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IJPIX vs. INGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IJPIX vs. INGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) and Voya U.S. Stock Index Portfolio (INGIX). The values are adjusted to include any dividend payments, if applicable.

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IJPIX vs. INGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
INGIX
Voya U.S. Stock Index Portfolio
-7.12%15.88%24.71%26.04%-18.40%28.33%18.07%31.15%-4.62%21.49%

Returns By Period

In the year-to-date period, IJPIX achieves a 0.96% return, which is significantly higher than INGIX's -7.12% return. Over the past 10 years, IJPIX has underperformed INGIX with an annualized return of 8.49%, while INGIX has yielded a comparatively higher 13.30% 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%

INGIX

1D
-0.41%
1M
-7.69%
YTD
-7.12%
6M
-6.05%
1Y
12.51%
3Y*
16.35%
5Y*
10.80%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IJPIX vs. INGIX - Expense Ratio Comparison

IJPIX has a 1.51% expense ratio, which is higher than INGIX's 0.27% expense ratio.


Return for Risk

IJPIX vs. INGIX — Risk / Return Rank

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

IJPIX
IJPIX Risk / Return Rank: 8585
Overall Rank
IJPIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IJPIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
IJPIX Omega Ratio Rank: 8282
Omega Ratio Rank
IJPIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
IJPIX Martin Ratio Rank: 8686
Martin Ratio Rank

INGIX
INGIX Risk / Return Rank: 2121
Overall Rank
INGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
INGIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
INGIX Omega Ratio Rank: 3030
Omega Ratio Rank
INGIX Calmar Ratio Rank: 88
Calmar Ratio Rank
INGIX Martin Ratio Rank: 99
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.

IJPIX vs. INGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) and Voya U.S. Stock Index Portfolio (INGIX). 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.


IJPIXINGIXDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.65

+1.04

Sortino ratio

Return per unit of downside risk

2.31

1.10

+1.20

Omega ratio

Gain probability vs. loss probability

1.33

1.16

+0.17

Calmar ratio

Return relative to maximum drawdown

2.20

0.13

+2.07

Martin ratio

Return relative to average drawdown

9.02

0.50

+8.52

IJPIX vs. INGIX - Sharpe Ratio Comparison

The current IJPIX Sharpe Ratio is 1.69, which is higher than the INGIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IJPIX and INGIX, 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


IJPIXINGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.65

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.65

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.74

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.43

-0.15

Correlation

The correlation between IJPIX and INGIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IJPIX vs. INGIX - Dividend Comparison

IJPIX's dividend yield for the trailing twelve months is around 25.63%, more than INGIX's 11.48% yield.


TTM20252024202320222021202020192018201720162015
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%
INGIX
Voya U.S. Stock Index Portfolio
11.48%10.66%9.12%11.02%12.95%10.29%5.21%6.82%8.29%6.30%7.74%11.51%

Drawdowns

IJPIX vs. INGIX - Drawdown Comparison

The maximum IJPIX drawdown since its inception was -64.21%, which is greater than INGIX's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for IJPIX and INGIX.


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Drawdown Indicators


IJPIXINGIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.21%

-55.38%

-8.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-12.10%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-45.22%

-24.69%

-20.53%

Max Drawdown (10Y)

Largest decline over 10 years

-49.88%

-33.84%

-16.04%

Current Drawdown

Current decline from peak

-12.53%

-9.53%

-3.00%

Average Drawdown

Average peak-to-trough decline

-20.23%

-8.22%

-12.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

4.99%

-1.43%

Volatility

IJPIX vs. INGIX - Volatility Comparison

VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) has a higher volatility of 9.09% compared to Voya U.S. Stock Index Portfolio (INGIX) at 4.27%. This indicates that IJPIX's price experiences larger fluctuations and is considered to be riskier than INGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJPIXINGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

4.27%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

9.13%

+4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.75%

19.76%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

17.23%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

18.21%

+1.09%