IPSIX vs. PRSVX
IPSIX (Voya Index Plus SmallCap Portfolio) and PRSVX (T. Rowe Price Small-Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, IPSIX returned 10.42%/yr vs 10.42%/yr for PRSVX. Their correlation of 0.95 means they have usually moved in the same direction. IPSIX charges 0.60%/yr vs 0.78%/yr for PRSVX.
Performance
IPSIX vs. PRSVX - Performance Comparison
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Returns By Period
In the year-to-date period, IPSIX achieves a 23.19% return, which is significantly higher than PRSVX's 19.47% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IPSIX at 10.42% and PRSVX at 10.42%.
IPSIX
- 1D
- -0.12%
- 1M
- 0.00%
- 6M
- 16.15%
- YTD
- 23.19%
- 1Y
- 37.74%
- 3Y*
- 15.07%
- 5Y*
- 9.46%
- 10Y*
- 10.42%
- ALL TIME*
- 8.44%
PRSVX
- 1D
- -0.39%
- 1M
- -2.02%
- 6M
- 12.10%
- YTD
- 19.47%
- 1Y
- 34.05%
- 3Y*
- 13.70%
- 5Y*
- 7.03%
- 10Y*
- 10.42%
- ALL TIME*
- 11.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IPSIX vs. PRSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPSIX Voya Index Plus SmallCap Portfolio | 23.19% | 8.46% | 8.64% | 18.17% | -13.82% | 28.42% | 5.25% | 21.07% | -12.34% | 9.94% |
PRSVX T. Rowe Price Small-Cap Value Fund | 19.47% | 8.31% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 25.82% | -11.58% | 12.84% |
Correlation
The correlation between IPSIX and PRSVX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1997 | 0.95 |
The correlation between IPSIX and PRSVX shifts across timeframes, from 0.82 (1 year) to 0.95 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IPSIX vs. PRSVX — Risk / Return Rank
IPSIX
PRSVX
IPSIX vs. PRSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Index Plus SmallCap Portfolio (IPSIX) and T. Rowe Price Small-Cap Value Fund (PRSVX). 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.
| IPSIX | PRSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.42 | 3.70 | +1.73 |
| Martin ratioReturn relative to average drawdown | 18.35 | 14.05 | +4.29 |
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Drawdowns
IPSIX vs. PRSVX - Drawdown Comparison
The maximum IPSIX drawdown since its inception was -58.01%, roughly equal to the maximum PRSVX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for IPSIX and PRSVX.
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Drawdown Indicators
| IPSIX | PRSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.01% | -55.37% | -2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -8.93% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -26.60% | -24.60% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -28.17% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -47.92% | -40.97% | -6.95% |
Current DrawdownCurrent decline from peak | -1.40% | -2.82% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -7.46% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.40% | -0.16% |
Volatility
IPSIX vs. PRSVX - Volatility Comparison
Voya Index Plus SmallCap Portfolio (IPSIX) has a higher volatility of 3.49% compared to T. Rowe Price Small-Cap Value Fund (PRSVX) at 3.27%. This indicates that IPSIX's price experiences larger fluctuations and is considered to be riskier than PRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPSIX | PRSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.27% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 12.03% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 16.83% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 19.71% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 21.00% | +2.69% |
IPSIX vs. PRSVX - Expense Ratio Comparison
IPSIX has a 0.60% expense ratio, which is lower than PRSVX's 0.78% expense ratio.
Dividends
IPSIX vs. PRSVX - Dividend Comparison
IPSIX's dividend yield for the trailing twelve months is around 8.87%, less than PRSVX's 9.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPSIX Voya Index Plus SmallCap Portfolio | 8.87% | 5.72% | 4.44% | 4.20% | 19.88% | 0.65% | 1.98% | 16.87% | 18.12% | 9.69% | 3.19% | 0.93% |
PRSVX T. Rowe Price Small-Cap Value Fund | 9.90% | 11.83% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
Frequently Asked Questions
IPSIX and PRSVX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IPSIX has higher volatility (3.49%) compared to PRSVX (3.27%). In terms of maximum drawdown, IPSIX dropped -58.01% vs PRSVX's -55.37%.
IPSIX currently has the higher Sharpe Ratio (2.42 vs 1.96), 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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