IJPIX vs. VYMSX
Compare and contrast key facts about VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX).
IJPIX is managed by Voya. It was launched on Feb 17, 1998. VYMSX is managed by Voya. It was launched on Feb 3, 1998.
Performance
IJPIX vs. VYMSX - Performance Comparison
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IJPIX vs. VYMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJPIX VY JPMorgan Emerging Markets Equity Portfolio | 4.08% | 38.95% | 1.91% | 6.58% | -26.16% | -10.00% | 33.28% | 31.72% | -16.76% | 43.11% |
VYMSX Voya Mid Cap Research Enhanced Index Fund | -1.68% | 6.79% | 14.92% | 17.35% | -14.63% | 27.47% | 8.26% | 28.18% | -14.55% | 13.43% |
Returns By Period
In the year-to-date period, IJPIX achieves a 4.08% return, which is significantly higher than VYMSX's -1.68% return. Both investments have delivered pretty close results over the past 10 years, with IJPIX having a 8.82% annualized return and VYMSX not far ahead at 9.09%.
IJPIX
- 1D
- 3.09%
- 1M
- -8.60%
- YTD
- 4.08%
- 6M
- 10.21%
- 1Y
- 38.20%
- 3Y*
- 14.52%
- 5Y*
- 0.88%
- 10Y*
- 8.82%
VYMSX
- 1D
- 3.34%
- 1M
- -6.41%
- YTD
- -1.68%
- 6M
- -0.85%
- 1Y
- 11.50%
- 3Y*
- 10.97%
- 5Y*
- 6.00%
- 10Y*
- 9.09%
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IJPIX vs. VYMSX - Expense Ratio Comparison
IJPIX has a 1.51% expense ratio, which is higher than VYMSX's 0.82% expense ratio.
Return for Risk
IJPIX vs. VYMSX — Risk / Return Rank
IJPIX
VYMSX
IJPIX vs. VYMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). 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 | VYMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.56 | +1.58 |
Sortino ratioReturn per unit of downside risk | 2.86 | 0.98 | +1.88 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.13 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 0.05 | +2.25 |
Martin ratioReturn relative to average drawdown | 9.36 | 0.19 | +9.17 |
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 | VYMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.56 | +1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.27 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.40 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.38 | -0.09 |
Correlation
The correlation between IJPIX and VYMSX is 0.65, 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. VYMSX - Dividend Comparison
IJPIX's dividend yield for the trailing twelve months is around 24.87%, less than VYMSX's 30.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJPIX VY JPMorgan Emerging Markets Equity Portfolio | 24.87% | 25.88% | 0.82% | 1.67% | 42.85% | 8.66% | 5.75% | 5.37% | 0.66% | 0.40% | 1.15% | 9.47% |
VYMSX Voya Mid Cap Research Enhanced Index Fund | 30.28% | 29.77% | 11.50% | 0.96% | 6.78% | 14.81% | 0.79% | 2.00% | 13.24% | 7.58% | 1.83% | 6.83% |
Drawdowns
IJPIX vs. VYMSX - Drawdown Comparison
The maximum IJPIX drawdown since its inception was -64.21%, which is greater than VYMSX's maximum drawdown of -57.85%. Use the drawdown chart below to compare losses from any high point for IJPIX and VYMSX.
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Drawdown Indicators
| IJPIX | VYMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -57.85% | -6.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -14.15% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -45.22% | -31.71% | -13.51% |
Max Drawdown (10Y)Largest decline over 10 years | -49.88% | -43.69% | -6.19% |
Current DrawdownCurrent decline from peak | -9.83% | -7.34% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -9.21% | -11.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 5.73% | -2.13% |
Volatility
IJPIX vs. VYMSX - Volatility Comparison
VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) has a higher volatility of 9.79% compared to Voya Mid Cap Research Enhanced Index Fund (VYMSX) at 7.17%. This indicates that IJPIX's price experiences larger fluctuations and is considered to be riskier than VYMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJPIX | VYMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 7.17% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 12.74% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.94% | 24.41% | -3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 23.28% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 22.84% | -3.52% |