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IPLIX vs. IRLNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPLIX vs. IRLNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Plus LargeCap Portfolio (IPLIX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX). The values are adjusted to include any dividend payments, if applicable.

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IPLIX vs. IRLNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IRLNX
Voya Russell Large Cap Growth Index Portfolio
-13.34%18.20%34.60%46.01%-30.06%30.63%38.32%35.61%-2.02%31.27%

Returns By Period

In the year-to-date period, IPLIX achieves a -7.50% return, which is significantly higher than IRLNX's -13.34% return. Over the past 10 years, IPLIX has underperformed IRLNX with an annualized return of 12.83%, while IRLNX has yielded a comparatively higher 16.62% 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%

IRLNX

1D
-0.36%
1M
-8.53%
YTD
-13.34%
6M
-12.28%
1Y
14.06%
3Y*
20.37%
5Y*
12.70%
10Y*
16.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPLIX vs. IRLNX - Expense Ratio Comparison

IPLIX has a 0.55% expense ratio, which is higher than IRLNX's 0.43% expense ratio.


Return for Risk

IPLIX vs. IRLNX — Risk / Return Rank

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

IPLIX
IPLIX Risk / Return Rank: 2121
Overall Rank
IPLIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IPLIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
IPLIX Omega Ratio Rank: 3131
Omega Ratio Rank
IPLIX Calmar Ratio Rank: 88
Calmar Ratio Rank
IPLIX Martin Ratio Rank: 99
Martin Ratio Rank

IRLNX
IRLNX Risk / Return Rank: 1717
Overall Rank
IRLNX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IRLNX Sortino Ratio Rank: 2828
Sortino Ratio Rank
IRLNX Omega Ratio Rank: 2525
Omega Ratio Rank
IRLNX Calmar Ratio Rank: 55
Calmar Ratio Rank
IRLNX Martin Ratio Rank: 55
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.

IPLIX vs. IRLNX - 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 Growth Index Portfolio (IRLNX). 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.


IPLIXIRLNXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.57

+0.09

Sortino ratio

Return per unit of downside risk

1.11

1.02

+0.09

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

0.12

-0.07

+0.19

Martin ratio

Return relative to average drawdown

0.47

-0.21

+0.68

IPLIX vs. IRLNX - Sharpe Ratio Comparison

The current IPLIX Sharpe Ratio is 0.66, which is comparable to the IRLNX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IPLIX and IRLNX, 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


IPLIXIRLNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.57

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.60

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.79

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.86

-0.39

Correlation

The correlation between IPLIX and IRLNX 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

IPLIX vs. IRLNX - Dividend Comparison

IPLIX's dividend yield for the trailing twelve months is around 11.73%, more than IRLNX's 11.01% yield.


TTM20252024202320222021202020192018201720162015
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%
IRLNX
Voya Russell Large Cap Growth Index Portfolio
11.01%9.54%3.55%4.60%11.22%0.83%4.18%4.95%3.70%0.99%1.23%1.14%

Drawdowns

IPLIX vs. IRLNX - Drawdown Comparison

The maximum IPLIX drawdown since its inception was -51.01%, which is greater than IRLNX's maximum drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for IPLIX and IRLNX.


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Drawdown Indicators


IPLIXIRLNXDifference

Max Drawdown

Largest peak-to-trough decline

-51.01%

-32.90%

-18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-16.64%

+4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-32.90%

+8.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.40%

-32.90%

-2.50%

Current Drawdown

Current decline from peak

-9.00%

-16.64%

+7.64%

Average Drawdown

Average peak-to-trough decline

-10.01%

-4.75%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

7.43%

-2.47%

Volatility

IPLIX vs. IRLNX - Volatility Comparison

The current volatility for Voya Index Plus LargeCap Portfolio (IPLIX) is 4.33%, while Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a volatility of 5.26%. This indicates that IPLIX experiences smaller price fluctuations and is considered to be less risky than IRLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPLIXIRLNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.26%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

11.71%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.93%

23.45%

-3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

21.89%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

21.33%

-2.62%