PortfoliosLab logoPortfoliosLab logo
ILCG vs. IEDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILCG vs. IEDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Growth ETF (ILCG) and Voya Large Cap Value Fund (IEDAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ILCG vs. IEDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ILCG
iShares Morningstar Growth ETF
-8.14%16.71%32.82%40.41%-31.75%24.33%38.56%33.22%2.06%30.57%
IEDAX
Voya Large Cap Value Fund
-5.90%12.42%16.47%13.26%-3.86%26.38%5.53%35.63%-8.29%13.36%

Returns By Period

In the year-to-date period, ILCG achieves a -8.14% return, which is significantly lower than IEDAX's -5.90% return. Over the past 10 years, ILCG has outperformed IEDAX with an annualized return of 15.59%, while IEDAX has yielded a comparatively lower 11.18% annualized return.


ILCG

1D
4.14%
1M
-5.39%
YTD
-8.14%
6M
-8.23%
1Y
18.46%
3Y*
20.60%
5Y*
10.88%
10Y*
15.59%

IEDAX

1D
-0.28%
1M
-8.14%
YTD
-5.90%
6M
-2.15%
1Y
2.54%
3Y*
10.82%
5Y*
8.70%
10Y*
11.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ILCG vs. IEDAX - Expense Ratio Comparison

ILCG has a 0.04% expense ratio, which is lower than IEDAX's 1.10% expense ratio.


Return for Risk

ILCG vs. IEDAX — Risk / Return Rank

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

ILCG
ILCG Risk / Return Rank: 4949
Overall Rank
ILCG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ILCG Sortino Ratio Rank: 5151
Sortino Ratio Rank
ILCG Omega Ratio Rank: 5151
Omega Ratio Rank
ILCG Calmar Ratio Rank: 4949
Calmar Ratio Rank
ILCG Martin Ratio Rank: 4545
Martin Ratio Rank

IEDAX
IEDAX Risk / Return Rank: 88
Overall Rank
IEDAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IEDAX Sortino Ratio Rank: 88
Sortino Ratio Rank
IEDAX Omega Ratio Rank: 88
Omega Ratio Rank
IEDAX Calmar Ratio Rank: 77
Calmar Ratio Rank
IEDAX Martin Ratio Rank: 77
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.

ILCG vs. IEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Growth ETF (ILCG) and Voya Large Cap Value Fund (IEDAX). 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.


ILCGIEDAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.17

+0.64

Sortino ratio

Return per unit of downside risk

1.31

0.35

+0.96

Omega ratio

Gain probability vs. loss probability

1.19

1.05

+0.14

Calmar ratio

Return relative to maximum drawdown

1.17

0.02

+1.14

Martin ratio

Return relative to average drawdown

4.08

0.10

+3.99

ILCG vs. IEDAX - Sharpe Ratio Comparison

The current ILCG Sharpe Ratio is 0.82, which is higher than the IEDAX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ILCG and IEDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ILCGIEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.17

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.52

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.60

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.45

+0.09

Correlation

The correlation between ILCG and IEDAX is 0.75, 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

ILCG vs. IEDAX - Dividend Comparison

ILCG's dividend yield for the trailing twelve months is around 0.50%, less than IEDAX's 8.53% yield.


TTM20252024202320222021202020192018201720162015
ILCG
iShares Morningstar Growth ETF
0.50%0.47%0.50%0.69%0.75%0.34%0.28%0.54%0.81%0.89%0.95%0.99%
IEDAX
Voya Large Cap Value Fund
8.53%8.03%15.43%10.92%8.06%16.02%9.13%17.61%11.75%11.03%1.89%8.59%

Drawdowns

ILCG vs. IEDAX - Drawdown Comparison

The maximum ILCG drawdown since its inception was -52.98%, which is greater than IEDAX's maximum drawdown of -47.31%. Use the drawdown chart below to compare losses from any high point for ILCG and IEDAX.


Loading graphics...

Drawdown Indicators


ILCGIEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.98%

-47.31%

-5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-12.05%

-3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-35.38%

-22.40%

-12.98%

Max Drawdown (10Y)

Largest decline over 10 years

-35.38%

-39.36%

+3.98%

Current Drawdown

Current decline from peak

-12.15%

-10.04%

-2.11%

Average Drawdown

Average peak-to-trough decline

-8.27%

-6.54%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

3.58%

+0.90%

Volatility

ILCG vs. IEDAX - Volatility Comparison

iShares Morningstar Growth ETF (ILCG) has a higher volatility of 7.55% compared to Voya Large Cap Value Fund (IEDAX) at 3.89%. This indicates that ILCG's price experiences larger fluctuations and is considered to be riskier than IEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ILCGIEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

3.89%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

8.41%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

15.52%

+7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

17.18%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

18.79%

+2.68%