ILMBX vs. VYMSX
ILMBX (Voya Limited Maturity Bond Portfolio) and VYMSX (Voya Mid Cap Research Enhanced Index Fund) are both mutual funds - ILMBX is a Short-Term Bond fund managed by Voya, while VYMSX is a Mid Cap Blend Equities fund managed by Voya. Over the past 10 years, ILMBX returned 1.69%/yr vs 10.67%/yr for VYMSX. At a correlation of -0.13, they often move in opposite directions. ILMBX charges 0.53%/yr vs 0.82%/yr for VYMSX.
Performance
ILMBX vs. VYMSX - 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 VYMSX's 17.52% return. Over the past 10 years, ILMBX has underperformed VYMSX with an annualized return of 1.69%, while VYMSX has yielded a comparatively higher 10.67% 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%
VYMSX
- 1D
- 1.78%
- 1M
- 4.37%
- YTD
- 17.52%
- 6M
- 14.73%
- 1Y
- 28.62%
- 3Y*
- 16.41%
- 5Y*
- 9.82%
- 10Y*
- 10.67%
ILMBX vs. VYMSX - 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% |
VYMSX Voya Mid Cap Research Enhanced Index Fund | 17.52% | 6.79% | 14.92% | 17.35% | -14.63% | 27.47% | 8.26% | 28.18% | -14.55% | 13.43% |
Correlation
The correlation between ILMBX and VYMSX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | -0.13 |
The correlation between ILMBX and VYMSX shifts across timeframes, from -0.13 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ILMBX vs. VYMSX — Risk / Return Rank
ILMBX
VYMSX
ILMBX vs. VYMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Limited Maturity Bond Portfolio (ILMBX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). 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 | VYMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.10 | -0.73 |
| Martin ratioReturn relative to average drawdown | 9.23 | 12.02 | -2.79 |
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Drawdowns
ILMBX vs. VYMSX - Drawdown Comparison
The maximum ILMBX drawdown since its inception was -10.01%, smaller than the maximum VYMSX drawdown of -57.85%. Use the drawdown chart below to compare losses from any high point for ILMBX and VYMSX.
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Drawdown Indicators
| ILMBX | VYMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -57.85% | +47.84% |
Max Drawdown (1Y)Largest decline over 1 year | -1.34% | -10.34% | +9.00% |
Max Drawdown (3Y)Largest decline over 3 years | -1.34% | -24.02% | +22.68% |
Max Drawdown (5Y)Largest decline over 5 years | -7.36% | -31.71% | +24.35% |
Max Drawdown (10Y)Largest decline over 10 years | -7.36% | -43.69% | +36.33% |
Current DrawdownCurrent decline from peak | -0.32% | -0.16% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -9.15% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 2.59% | -2.26% |
Volatility
ILMBX vs. VYMSX - Volatility Comparison
The current volatility for Voya Limited Maturity Bond Portfolio (ILMBX) is 0.71%, while Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a volatility of 6.09%. This indicates that ILMBX experiences smaller price fluctuations and is considered to be less risky than VYMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILMBX | VYMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 6.09% | -5.38% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 13.12% | -11.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 17.68% | -15.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.39% | 23.40% | -21.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.98% | 22.95% | -20.97% |
ILMBX vs. VYMSX - Expense Ratio Comparison
ILMBX has a 0.53% expense ratio, which is lower than VYMSX's 0.82% expense ratio.
Dividends
ILMBX vs. VYMSX - Dividend Comparison
ILMBX's dividend yield for the trailing twelve months is around 3.49%, less than VYMSX's 25.33% 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% |
VYMSX Voya Mid Cap Research Enhanced Index Fund | 25.33% | 29.77% | 11.50% | 0.96% | 6.78% | 14.81% | 0.79% | 2.00% | 13.24% | 7.58% | 1.83% | 6.83% |
Frequently Asked Questions
ILMBX and VYMSX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYMSX has higher volatility (6.09%) compared to ILMBX (0.71%). In terms of maximum drawdown, ILMBX dropped -10.01% vs VYMSX's -57.85%.
VYMSX currently has the higher Sharpe Ratio (1.81 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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