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IPMIX vs. BIGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPMIX vs. BIGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Plus MidCap Portfolio (IPMIX) and The Texas Fund (BIGTX). The values are adjusted to include any dividend payments, if applicable.

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IPMIX vs. BIGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPMIX
Voya Index Plus MidCap Portfolio
-0.38%8.27%15.17%17.49%-14.10%27.70%8.18%26.62%-14.34%13.66%
BIGTX
The Texas Fund
7.11%5.98%15.76%11.32%-6.93%23.90%13.11%9.61%-11.44%11.58%

Returns By Period

In the year-to-date period, IPMIX achieves a -0.38% return, which is significantly lower than BIGTX's 7.11% return. Both investments have delivered pretty close results over the past 10 years, with IPMIX having a 9.37% annualized return and BIGTX not far behind at 9.36%.


IPMIX

1D
-0.85%
1M
-7.13%
YTD
-0.38%
6M
1.69%
1Y
15.23%
3Y*
12.07%
5Y*
7.14%
10Y*
9.37%

BIGTX

1D
-1.68%
1M
-4.53%
YTD
7.11%
6M
2.67%
1Y
21.13%
3Y*
14.02%
5Y*
7.02%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPMIX vs. BIGTX - Expense Ratio Comparison

IPMIX has a 0.60% expense ratio, which is lower than BIGTX's 1.67% expense ratio.


Return for Risk

IPMIX vs. BIGTX — Risk / Return Rank

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

IPMIX
IPMIX Risk / Return Rank: 2222
Overall Rank
IPMIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IPMIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
IPMIX Omega Ratio Rank: 3030
Omega Ratio Rank
IPMIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPMIX Martin Ratio Rank: 1111
Martin Ratio Rank

BIGTX
BIGTX Risk / Return Rank: 7171
Overall Rank
BIGTX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BIGTX Sortino Ratio Rank: 7272
Sortino Ratio Rank
BIGTX Omega Ratio Rank: 6262
Omega Ratio Rank
BIGTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
BIGTX Martin Ratio Rank: 7676
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.

IPMIX vs. BIGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Plus MidCap Portfolio (IPMIX) and The Texas Fund (BIGTX). 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.


IPMIXBIGTXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.22

-0.52

Sortino ratio

Return per unit of downside risk

1.14

1.77

-0.63

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratio

Return relative to maximum drawdown

0.23

1.71

-1.49

Martin ratio

Return relative to average drawdown

0.82

7.33

-6.51

IPMIX vs. BIGTX - Sharpe Ratio Comparison

The current IPMIX Sharpe Ratio is 0.70, which is lower than the BIGTX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IPMIX and BIGTX, 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


IPMIXBIGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.22

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.01

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.01

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.01

+0.37

Correlation

The correlation between IPMIX and BIGTX is 0.87, 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

IPMIX vs. BIGTX - Dividend Comparison

IPMIX's dividend yield for the trailing twelve months is around 7.62%, more than BIGTX's 6.89% yield.


TTM20252024202320222021202020192018201720162015
IPMIX
Voya Index Plus MidCap Portfolio
7.62%7.59%4.15%4.66%29.03%1.13%1.20%10.96%16.62%7.62%10.43%17.41%
BIGTX
The Texas Fund
6.89%7.38%3.52%2.51%3.06%5.27%0.07%0.08%2.27%0.00%0.00%0.00%

Drawdowns

IPMIX vs. BIGTX - Drawdown Comparison

The maximum IPMIX drawdown since its inception was -54.71%, smaller than the maximum BIGTX drawdown of -97.22%. Use the drawdown chart below to compare losses from any high point for IPMIX and BIGTX.


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Drawdown Indicators


IPMIXBIGTXDifference

Max Drawdown

Largest peak-to-trough decline

-54.71%

-97.22%

+42.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.19%

-11.70%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-24.28%

-97.22%

+72.94%

Max Drawdown (10Y)

Largest decline over 10 years

-43.76%

-97.22%

+53.46%

Current Drawdown

Current decline from peak

-7.98%

-96.26%

+88.28%

Average Drawdown

Average peak-to-trough decline

-10.19%

-18.87%

+8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

2.73%

+2.99%

Volatility

IPMIX vs. BIGTX - Volatility Comparison

Voya Index Plus MidCap Portfolio (IPMIX) has a higher volatility of 5.58% compared to The Texas Fund (BIGTX) at 4.90%. This indicates that IPMIX's price experiences larger fluctuations and is considered to be riskier than BIGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPMIXBIGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

4.90%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

10.58%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

17.85%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.41%

1,245.70%

-1,225.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%

880.79%

-859.16%