ILMBX vs. IRVIX
ILMBX (Voya Limited Maturity Bond Portfolio) and IRVIX (Voya Russell Large Cap Value Index Portfolio) are both mutual funds - ILMBX is a Short-Term Bond fund managed by Voya, while IRVIX is a Large Cap Value Equities fund managed by Voya. Over the past 10 years, ILMBX returned 1.69%/yr vs 11.74%/yr for IRVIX. At a correlation of -0.07, they often move in opposite directions. ILMBX charges 0.53%/yr vs 0.35%/yr for IRVIX.
Performance
ILMBX vs. IRVIX - Performance Comparison
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Returns By Period
In the year-to-date period, ILMBX achieves a 0.45% return, which is significantly lower than IRVIX's 15.79% return. Over the past 10 years, ILMBX has underperformed IRVIX with an annualized return of 1.69%, while IRVIX has yielded a comparatively higher 11.74% 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%
IRVIX
- 1D
- 0.66%
- 1M
- 2.71%
- YTD
- 15.79%
- 6M
- 15.54%
- 1Y
- 30.64%
- 3Y*
- 18.44%
- 5Y*
- 12.36%
- 10Y*
- 11.74%
ILMBX vs. IRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 15.79% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
Correlation
The correlation between ILMBX and IRVIX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | -0.07 |
The correlation between ILMBX and IRVIX shifts across timeframes, from -0.07 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ILMBX vs. IRVIX — Risk / Return Rank
ILMBX
IRVIX
ILMBX vs. IRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Limited Maturity Bond Portfolio (ILMBX) 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.
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.
| ILMBX | IRVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.55 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 5.18 | -2.80 |
| Martin ratioReturn relative to average drawdown | 9.23 | 21.42 | -12.19 |
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Drawdowns
ILMBX vs. IRVIX - Drawdown Comparison
The maximum ILMBX drawdown since its inception was -10.01%, smaller than the maximum IRVIX drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for ILMBX and IRVIX.
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Drawdown Indicators
| ILMBX | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -35.67% | +25.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.34% | -6.64% | +5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -1.34% | -13.38% | +12.04% |
Max Drawdown (5Y)Largest decline over 5 years | -7.36% | -18.37% | +11.01% |
Max Drawdown (10Y)Largest decline over 10 years | -7.36% | -35.67% | +28.31% |
Current DrawdownCurrent decline from peak | -0.32% | -0.55% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -3.82% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 1.55% | -1.22% |
Volatility
ILMBX vs. IRVIX - Volatility Comparison
The current volatility for Voya Limited Maturity Bond Portfolio (ILMBX) is 0.71%, while Voya Russell Large Cap Value Index Portfolio (IRVIX) has a volatility of 3.95%. This indicates that ILMBX experiences smaller price fluctuations and is considered to be less risky 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
| ILMBX | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 3.95% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 9.09% | -7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 11.47% | -9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.39% | 14.34% | -11.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.98% | 16.89% | -14.91% |
ILMBX vs. IRVIX - Expense Ratio Comparison
ILMBX has a 0.53% expense ratio, which is higher than IRVIX's 0.35% expense ratio.
Dividends
ILMBX vs. IRVIX - Dividend Comparison
ILMBX's dividend yield for the trailing twelve months is around 3.49%, less than IRVIX's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 3.80% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
Frequently Asked Questions
ILMBX and IRVIX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRVIX has higher volatility (3.95%) compared to ILMBX (0.71%). In terms of maximum drawdown, ILMBX dropped -10.01% vs IRVIX's -35.67%.
IRVIX currently has the higher Sharpe Ratio (3.00 vs 1.35), 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.
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