INGIX vs. WBREOX

Last updated Jun 5, 2026

INGIX (Voya U.S. Stock Index Portfolio) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, INGIX returned 25.88% vs 28.02% for WBREOX. With a 0.97 correlation, they move nearly in lockstep. INGIX charges 0.27%/yr vs 0.02%/yr for WBREOX.

Performance

INGIX vs. WBREOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya U.S. Stock Index Portfolio (INGIX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with INGIX having a 10.78% return and WBREOX slightly higher at 10.88%.

INGIX

• 1D: -0.72%
• 1M: 4.15%
• YTD: 10.78%
• 6M: 9.12%
• 1Y: 25.88%
• 3Y*: 21.60%
• 5Y*: 13.29%
• 10Y*: 15.13%

WBREOX

• 1D: -0.74%
• 1M: 4.17%
• YTD: 10.88%
• 6M: 10.79%
• 1Y: 28.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

INGIX vs. WBREOX - Yearly Performance Comparison

	2026 (YTD)	2025
INGIX Voya U.S. Stock Index Portfolio	10.78%	14.69%
WBREOX CIT: BlackRock Equity Index Fund Class 1	10.88%	16.64%

Correlation

The correlation between INGIX and WBREOX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025	0.97

The correlation between INGIX and WBREOX has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

Return for Risk

INGIX vs. WBREOX — Risk / Return Rank

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

INGIX

INGIX Risk / Return Rank: 52
INGIX Sharpe Ratio Rank: 37
INGIX Sortino Ratio Rank: 36
INGIX Omega Ratio Rank: 52
INGIX Calmar Ratio Rank: 66
INGIX Martin Ratio Rank: 67

WBREOX

WBREOX Risk / Return Rank: 80
WBREOX Sharpe Ratio Rank: 81
WBREOX Sortino Ratio Rank: 77
WBREOX Omega Ratio Rank: 73
WBREOX Calmar Ratio Rank: 80
WBREOX Martin Ratio Rank: 87

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. WBREOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya U.S. Stock Index Portfolio (INGIX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.

	INGIX	WBREOX	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.63	-0.91
Sortino ratio: Return per unit of downside risk	2.45	3.72	-1.27
Omega ratio: Gain probability vs. loss probability	1.39	1.48	-0.08
Calmar ratio: Return relative to maximum drawdown	3.08	3.62	-0.54
Martin ratio: Return relative to average drawdown	12.86	16.41	-3.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INGIX vs. WBREOX - Sharpe Ratio Comparison

The current INGIX Sharpe Ratio is 1.72, which is lower than the WBREOX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of INGIX and WBREOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	INGIX	WBREOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	2.63	-0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	1.22	-0.75

Drawdowns

INGIX vs. WBREOX - Drawdown Comparison

The maximum INGIX drawdown since its inception was -55.38%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for INGIX and WBREOX.

Drawdown Indicators

	INGIX	WBREOX	Difference
Max Drawdown Largest peak-to-trough decline	-55.38%	-19.07%	-36.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.53%	-8.89%	-0.64%
Max Drawdown (3Y) Largest decline over 3 years	-19.08%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.69%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.84%	—	—
Current Drawdown Current decline from peak	-0.72%	-0.74%	+0.02%
Average Drawdown Average peak-to-trough decline	-8.17%	-2.60%	-5.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	1.87%	+0.30%

Volatility

INGIX vs. WBREOX - Volatility Comparison

Voya U.S. Stock Index Portfolio (INGIX) has a higher volatility of 11.86% compared to CIT: BlackRock Equity Index Fund Class 1 (WBREOX) at 2.93%. This indicates that INGIX's price experiences larger fluctuations and is considered to be riskier than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INGIX	WBREOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.86%	2.93%	+8.93%
Volatility (6M) Calculated over the trailing 6-month period	14.55%	9.12%	+5.43%
Volatility (1Y) Calculated over the trailing 1-year period	17.01%	12.25%	+4.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.02%	18.62%	-0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.60%	18.62%	-0.02%

INGIX vs. WBREOX - Expense Ratio Comparison

INGIX has a 0.27% expense ratio, which is higher than WBREOX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

INGIX vs. WBREOX - Dividend Comparison

INGIX's dividend yield for the trailing twelve months is around 9.62%, while WBREOX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INGIX Voya U.S. Stock Index Portfolio	9.62%	10.66%	9.12%	11.02%	12.95%	10.29%	5.21%	6.82%	8.29%	6.30%	7.74%	11.51%
WBREOX CIT: BlackRock Equity Index Fund Class 1	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both INGIX and WBREOX in my portfolio?

With a correlation of 0.97, INGIX and WBREOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, INGIX or WBREOX?

INGIX has higher volatility (11.86%) compared to WBREOX (2.93%). In terms of maximum drawdown, INGIX dropped -55.38% vs WBREOX's -19.07%.

Which has better risk-adjusted returns?

WBREOX currently has the higher Sharpe Ratio (2.63 vs 1.72), 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.