IMCVX vs. VOE

In the year-to-date period, IMCVX achieves a -1.48% return, which is significantly lower than VOE's 0.43% return. Over the past 10 years, IMCVX has underperformed VOE with an annualized return of -2.24%, while VOE has yielded a comparatively higher 8.14% annualized return.

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IMCVX has a 0.78% expense ratio, which is higher than VOE's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Voya Multi-Manager Mid Cap Value Fund (IMCVX) and Vanguard Mid-Cap Value ETF (VOE). 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.

The current IMCVX Sharpe Ratio is -0.29, which is lower than the VOE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of IMCVX and VOE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IMCVX's dividend yield for the trailing twelve months is around 11.89%, more than VOE's 2.32% yield.

The maximum IMCVX drawdown since its inception was -62.44%, roughly equal to the maximum VOE drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for IMCVX and VOE.

Voya Multi-Manager Mid Cap Value Fund (IMCVX) and Vanguard Mid-Cap Value ETF (VOE) have volatilities of 4.70% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.