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IMCVX vs. BSIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMCVX vs. BSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Multi-Manager Mid Cap Value Fund (IMCVX) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMCVX achieves a 14.19% return, which is significantly higher than BSIIX's 1.03% return. Over the past 10 years, IMCVX has outperformed BSIIX with an annualized return of 9.64%, while BSIIX has yielded a comparatively lower 3.60% annualized return.


IMCVX

1D
-0.58%
1M
0.39%
6M
8.76%
YTD
14.19%
1Y
16.64%
3Y*
10.50%
5Y*
6.28%
10Y*
9.64%
ALL TIME*
12.15%

BSIIX

1D
0.10%
1M
-1.13%
6M
0.11%
YTD
1.03%
1Y
4.24%
3Y*
6.24%
5Y*
2.75%
10Y*
3.60%
ALL TIME*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

IMCVX vs. BSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMCVX
Voya Multi-Manager Mid Cap Value Fund
14.19%4.09%10.72%9.44%-11.52%29.40%2.62%40.50%-15.20%15.06%
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
1.03%8.59%5.22%6.18%-6.14%0.80%7.22%7.65%-0.42%4.89%

Correlation

The correlation between IMCVX and BSIIX is 0.37, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.37

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

Correlation (10Y)
Provides a long-term view across more market conditions.

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.31

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Return for Risk

IMCVX vs. BSIIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IMCVX
IMCVX Risk / Return Rank: 6363
Overall Rank
IMCVX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IMCVX Sortino Ratio Rank: 6767
Sortino Ratio Rank
IMCVX Omega Ratio Rank: 5454
Omega Ratio Rank
IMCVX Calmar Ratio Rank: 7272
Calmar Ratio Rank
IMCVX Martin Ratio Rank: 6262
Martin Ratio Rank

BSIIX
BSIIX Risk / Return Rank: 6464
Overall Rank
BSIIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSIIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BSIIX Omega Ratio Rank: 7676
Omega Ratio Rank
BSIIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
BSIIX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IMCVX vs. BSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Multi-Manager Mid Cap Value Fund (IMCVX) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). 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.


IMCVXBSIIXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.27

1.33

-0.06

Calmar ratioReturn relative to maximum drawdown

2.42

1.76

+0.66

Martin ratioReturn relative to average drawdown

8.27

6.43

+1.84

IMCVX vs. BSIIX - Sharpe Ratio Comparison

The current IMCVX Sharpe Ratio is 1.54, which is comparable to the BSIIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of IMCVX and BSIIX, 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

IMCVX vs. BSIIX - Drawdown Comparison

The maximum IMCVX drawdown since its inception was -44.22%, which is greater than BSIIX's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for IMCVX and BSIIX.


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Drawdown Indicators


IMCVXBSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-18.76%

-25.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-2.84%

-4.63%

Max Drawdown (3Y)

Largest decline over 3 years

-19.34%

-2.84%

-16.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-9.13%

-12.90%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-9.91%

-34.31%

Current Drawdown

Current decline from peak

-1.53%

-1.25%

-0.28%

Average Drawdown

Average peak-to-trough decline

-5.41%

-1.80%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.78%

+1.37%

Volatility

IMCVX vs. BSIIX - Volatility Comparison

Voya Multi-Manager Mid Cap Value Fund (IMCVX) has a higher volatility of 2.83% compared to BlackRock Strategic Income Opportunities Fund Class I (BSIIX) at 0.69%. This indicates that IMCVX's price experiences larger fluctuations and is considered to be riskier than BSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMCVXBSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

0.69%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

2.44%

+5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

2.99%

+8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

3.04%

+14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

3.15%

+16.85%

IMCVX vs. BSIIX - Expense Ratio Comparison

IMCVX has a 0.78% expense ratio, which is higher than BSIIX's 0.69% expense ratio.


Dividends

IMCVX vs. BSIIX - Dividend Comparison

IMCVX's dividend yield for the trailing twelve months is around 8.07%, more than BSIIX's 4.83% yield.


PositionTTM20252024202320222021202020192018201720162015
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
4.83%5.07%4.75%3.33%3.58%2.98%2.92%3.54%3.32%3.45%2.91%3.19%
IMCVX
Voya Multi-Manager Mid Cap Value Fund
8.07%9.21%11.72%0.98%8.69%15.71%4.38%19.23%20.04%7.09%3.00%21.05%

Frequently Asked Questions


IMCVX and BSIIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMCVX has higher volatility (2.83%) compared to BSIIX (0.69%). In terms of maximum drawdown, IMCVX dropped -44.22% vs BSIIX's -18.76%.

BSIIX currently has the higher Sharpe Ratio (1.67 vs 1.54), 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

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