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IMCVX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMCVX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Multi-Manager Mid Cap Value Fund (IMCVX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

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IMCVX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMCVX
Voya Multi-Manager Mid Cap Value Fund
2.33%4.09%10.72%9.44%-11.52%29.40%2.62%40.50%-15.20%15.06%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
-9.12%21.00%36.91%54.69%-32.57%27.32%48.59%38.22%-1.21%31.27%

Returns By Period

In the year-to-date period, IMCVX achieves a 2.33% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, IMCVX has underperformed NASDX with an annualized return of 8.85%, while NASDX has yielded a comparatively higher 19.08% annualized return.


IMCVX

1D
-0.32%
1M
-6.58%
YTD
2.33%
6M
1.98%
1Y
8.35%
3Y*
8.79%
5Y*
5.38%
10Y*
8.85%

NASDX

1D
-0.79%
1M
-8.02%
YTD
-9.12%
6M
-6.79%
1Y
19.59%
3Y*
24.51%
5Y*
14.42%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMCVX vs. NASDX - Expense Ratio Comparison

IMCVX has a 0.78% expense ratio, which is higher than NASDX's 0.63% expense ratio.


Return for Risk

IMCVX vs. NASDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMCVX
IMCVX Risk / Return Rank: 1515
Overall Rank
IMCVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IMCVX Sortino Ratio Rank: 1818
Sortino Ratio Rank
IMCVX Omega Ratio Rank: 1818
Omega Ratio Rank
IMCVX Calmar Ratio Rank: 99
Calmar Ratio Rank
IMCVX Martin Ratio Rank: 1010
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 5151
Overall Rank
NASDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5050
Omega Ratio Rank
NASDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NASDX Martin Ratio Rank: 5252
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.

IMCVX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Multi-Manager Mid Cap Value Fund (IMCVX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.


IMCVXNASDXDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.88

-0.41

Sortino ratio

Return per unit of downside risk

0.83

1.40

-0.58

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.18

1.31

-1.13

Martin ratio

Return relative to average drawdown

0.70

5.01

-4.31

IMCVX vs. NASDX - Sharpe Ratio Comparison

The current IMCVX Sharpe Ratio is 0.47, which is lower than the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IMCVX and NASDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IMCVXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.88

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.63

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.85

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.29

+0.33

Correlation

The correlation between IMCVX and NASDX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IMCVX vs. NASDX - Dividend Comparison

IMCVX's dividend yield for the trailing twelve months is around 9.00%, more than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
IMCVX
Voya Multi-Manager Mid Cap Value Fund
9.00%9.21%11.72%0.98%8.69%15.71%4.38%19.23%20.04%7.09%3.00%21.05%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
3.93%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%

Drawdowns

IMCVX vs. NASDX - Drawdown Comparison

The maximum IMCVX drawdown since its inception was -44.22%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for IMCVX and NASDX.


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Drawdown Indicators


IMCVXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-83.16%

+38.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-12.70%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-35.33%

+13.30%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-35.33%

-8.89%

Current Drawdown

Current decline from peak

-6.77%

-11.90%

+5.13%

Average Drawdown

Average peak-to-trough decline

-5.51%

-34.59%

+29.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

3.32%

+0.86%

Volatility

IMCVX vs. NASDX - Volatility Comparison

The current volatility for Voya Multi-Manager Mid Cap Value Fund (IMCVX) is 3.69%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that IMCVX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMCVXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

5.38%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

12.45%

-3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.38%

22.55%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

23.03%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

22.61%

-2.49%