIRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 4.31% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 9.23% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.75% | 19.71% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 17.56% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 18.39% | +0.91% |