IPMIX vs. DDDIX
IPMIX (Voya Index Plus MidCap Portfolio) and DDDIX (13D Activist Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, IPMIX returned 11.02%/yr vs 11.02%/yr for DDDIX. Their correlation of 0.87 suggests significant overlap in exposure. IPMIX charges 0.60%/yr vs 1.51%/yr for DDDIX.
Performance
IPMIX vs. DDDIX - Performance Comparison
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Returns By Period
In the year-to-date period, IPMIX achieves a 15.63% return, which is significantly lower than DDDIX's 27.51% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IPMIX at 11.02% and DDDIX at 11.02%.
IPMIX
- 1D
- 0.70%
- 1M
- 3.96%
- YTD
- 15.63%
- 6M
- 13.59%
- 1Y
- 26.62%
- 3Y*
- 17.33%
- 5Y*
- 9.49%
- 10Y*
- 11.02%
DDDIX
- 1D
- 0.00%
- 1M
- 5.06%
- YTD
- 27.51%
- 6M
- 26.60%
- 1Y
- 42.59%
- 3Y*
- 13.09%
- 5Y*
- 4.18%
- 10Y*
- 11.02%
IPMIX vs. DDDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPMIX Voya Index Plus MidCap Portfolio | 15.63% | 8.27% | 15.17% | 17.49% | -14.10% | 27.70% | 8.18% | 26.62% | -14.34% | 13.66% |
DDDIX 13D Activist Fund | 27.51% | 3.05% | 1.67% | 10.86% | -17.53% | 19.62% | 18.92% | 31.79% | -13.43% | 23.76% |
Correlation
The correlation between IPMIX and DDDIX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.87 |
Over the past year, the correlation between IPMIX and DDDIX has dropped to 0.63 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
IPMIX vs. DDDIX — Risk / Return Rank
IPMIX
DDDIX
IPMIX vs. DDDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Index Plus MidCap Portfolio (IPMIX) and 13D Activist Fund (DDDIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IPMIX | DDDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 4.09 | -1.62 |
| Martin ratioReturn relative to average drawdown | 7.94 | 13.22 | -5.28 |
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Drawdowns
IPMIX vs. DDDIX - Drawdown Comparison
The maximum IPMIX drawdown since its inception was -54.71%, which is greater than DDDIX's maximum drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for IPMIX and DDDIX.
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Drawdown Indicators
| IPMIX | DDDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.71% | -43.82% | -10.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -10.82% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -23.97% | -28.76% | +4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.28% | -28.76% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -43.82% | +0.06% |
Current DrawdownCurrent decline from peak | -6.34% | -1.34% | -5.00% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -7.13% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 3.34% | +0.44% |
Volatility
IPMIX vs. DDDIX - Volatility Comparison
The current volatility for Voya Index Plus MidCap Portfolio (IPMIX) is 4.70%, while 13D Activist Fund (DDDIX) has a volatility of 5.52%. This indicates that IPMIX experiences smaller price fluctuations and is considered to be less risky than DDDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPMIX | DDDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 5.52% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 17.64% | 14.24% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.85% | 20.13% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.30% | 20.22% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 21.01% | +1.09% |
IPMIX vs. DDDIX - Expense Ratio Comparison
IPMIX has a 0.60% expense ratio, which is lower than DDDIX's 1.51% expense ratio.
Dividends
IPMIX vs. DDDIX - Dividend Comparison
IPMIX's dividend yield for the trailing twelve months is around 6.53%, more than DDDIX's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDDIX 13D Activist Fund | 3.62% | 4.62% | 5.16% | 3.89% | 9.39% | 9.30% | 6.98% | 6.88% | 5.33% | 1.69% | 0.00% | 0.00% |
IPMIX Voya Index Plus MidCap Portfolio | 6.53% | 7.59% | 4.15% | 4.66% | 29.03% | 1.13% | 1.20% | 10.96% | 16.62% | 7.62% | 10.43% | 17.41% |
Frequently Asked Questions
IPMIX and DDDIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDDIX has higher volatility (5.52%) compared to IPMIX (4.70%). In terms of maximum drawdown, IPMIX dropped -54.71% vs DDDIX's -43.82%.
DDDIX currently has the higher Sharpe Ratio (2.20 vs 1.50), 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.
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