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ILMBX vs. IIBAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILMBX vs. IIBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Limited Maturity Bond Portfolio (ILMBX) and Voya Intermediate Bond Fund (IIBAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ILMBX achieves a 0.45% return, which is significantly higher than IIBAX's 0.41% return. Over the past 10 years, ILMBX has underperformed IIBAX with an annualized return of 1.69%, while IIBAX has yielded a comparatively higher 1.80% annualized return.


ILMBX

1D
0.10%
1M
0.24%
YTD
0.45%
6M
0.82%
1Y
2.88%
3Y*
4.16%
5Y*
1.49%
10Y*
1.69%

IIBAX

1D
0.23%
1M
0.94%
YTD
0.41%
6M
0.78%
1Y
3.98%
3Y*
4.49%
5Y*
-0.10%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILMBX vs. IIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ILMBX
Voya Limited Maturity Bond Portfolio
0.45%4.30%4.48%4.20%-5.30%-0.48%3.20%4.06%1.06%1.20%
IIBAX
Voya Intermediate Bond Fund
0.41%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%

Correlation

The correlation between ILMBX and IIBAX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 15, 1998

0.68

The correlation between ILMBX and IIBAX has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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Return for Risk

ILMBX vs. IIBAX — Risk / Return Rank

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

ILMBX
ILMBX Risk / Return Rank: 3838
Overall Rank
ILMBX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ILMBX Sortino Ratio Rank: 3131
Sortino Ratio Rank
ILMBX Omega Ratio Rank: 4444
Omega Ratio Rank
ILMBX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ILMBX Martin Ratio Rank: 4747
Martin Ratio Rank

IIBAX
IIBAX Risk / Return Rank: 1616
Overall Rank
IIBAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 1515
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 1616
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.

ILMBX vs. IIBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Limited Maturity Bond Portfolio (ILMBX) and Voya Intermediate Bond Fund (IIBAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ILMBXIIBAXDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.33

1.19

+0.15

Calmar ratioReturn relative to maximum drawdown

2.37

1.44

+0.93

Martin ratioReturn relative to average drawdown

9.23

4.04

+5.19

ILMBX vs. IIBAX - Sharpe Ratio Comparison

The current ILMBX Sharpe Ratio is 1.35, which is higher than the IIBAX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ILMBX and IIBAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ILMBX vs. IIBAX - Drawdown Comparison

The maximum ILMBX drawdown since its inception was -10.01%, smaller than the maximum IIBAX drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for ILMBX and IIBAX.


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Drawdown Indicators


ILMBXIIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-20.34%

+10.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.34%

-3.10%

+1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-1.34%

-6.12%

+4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-7.36%

-20.01%

+12.65%

Max Drawdown (10Y)

Largest decline over 10 years

-7.36%

-20.34%

+12.98%

Current Drawdown

Current decline from peak

-0.32%

-2.11%

+1.79%

Average Drawdown

Average peak-to-trough decline

-1.16%

-2.88%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

1.06%

-0.73%

Volatility

ILMBX vs. IIBAX - Volatility Comparison

The current volatility for Voya Limited Maturity Bond Portfolio (ILMBX) is 0.71%, while Voya Intermediate Bond Fund (IIBAX) has a volatility of 1.35%. This indicates that ILMBX experiences smaller price fluctuations and is considered to be less risky than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILMBXIIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

1.35%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

3.20%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

4.31%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.39%

6.00%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.98%

5.04%

-3.06%

ILMBX vs. IIBAX - Expense Ratio Comparison

ILMBX has a 0.53% expense ratio, which is lower than IIBAX's 0.69% expense ratio.


Dividends

ILMBX vs. IIBAX - Dividend Comparison

ILMBX's dividend yield for the trailing twelve months is around 3.49%, less than IIBAX's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IIBAX
Voya Intermediate Bond Fund
3.59%3.43%4.50%4.05%1.98%2.03%4.69%3.23%2.93%2.88%2.96%2.45%
ILMBX
Voya Limited Maturity Bond Portfolio
3.49%3.15%4.26%3.45%1.30%1.09%1.96%1.59%1.45%1.70%2.40%0.95%

Frequently Asked Questions


ILMBX and IIBAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IIBAX has higher volatility (1.35%) compared to ILMBX (0.71%). In terms of maximum drawdown, ILMBX dropped -10.01% vs IIBAX's -20.34%.

ILMBX currently has the higher Sharpe Ratio (1.35 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ILMBX and IIBAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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