IRGMX vs. IEOSX
IRGMX (Voya Retirement Moderate Growth Portfolio) and IEOSX (Voya Large Cap Growth Portfolio) are both mutual funds - IRGMX is a Diversified Portfolio fund managed by Voya, while IEOSX is a Large Cap Growth Equities fund managed by Voya. Over the past 10 years, IRGMX returned 8.45%/yr vs 14.75%/yr for IEOSX. Their correlation of 0.87 means they have usually moved in the same direction. IRGMX charges 0.26%/yr vs 0.92%/yr for IEOSX.
Performance
IRGMX vs. IEOSX - Performance Comparison
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Returns By Period
In the year-to-date period, IRGMX achieves a 6.71% return, which is significantly higher than IEOSX's 2.75% return. Over the past 10 years, IRGMX has underperformed IEOSX with an annualized return of 8.45%, while IEOSX has yielded a comparatively higher 14.75% annualized return.
IRGMX
- 1D
- 0.29%
- 1M
- -0.38%
- 6M
- 4.90%
- YTD
- 6.71%
- 1Y
- 14.37%
- 3Y*
- 12.68%
- 5Y*
- 6.89%
- 10Y*
- 8.45%
- ALL TIME*
- 8.09%
IEOSX
- 1D
- 1.16%
- 1M
- -2.41%
- 6M
- 3.90%
- YTD
- 2.75%
- 1Y
- 9.30%
- 3Y*
- 19.21%
- 5Y*
- 9.48%
- 10Y*
- 14.75%
- ALL TIME*
- 11.76%
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 |
IRGMX vs. IEOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRGMX Voya Retirement Moderate Growth Portfolio | 6.71% | 14.26% | 12.89% | 15.88% | -16.04% | 14.38% | 13.54% | 20.44% | -8.06% | 15.10% |
IEOSX Voya Large Cap Growth Portfolio | 2.75% | 15.13% | 34.53% | 37.38% | -30.74% | 19.20% | 30.20% | 32.51% | -2.11% | 29.48% |
Correlation
The correlation between IRGMX and IEOSX is 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2009 | 0.87 |
The correlation between IRGMX and IEOSX shifts across timeframes, from 0.72 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IRGMX vs. IEOSX — Risk / Return Rank
IRGMX
IEOSX
IRGMX vs. IEOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Retirement Moderate Growth Portfolio (IRGMX) and Voya Large Cap Growth Portfolio (IEOSX). 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.
| IRGMX | IEOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.10 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 0.58 | +1.76 |
| Martin ratioReturn relative to average drawdown | 10.61 | 1.50 | +9.11 |
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Drawdowns
IRGMX vs. IEOSX - Drawdown Comparison
The maximum IRGMX drawdown since its inception was -23.38%, smaller than the maximum IEOSX drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IRGMX and IEOSX.
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Drawdown Indicators
| IRGMX | IEOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.38% | -44.03% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -17.29% | +10.94% |
Max Drawdown (3Y)Largest decline over 3 years | -11.12% | -25.33% | +14.21% |
Max Drawdown (5Y)Largest decline over 5 years | -21.53% | -34.91% | +13.38% |
Max Drawdown (10Y)Largest decline over 10 years | -23.38% | -34.91% | +11.53% |
Current DrawdownCurrent decline from peak | -1.22% | -11.37% | +10.15% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -6.56% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 6.49% | -5.14% |
Volatility
IRGMX vs. IEOSX - Volatility Comparison
The current volatility for Voya Retirement Moderate Growth Portfolio (IRGMX) is 2.53%, while Voya Large Cap Growth Portfolio (IEOSX) has a volatility of 6.81%. This indicates that IRGMX experiences smaller price fluctuations and is considered to be less risky than IEOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRGMX | IEOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 6.81% | -4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.10% | 19.83% | -12.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.01% | 23.04% | -14.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 23.58% | -12.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.29% | 22.01% | -10.72% |
IRGMX vs. IEOSX - Expense Ratio Comparison
IRGMX has a 0.26% expense ratio, which is lower than IEOSX's 0.92% expense ratio.
Dividends
IRGMX vs. IEOSX - Dividend Comparison
IRGMX's dividend yield for the trailing twelve months is around 11.96%, less than IEOSX's 12.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEOSX Voya Large Cap Growth Portfolio | 12.79% | 12.18% | 0.00% | 0.00% | 64.49% | 21.60% | 11.24% | 17.89% | 16.66% | 7.29% | 15.02% | 11.09% |
IRGMX Voya Retirement Moderate Growth Portfolio | 11.96% | 22.99% | 7.83% | 9.72% | 17.03% | 6.44% | 6.69% | 8.86% | 8.13% | 9.42% | 11.83% | 5.09% |
Frequently Asked Questions
IRGMX and IEOSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IEOSX has higher volatility (6.81%) compared to IRGMX (2.53%). In terms of maximum drawdown, IRGMX dropped -23.38% vs IEOSX's -44.03%.
IRGMX currently has the higher Sharpe Ratio (1.65 vs 0.44), 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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