IPLIX vs. IIRLX
Compare and contrast key facts about Voya Index Plus LargeCap Portfolio (IPLIX) and Voya Russell Large Cap Index Portfolio (IIRLX).
IPLIX is managed by Voya. It was launched on Sep 16, 1996. IIRLX is managed by Voya. It was launched on Mar 10, 2008.
Performance
IPLIX vs. IIRLX - Performance Comparison
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IPLIX vs. IIRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPLIX Voya Index Plus LargeCap Portfolio | -7.50% | 15.30% | 25.20% | 26.06% | -19.04% | 29.01% | 15.56% | 29.67% | -6.79% | 24.66% |
IIRLX Voya Russell Large Cap Index Portfolio | -8.38% | 18.77% | 26.95% | 29.41% | -20.07% | 27.26% | 21.71% | 31.18% | -3.45% | 22.58% |
Returns By Period
In the year-to-date period, IPLIX achieves a -7.50% return, which is significantly higher than IIRLX's -8.38% return. Over the past 10 years, IPLIX has underperformed IIRLX with an annualized return of 12.83%, while IIRLX has yielded a comparatively higher 14.17% annualized return.
IPLIX
- 1D
- -0.38%
- 1M
- -7.47%
- YTD
- -7.50%
- 6M
- -5.32%
- 1Y
- 12.81%
- 3Y*
- 16.14%
- 5Y*
- 10.50%
- 10Y*
- 12.83%
IIRLX
- 1D
- -0.27%
- 1M
- -7.68%
- YTD
- -8.38%
- 6M
- -5.73%
- 1Y
- 14.40%
- 3Y*
- 18.08%
- 5Y*
- 11.61%
- 10Y*
- 14.17%
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IPLIX vs. IIRLX - Expense Ratio Comparison
IPLIX has a 0.55% expense ratio, which is higher than IIRLX's 0.36% expense ratio.
Return for Risk
IPLIX vs. IIRLX — Risk / Return Rank
IPLIX
IIRLX
IPLIX vs. IIRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Index Plus LargeCap Portfolio (IPLIX) and Voya Russell Large Cap Index Portfolio (IIRLX). 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.
| IPLIX | IIRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.74 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.26 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.22 | -0.10 |
Martin ratioReturn relative to average drawdown | 0.47 | 0.81 | -0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IPLIX | IIRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.74 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.10 |
Correlation
The correlation between IPLIX and IIRLX is 0.99, 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
IPLIX vs. IIRLX - Dividend Comparison
IPLIX's dividend yield for the trailing twelve months is around 11.73%, more than IIRLX's 4.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPLIX Voya Index Plus LargeCap Portfolio | 11.73% | 10.85% | 5.16% | 2.88% | 35.98% | 7.06% | 10.07% | 9.90% | 10.97% | 3.12% | 1.59% | 1.61% |
IIRLX Voya Russell Large Cap Index Portfolio | 4.11% | 3.76% | 0.96% | 1.14% | 5.04% | 4.77% | 4.71% | 4.35% | 1.73% | 1.47% | 1.77% | 1.66% |
Drawdowns
IPLIX vs. IIRLX - Drawdown Comparison
The maximum IPLIX drawdown since its inception was -51.01%, roughly equal to the maximum IIRLX drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for IPLIX and IIRLX.
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Drawdown Indicators
| IPLIX | IIRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.01% | -50.33% | -0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -11.99% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -25.83% | +1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -35.40% | -32.60% | -2.80% |
Current DrawdownCurrent decline from peak | -9.00% | -9.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -6.83% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 5.36% | -0.40% |
Volatility
IPLIX vs. IIRLX - Volatility Comparison
Voya Index Plus LargeCap Portfolio (IPLIX) and Voya Russell Large Cap Index Portfolio (IIRLX) have volatilities of 4.33% and 4.31%, 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.
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Volatility by Period
| IPLIX | IIRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.31% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 9.23% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 19.71% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 17.56% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 18.39% | +0.32% |