PortfoliosLab logoPortfoliosLab logo
IRGJX vs. RIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRGJX vs. RIPIX - Performance Comparison

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

Loading graphics...

IRGJX vs. RIPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IRGJX
Voya Russell Mid Cap Growth Index Portfolio
-9.66%8.53%21.54%25.34%-26.82%12.16%34.60%34.39%-9.86%
RIPIX
Royce International Premier Fund Institutional Class
-9.90%9.89%-7.04%8.14%-26.99%6.22%16.11%34.69%-12.52%

Returns By Period

The year-to-date returns for both stocks are quite close, with IRGJX having a -9.66% return and RIPIX slightly lower at -9.90%.


IRGJX

1D
-1.09%
1M
-9.54%
YTD
-9.66%
6M
-13.08%
1Y
5.65%
3Y*
11.07%
5Y*
4.29%
10Y*
10.77%

RIPIX

1D
-0.44%
1M
-10.68%
YTD
-9.90%
6M
-12.89%
1Y
-0.99%
3Y*
-2.49%
5Y*
-4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IRGJX vs. RIPIX - Expense Ratio Comparison

IRGJX has a 0.40% expense ratio, which is lower than RIPIX's 1.04% expense ratio.


Return for Risk

IRGJX vs. RIPIX — Risk / Return Rank

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

IRGJX
IRGJX Risk / Return Rank: 66
Overall Rank
IRGJX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IRGJX Sortino Ratio Rank: 1010
Sortino Ratio Rank
IRGJX Omega Ratio Rank: 99
Omega Ratio Rank
IRGJX Calmar Ratio Rank: 22
Calmar Ratio Rank
IRGJX Martin Ratio Rank: 22
Martin Ratio Rank

RIPIX
RIPIX Risk / Return Rank: 44
Overall Rank
RIPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RIPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
RIPIX Omega Ratio Rank: 33
Omega Ratio Rank
RIPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
RIPIX Martin Ratio Rank: 44
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.

IRGJX vs. RIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Mid Cap Growth Index Portfolio (IRGJX) and Royce International Premier Fund Institutional Class (RIPIX). 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.


IRGJXRIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.20

-0.14

+0.33

Sortino ratio

Return per unit of downside risk

0.47

-0.09

+0.56

Omega ratio

Gain probability vs. loss probability

1.06

0.99

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.40

-0.19

-0.22

Martin ratio

Return relative to average drawdown

-1.27

-0.51

-0.76

IRGJX vs. RIPIX - Sharpe Ratio Comparison

The current IRGJX Sharpe Ratio is 0.20, which is higher than the RIPIX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of IRGJX and RIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IRGJXRIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

-0.14

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.30

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.04

+0.58

Correlation

The correlation between IRGJX and RIPIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IRGJX vs. RIPIX - Dividend Comparison

IRGJX's dividend yield for the trailing twelve months is around 15.81%, more than RIPIX's 1.62% yield.


TTM20252024202320222021202020192018201720162015
IRGJX
Voya Russell Mid Cap Growth Index Portfolio
15.81%14.29%0.35%0.42%12.03%3.55%5.50%10.03%13.76%0.83%0.96%0.91%
RIPIX
Royce International Premier Fund Institutional Class
1.62%1.46%5.66%3.09%3.87%5.02%0.36%0.58%0.54%0.00%0.00%0.00%

Drawdowns

IRGJX vs. RIPIX - Drawdown Comparison

The maximum IRGJX drawdown since its inception was -38.65%, smaller than the maximum RIPIX drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for IRGJX and RIPIX.


Loading graphics...

Drawdown Indicators


IRGJXRIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-41.89%

+3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-16.38%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-38.65%

-41.89%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-38.65%

Current Drawdown

Current decline from peak

-14.85%

-33.58%

+18.73%

Average Drawdown

Average peak-to-trough decline

-6.83%

-17.83%

+11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

6.03%

+2.05%

Volatility

IRGJX vs. RIPIX - Volatility Comparison

Voya Russell Mid Cap Growth Index Portfolio (IRGJX) and Royce International Premier Fund Institutional Class (RIPIX) have volatilities of 5.63% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IRGJXRIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

5.45%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

9.22%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.87%

13.61%

+11.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.09%

15.26%

+7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

16.14%

+5.87%