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IRGMX vs. IRVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRGMX vs. IRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Retirement Moderate Growth Portfolio (IRGMX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). The values are adjusted to include any dividend payments, if applicable.

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IRGMX vs. IRVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRGMX
Voya Retirement Moderate Growth Portfolio
-4.07%14.26%12.89%15.88%-16.04%14.38%13.54%20.44%-8.06%15.10%
IRVIX
Voya Russell Large Cap Value Index Portfolio
-0.72%18.08%14.99%10.26%-5.48%22.95%1.38%25.75%-6.61%13.47%

Returns By Period

In the year-to-date period, IRGMX achieves a -4.07% return, which is significantly lower than IRVIX's -0.72% return. Over the past 10 years, IRGMX has underperformed IRVIX with an annualized return of 7.73%, while IRVIX has yielded a comparatively higher 10.33% annualized return.


IRGMX

1D
-1.15%
1M
-6.26%
YTD
-4.07%
6M
-1.97%
1Y
10.75%
3Y*
10.86%
5Y*
6.08%
10Y*
7.73%

IRVIX

1D
-0.18%
1M
-6.61%
YTD
-0.72%
6M
4.06%
1Y
12.37%
3Y*
13.83%
5Y*
9.41%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IRGMX vs. IRVIX - Expense Ratio Comparison

IRGMX has a 0.26% expense ratio, which is lower than IRVIX's 0.35% expense ratio.


Return for Risk

IRGMX vs. IRVIX — Risk / Return Rank

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

IRGMX
IRGMX Risk / Return Rank: 4949
Overall Rank
IRGMX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IRGMX Sortino Ratio Rank: 5858
Sortino Ratio Rank
IRGMX Omega Ratio Rank: 5757
Omega Ratio Rank
IRGMX Calmar Ratio Rank: 3131
Calmar Ratio Rank
IRGMX Martin Ratio Rank: 4040
Martin Ratio Rank

IRVIX
IRVIX Risk / Return Rank: 3838
Overall Rank
IRVIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IRVIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
IRVIX Omega Ratio Rank: 4646
Omega Ratio Rank
IRVIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
IRVIX Martin Ratio Rank: 2626
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.

IRGMX vs. IRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Retirement Moderate Growth Portfolio (IRGMX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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.


IRGMXIRVIXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.88

+0.17

Sortino ratio

Return per unit of downside risk

1.56

1.39

+0.17

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

0.89

0.70

+0.19

Martin ratio

Return relative to average drawdown

4.24

2.83

+1.41

IRGMX vs. IRVIX - Sharpe Ratio Comparison

The current IRGMX Sharpe Ratio is 1.05, which is comparable to the IRVIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IRGMX and IRVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IRGMXIRVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.88

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.68

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.62

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.68

+0.02

Correlation

The correlation between IRGMX and IRVIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IRGMX vs. IRVIX - Dividend Comparison

IRGMX's dividend yield for the trailing twelve months is around 23.97%, less than IRVIX's 30.10% yield.


TTM20252024202320222021202020192018201720162015
IRGMX
Voya Retirement Moderate Growth Portfolio
23.97%22.99%7.83%9.72%17.03%6.44%6.69%8.86%8.13%9.42%11.83%5.09%
IRVIX
Voya Russell Large Cap Value Index Portfolio
30.10%29.89%3.60%2.01%1.36%1.94%3.78%5.91%6.32%1.94%2.90%3.11%

Drawdowns

IRGMX vs. IRVIX - Drawdown Comparison

The maximum IRGMX drawdown since its inception was -23.38%, smaller than the maximum IRVIX drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IRGMX and IRVIX.


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Drawdown Indicators


IRGMXIRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.38%

-35.67%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-11.04%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-18.37%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-23.38%

-35.67%

+12.29%

Current Drawdown

Current decline from peak

-6.35%

-6.64%

+0.29%

Average Drawdown

Average peak-to-trough decline

-3.42%

-3.86%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

3.30%

-1.34%

Volatility

IRGMX vs. IRVIX - Volatility Comparison

The current volatility for Voya Retirement Moderate Growth Portfolio (IRGMX) is 2.50%, while Voya Russell Large Cap Value Index Portfolio (IRVIX) has a volatility of 3.31%. This indicates that IRGMX experiences smaller price fluctuations and is considered to be less risky than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRGMXIRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

3.31%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.02%

7.51%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

16.09%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.85%

14.14%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.26%

16.81%

-5.55%