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INGIX vs. VYCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INGIX vs. VYCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya U.S. Stock Index Portfolio (INGIX) and Voya Corporate Leaders 100 Fund Class A (VYCAX). The values are adjusted to include any dividend payments, if applicable.

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INGIX vs. VYCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INGIX
Voya U.S. Stock Index Portfolio
-4.42%15.88%24.71%26.04%-18.40%28.33%18.07%31.15%-4.62%21.49%
VYCAX
Voya Corporate Leaders 100 Fund Class A
-2.30%17.37%17.68%18.99%-11.30%27.35%11.49%38.96%-7.22%18.93%

Returns By Period

In the year-to-date period, INGIX achieves a -4.42% return, which is significantly lower than VYCAX's -2.30% return. Both investments have delivered pretty close results over the past 10 years, with INGIX having a 13.62% annualized return and VYCAX not far behind at 13.13%.


INGIX

1D
2.91%
1M
-5.05%
YTD
-4.42%
6M
-3.64%
1Y
15.37%
3Y*
17.47%
5Y*
11.18%
10Y*
13.62%

VYCAX

1D
2.13%
1M
-5.22%
YTD
-2.30%
6M
0.37%
1Y
13.25%
3Y*
15.20%
5Y*
10.40%
10Y*
13.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INGIX vs. VYCAX - Expense Ratio Comparison

INGIX has a 0.27% expense ratio, which is lower than VYCAX's 0.81% expense ratio.


Return for Risk

INGIX vs. VYCAX — Risk / Return Rank

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

INGIX
INGIX Risk / Return Rank: 3030
Overall Rank
INGIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
INGIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
INGIX Omega Ratio Rank: 4545
Omega Ratio Rank
INGIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
INGIX Martin Ratio Rank: 1111
Martin Ratio Rank

VYCAX
VYCAX Risk / Return Rank: 3535
Overall Rank
VYCAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VYCAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VYCAX Omega Ratio Rank: 4141
Omega Ratio Rank
VYCAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VYCAX Martin Ratio Rank: 3232
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.

INGIX vs. VYCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya U.S. Stock Index Portfolio (INGIX) and Voya Corporate Leaders 100 Fund Class A (VYCAX). 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.


INGIXVYCAXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.88

+0.02

Sortino ratio

Return per unit of downside risk

1.46

1.36

+0.10

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

0.33

0.86

-0.53

Martin ratio

Return relative to average drawdown

1.23

3.82

-2.60

INGIX vs. VYCAX - Sharpe Ratio Comparison

The current INGIX Sharpe Ratio is 0.90, which is comparable to the VYCAX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of INGIX and VYCAX, 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


INGIXVYCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.88

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.67

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.76

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.59

-0.15

Correlation

The correlation between INGIX and VYCAX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

INGIX vs. VYCAX - Dividend Comparison

INGIX's dividend yield for the trailing twelve months is around 11.15%, more than VYCAX's 8.42% yield.


TTM20252024202320222021202020192018201720162015
INGIX
Voya U.S. Stock Index Portfolio
11.15%10.66%9.12%11.02%12.95%10.29%5.21%6.82%8.29%6.30%7.74%11.51%
VYCAX
Voya Corporate Leaders 100 Fund Class A
8.42%8.22%6.97%4.35%5.78%7.81%25.30%16.80%10.28%2.94%1.52%1.52%

Drawdowns

INGIX vs. VYCAX - Drawdown Comparison

The maximum INGIX drawdown since its inception was -55.38%, which is greater than VYCAX's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for INGIX and VYCAX.


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Drawdown Indicators


INGIXVYCAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-46.74%

-8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-11.74%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-22.80%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-33.41%

-0.43%

Current Drawdown

Current decline from peak

-6.89%

-5.81%

-1.08%

Average Drawdown

Average peak-to-trough decline

-8.22%

-5.38%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

3.14%

+1.87%

Volatility

INGIX vs. VYCAX - Volatility Comparison

Voya U.S. Stock Index Portfolio (INGIX) has a higher volatility of 5.36% compared to Voya Corporate Leaders 100 Fund Class A (VYCAX) at 4.14%. This indicates that INGIX's price experiences larger fluctuations and is considered to be riskier than VYCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INGIXVYCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

4.14%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

7.84%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

16.33%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

15.75%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

17.49%

+0.74%