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IRGJX vs. IIIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRGJX vs. IIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Russell Mid Cap Growth Index Portfolio (IRGJX) and Voya International Index Portfolio (IIIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRGJX achieves a 5.25% return, which is significantly lower than IIIIX's 12.54% return. Over the past 10 years, IRGJX has outperformed IIIIX with an annualized return of 12.00%, while IIIIX has yielded a comparatively lower 9.18% annualized return.


IRGJX

1D
0.00%
1M
0.70%
6M
6.21%
YTD
5.25%
1Y
2.23%
3Y*
13.68%
5Y*
5.72%
10Y*
12.00%
ALL TIME*
13.56%

IIIIX

1D
2.82%
1M
2.07%
6M
7.04%
YTD
12.54%
1Y
25.55%
3Y*
15.87%
5Y*
9.07%
10Y*
9.18%
ALL TIME*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

IRGJX vs. IIIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRGJX
Voya Russell Mid Cap Growth Index Portfolio
5.25%8.53%21.54%25.34%-26.82%12.16%34.60%34.39%-5.13%24.67%
IIIIX
Voya International Index Portfolio
12.54%30.88%3.03%17.70%-14.60%10.83%7.87%21.37%-13.73%24.91%

Correlation

The correlation between IRGJX and IIIIX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since May 4, 2009

0.73

The correlation between IRGJX and IIIIX has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

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Return for Risk

IRGJX vs. IIIIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IRGJX
IRGJX Risk / Return Rank: 77
Overall Rank
IRGJX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IRGJX Sortino Ratio Rank: 77
Sortino Ratio Rank
IRGJX Omega Ratio Rank: 77
Omega Ratio Rank
IRGJX Calmar Ratio Rank: 77
Calmar Ratio Rank
IRGJX Martin Ratio Rank: 77
Martin Ratio Rank

IIIIX
IIIIX Risk / Return Rank: 6363
Overall Rank
IIIIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IIIIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IIIIX Omega Ratio Rank: 5959
Omega Ratio Rank
IIIIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
IIIIX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IRGJX vs. IIIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Mid Cap Growth Index Portfolio (IRGJX) and Voya International Index Portfolio (IIIIX). 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.


IRGJXIIIIXDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.06

1.27

-0.22

Calmar ratioReturn relative to maximum drawdown

0.30

2.28

-1.98

Martin ratioReturn relative to average drawdown

0.84

8.29

-7.46

IRGJX vs. IIIIX - Sharpe Ratio Comparison

The current IRGJX Sharpe Ratio is 0.25, which is lower than the IIIIX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IRGJX and IIIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IRGJX vs. IIIIX - Drawdown Comparison

The maximum IRGJX drawdown since its inception was -38.65%, smaller than the maximum IIIIX drawdown of -58.10%. Use the drawdown chart below to compare losses from any high point for IRGJX and IIIIX.


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Drawdown Indicators


IRGJXIIIIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-58.10%

+19.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-11.58%

-3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-25.37%

-13.71%

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-38.65%

-29.79%

-8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.65%

-34.34%

-4.31%

Current Drawdown

Current decline from peak

-1.71%

0.00%

-1.71%

Average Drawdown

Average peak-to-trough decline

-6.80%

-12.32%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

3.12%

+1.99%

Volatility

IRGJX vs. IIIIX - Volatility Comparison

Voya Russell Mid Cap Growth Index Portfolio (IRGJX) has a higher volatility of 5.59% compared to Voya International Index Portfolio (IIIIX) at 4.85%. This indicates that IRGJX's price experiences larger fluctuations and is considered to be riskier than IIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRGJXIIIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

4.85%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

14.66%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.56%

17.65%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.24%

17.08%

+6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

16.84%

+5.26%

IRGJX vs. IIIIX - Expense Ratio Comparison

IRGJX has a 0.40% expense ratio, which is lower than IIIIX's 0.45% expense ratio.


Dividends

IRGJX vs. IIIIX - Dividend Comparison

IRGJX's dividend yield for the trailing twelve months is around 102.09%, more than IIIIX's 4.08% yield.


PositionTTM20252024202320222021202020192018201720162015
IIIIX
Voya International Index Portfolio
4.08%2.22%2.94%4.82%3.64%2.02%2.43%2.90%3.21%2.21%3.12%3.29%
IRGJX
Voya Russell Mid Cap Growth Index Portfolio
102.09%14.29%0.35%0.42%12.03%3.55%5.50%10.03%13.76%0.83%0.96%0.91%

Frequently Asked Questions


IRGJX and IIIIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IRGJX has higher volatility (5.59%) compared to IIIIX (4.85%). In terms of maximum drawdown, IRGJX dropped -38.65% vs IIIIX's -58.10%.

IIIIX currently has the higher Sharpe Ratio (1.50 vs 0.25), 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.

Portfolio Optimizer

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