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ILMBX vs. IRVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILMBX vs. IRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Limited Maturity Bond Portfolio (ILMBX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILMBX vs. IRVIX - 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%
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

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

IRVIX
IRVIX Risk / Return Rank: 9292
Overall Rank
IRVIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IRVIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
IRVIX Omega Ratio Rank: 8686
Omega Ratio Rank
IRVIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
IRVIX Martin Ratio Rank: 9696
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. 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.


ILMBXIRVIXDifference
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

ILMBX vs. IRVIX - Sharpe Ratio Comparison

The current ILMBX Sharpe Ratio is 1.35, which is lower than the IRVIX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of ILMBX and IRVIX, 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. 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


ILMBXIRVIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.32%

-0.55%

+0.23%

Average Drawdown

Average peak-to-trough decline

-1.16%

-3.82%

+2.66%

Ulcer Index

Depth 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


ILMBXIRVIXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for ILMBX and IRVIX

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