IJSSX vs. IRVIX
Compare and contrast key facts about VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) and Voya Russell Large Cap Value Index Portfolio (IRVIX).
IJSSX is managed by Voya. It was launched on May 1, 2002. IRVIX is managed by Voya. It was launched on May 1, 2009.
Performance
IJSSX vs. IRVIX - Performance Comparison
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IJSSX vs. IRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJSSX VY JPMorgan Small Cap Core Equity Portfolio | -3.90% | 3.33% | 10.74% | 12.31% | -17.82% | 18.21% | 16.30% | 54.14% | -10.86% | 15.57% |
IRVIX Voya Russell Large Cap Value Index Portfolio | -0.72% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
Returns By Period
In the year-to-date period, IJSSX achieves a -3.90% return, which is significantly lower than IRVIX's -0.72% return. Both investments have delivered pretty close results over the past 10 years, with IJSSX having a 10.41% annualized return and IRVIX not far behind at 10.33%.
IJSSX
- 1D
- -0.93%
- 1M
- -9.03%
- YTD
- -3.90%
- 6M
- -2.68%
- 1Y
- 8.89%
- 3Y*
- 6.57%
- 5Y*
- 1.47%
- 10Y*
- 10.41%
IRVIX
- 1D
- -0.18%
- 1M
- -6.61%
- YTD
- -0.72%
- 6M
- 4.06%
- 1Y
- 12.37%
- 3Y*
- 13.83%
- 5Y*
- 9.41%
- 10Y*
- 10.33%
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IJSSX vs. IRVIX - Expense Ratio Comparison
IJSSX has a 1.11% expense ratio, which is higher than IRVIX's 0.35% expense ratio.
Return for Risk
IJSSX vs. IRVIX — Risk / Return Rank
IJSSX
IRVIX
IJSSX vs. IRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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.
| IJSSX | IRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.88 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.39 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.70 | -0.84 |
Martin ratioReturn relative to average drawdown | -0.45 | 2.83 | -3.27 |
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
| IJSSX | IRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.88 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.68 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.62 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.68 | -0.27 |
Correlation
The correlation between IJSSX and IRVIX is 0.84, 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
IJSSX vs. IRVIX - Dividend Comparison
IJSSX's dividend yield for the trailing twelve months is around 15.23%, less than IRVIX's 30.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJSSX VY JPMorgan Small Cap Core Equity Portfolio | 15.23% | 14.64% | 0.28% | 6.70% | 23.23% | 5.05% | 0.00% | 48.41% | 15.74% | 5.67% | 8.73% | 14.18% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 30.10% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
Drawdowns
IJSSX vs. IRVIX - Drawdown Comparison
The maximum IJSSX drawdown since its inception was -55.02%, which is greater than IRVIX's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IJSSX and IRVIX.
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Drawdown Indicators
| IJSSX | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.02% | -35.67% | -19.35% |
Max Drawdown (1Y)Largest decline over 1 year | -14.07% | -11.04% | -3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -28.04% | -18.37% | -9.67% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -35.67% | -7.18% |
Current DrawdownCurrent decline from peak | -11.31% | -6.64% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -3.86% | -5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 3.30% | +4.23% |
Volatility
IJSSX vs. IRVIX - Volatility Comparison
VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) has a higher volatility of 6.10% compared to Voya Russell Large Cap Value Index Portfolio (IRVIX) at 3.31%. This indicates that IJSSX's price experiences larger fluctuations and is considered to be riskier than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJSSX | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 3.31% | +2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 7.51% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.36% | 16.09% | +8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.29% | 14.14% | +7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 16.81% | +6.57% |