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IPHYX vs. IRGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPHYX vs. IRGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya High Yield Portfolio (IPHYX) and Voya Retirement Moderate Growth Portfolio (IRGMX). The values are adjusted to include any dividend payments, if applicable.

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IPHYX vs. IRGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPHYX
Voya High Yield Portfolio
-1.15%6.80%6.74%11.47%-13.75%4.15%5.66%15.24%-3.18%6.24%
IRGMX
Voya Retirement Moderate Growth Portfolio
-2.13%14.26%12.89%15.88%-16.04%14.38%13.54%20.44%-8.06%15.10%

Returns By Period

In the year-to-date period, IPHYX achieves a -1.15% return, which is significantly higher than IRGMX's -2.13% return. Over the past 10 years, IPHYX has underperformed IRGMX with an annualized return of 4.62%, while IRGMX has yielded a comparatively higher 7.94% annualized return.


IPHYX

1D
0.81%
1M
-1.47%
YTD
-1.15%
6M
-0.12%
1Y
4.34%
3Y*
6.55%
5Y*
2.50%
10Y*
4.62%

IRGMX

1D
2.01%
1M
-3.89%
YTD
-2.13%
6M
-0.31%
1Y
12.55%
3Y*
11.60%
5Y*
6.31%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPHYX vs. IRGMX - Expense Ratio Comparison

IPHYX has a 0.73% expense ratio, which is higher than IRGMX's 0.26% expense ratio.


Return for Risk

IPHYX vs. IRGMX — Risk / Return Rank

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

IPHYX
IPHYX Risk / Return Rank: 5959
Overall Rank
IPHYX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IPHYX Sortino Ratio Rank: 6464
Sortino Ratio Rank
IPHYX Omega Ratio Rank: 6868
Omega Ratio Rank
IPHYX Calmar Ratio Rank: 4646
Calmar Ratio Rank
IPHYX Martin Ratio Rank: 5454
Martin Ratio Rank

IRGMX
IRGMX Risk / Return Rank: 5353
Overall Rank
IRGMX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IRGMX Sortino Ratio Rank: 6363
Sortino Ratio Rank
IRGMX Omega Ratio Rank: 6262
Omega Ratio Rank
IRGMX Calmar Ratio Rank: 3434
Calmar Ratio Rank
IRGMX Martin Ratio Rank: 4848
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.

IPHYX vs. IRGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya High Yield Portfolio (IPHYX) and Voya Retirement Moderate Growth Portfolio (IRGMX). 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.


IPHYXIRGMXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.22

-0.01

Sortino ratio

Return per unit of downside risk

1.73

1.82

-0.08

Omega ratio

Gain probability vs. loss probability

1.27

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.31

1.20

+0.11

Martin ratio

Return relative to average drawdown

5.81

5.66

+0.15

IPHYX vs. IRGMX - Sharpe Ratio Comparison

The current IPHYX Sharpe Ratio is 1.21, which is comparable to the IRGMX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IPHYX and IRGMX, 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


IPHYXIRGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.22

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.59

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.71

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.71

+0.31

Correlation

The correlation between IPHYX and IRGMX is 0.46, 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

IPHYX vs. IRGMX - Dividend Comparison

IPHYX's dividend yield for the trailing twelve months is around 3.95%, less than IRGMX's 23.49% yield.


TTM20252024202320222021202020192018201720162015
IPHYX
Voya High Yield Portfolio
3.95%4.47%5.90%5.68%4.36%4.26%5.03%5.14%6.03%6.82%6.44%6.32%
IRGMX
Voya Retirement Moderate Growth Portfolio
23.49%22.99%7.83%9.72%17.03%6.44%6.69%8.86%8.13%9.42%11.83%5.09%

Drawdowns

IPHYX vs. IRGMX - Drawdown Comparison

The maximum IPHYX drawdown since its inception was -32.43%, which is greater than IRGMX's maximum drawdown of -23.38%. Use the drawdown chart below to compare losses from any high point for IPHYX and IRGMX.


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Drawdown Indicators


IPHYXIRGMXDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-23.38%

-9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-7.87%

+4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-21.53%

+4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-20.45%

-23.38%

+2.93%

Current Drawdown

Current decline from peak

-1.72%

-4.46%

+2.74%

Average Drawdown

Average peak-to-trough decline

-2.81%

-3.42%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

1.98%

-1.22%

Volatility

IPHYX vs. IRGMX - Volatility Comparison

The current volatility for Voya High Yield Portfolio (IPHYX) is 1.64%, while Voya Retirement Moderate Growth Portfolio (IRGMX) has a volatility of 3.37%. This indicates that IPHYX experiences smaller price fluctuations and is considered to be less risky than IRGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPHYXIRGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

3.37%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

6.33%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

11.54%

-7.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.16%

10.88%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

11.28%

-5.77%