ILMBX vs. VIITX
ILMBX (Voya Limited Maturity Bond Portfolio) and VIITX (Vanguard Institutional Intermediate-Term Bond Fund) are both Short-Term Bond funds. Over the past 10 years, ILMBX returned 1.69%/yr vs 2.12%/yr for VIITX. A 0.69 correlation means they provide meaningful diversification when combined. ILMBX charges 0.53%/yr vs 0.02%/yr for VIITX.
Performance
ILMBX vs. VIITX - 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 VIITX's 0.61% return. Over the past 10 years, ILMBX has underperformed VIITX with an annualized return of 1.69%, while VIITX has yielded a comparatively higher 2.12% 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%
VIITX
- 1D
- 0.19%
- 1M
- 0.53%
- YTD
- 0.61%
- 6M
- 0.75%
- 1Y
- 4.57%
- 3Y*
- 4.98%
- 5Y*
- 1.51%
- 10Y*
- 2.12%
ILMBX vs. VIITX - 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% |
VIITX Vanguard Institutional Intermediate-Term Bond Fund | 0.61% | 7.23% | 3.67% | 5.31% | -7.99% | -1.02% | 6.17% | 6.44% | 0.87% | 2.00% |
Correlation
The correlation between ILMBX and VIITX is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2015 | 0.69 |
The correlation between ILMBX and VIITX has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
ILMBX vs. VIITX — Risk / Return Rank
ILMBX
VIITX
ILMBX vs. VIITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Limited Maturity Bond Portfolio (ILMBX) and Vanguard Institutional Intermediate-Term Bond Fund (VIITX). 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 | VIITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.48 | -0.11 |
| Martin ratioReturn relative to average drawdown | 9.23 | 7.65 | +1.58 |
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Drawdowns
ILMBX vs. VIITX - Drawdown Comparison
The maximum ILMBX drawdown since its inception was -10.01%, smaller than the maximum VIITX drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for ILMBX and VIITX.
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Drawdown Indicators
| ILMBX | VIITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -11.86% | +1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -1.34% | -1.89% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -1.34% | -3.32% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -7.36% | -11.86% | +4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -7.36% | -11.86% | +4.50% |
Current DrawdownCurrent decline from peak | -0.32% | -0.82% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -2.12% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 0.61% | -0.28% |
Volatility
ILMBX vs. VIITX - Volatility Comparison
The current volatility for Voya Limited Maturity Bond Portfolio (ILMBX) is 0.71%, while Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a volatility of 0.87%. This indicates that ILMBX experiences smaller price fluctuations and is considered to be less risky than VIITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILMBX | VIITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 0.87% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 1.92% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 2.48% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.39% | 3.85% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.98% | 3.07% | -1.09% |
ILMBX vs. VIITX - Expense Ratio Comparison
ILMBX has a 0.53% expense ratio, which is higher than VIITX's 0.02% expense ratio.
Dividends
ILMBX vs. VIITX - Dividend Comparison
ILMBX's dividend yield for the trailing twelve months is around 3.49%, less than VIITX's 4.56% 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% |
VIITX Vanguard Institutional Intermediate-Term Bond Fund | 4.56% | 4.51% | 4.71% | 3.61% | 2.14% | 2.20% | 2.87% | 2.69% | 2.62% | 2.04% | 2.95% | 0.57% |
Frequently Asked Questions
ILMBX and VIITX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIITX has higher volatility (0.87%) compared to ILMBX (0.71%). In terms of maximum drawdown, ILMBX dropped -10.01% vs VIITX's -11.86%.
VIITX currently has the higher Sharpe Ratio (1.89 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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