IRLNX vs. FOCKX

Last updated Jun 4, 2026

IRLNX (Voya Russell Large Cap Growth Index Portfolio) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 10 years, IRLNX returned 19.35%/yr vs 22.74%/yr for FOCKX. Their correlation of 0.91 suggests significant overlap in exposure. IRLNX charges 0.43%/yr vs 0.73%/yr for FOCKX.

Performance

IRLNX vs. FOCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Russell Large Cap Growth Index Portfolio (IRLNX) and Fidelity OTC Portfolio Class K (FOCKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IRLNX achieves a 9.30% return, which is significantly lower than FOCKX's 27.65% return. Over the past 10 years, IRLNX has underperformed FOCKX with an annualized return of 19.35%, while FOCKX has yielded a comparatively higher 22.74% annualized return.

IRLNX

• 1D: -0.44%
• 1M: 8.00%
• YTD: 9.30%
• 6M: 8.71%
• 1Y: 28.96%
• 3Y*: 26.12%
• 5Y*: 17.02%
• 10Y*: 19.35%

FOCKX

• 1D: 0.76%
• 1M: 10.65%
• YTD: 27.65%
• 6M: 28.76%
• 1Y: 62.04%
• 3Y*: 34.92%
• 5Y*: 19.63%
• 10Y*: 22.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IRLNX vs. FOCKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IRLNX Voya Russell Large Cap Growth Index Portfolio	9.30%	18.20%	34.60%	46.01%	-30.06%	30.63%	38.32%	35.61%	-2.02%	31.27%
FOCKX Fidelity OTC Portfolio Class K	27.65%	22.28%	38.91%	42.92%	-32.07%	25.06%	46.83%	39.36%	-3.18%	38.78%

Correlation

The correlation between IRLNX and FOCKX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since May 5, 2009	0.91

The correlation between IRLNX and FOCKX shifts across timeframes, from 0.81 (1 year) to 0.93 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

IRLNX vs. FOCKX — Risk / Return Rank

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

IRLNX

IRLNX Risk / Return Rank: 39
IRLNX Sharpe Ratio Rank: 50
IRLNX Sortino Ratio Rank: 47
IRLNX Omega Ratio Rank: 45
IRLNX Calmar Ratio Rank: 29
IRLNX Martin Ratio Rank: 26

FOCKX

FOCKX Risk / Return Rank: 93
FOCKX Sharpe Ratio Rank: 96
FOCKX Sortino Ratio Rank: 90
FOCKX Omega Ratio Rank: 87
FOCKX Calmar Ratio Rank: 94
FOCKX Martin Ratio Rank: 96

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.

IRLNX vs. FOCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Growth Index Portfolio (IRLNX) and Fidelity OTC Portfolio Class K (FOCKX). 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.

	IRLNX	FOCKX	Difference
Sharpe ratio: Return per unit of total volatility	2.08	3.56	-1.48
Sortino ratio: Return per unit of downside risk	2.90	4.41	-1.51
Omega ratio: Gain probability vs. loss probability	1.36	1.59	-0.23
Calmar ratio: Return relative to maximum drawdown	2.02	5.61	-3.59
Martin ratio: Return relative to average drawdown	6.36	24.83	-18.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IRLNX vs. FOCKX - Sharpe Ratio Comparison

The current IRLNX Sharpe Ratio is 2.08, which is lower than the FOCKX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of IRLNX and FOCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IRLNX	FOCKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	3.56	-1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.87	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.92	1.02	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.74	+0.20

Drawdowns

IRLNX vs. FOCKX - Drawdown Comparison

The maximum IRLNX drawdown since its inception was -32.90%, smaller than the maximum FOCKX drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for IRLNX and FOCKX.

Drawdown Indicators

	IRLNX	FOCKX	Difference
Max Drawdown Largest peak-to-trough decline	-32.90%	-53.33%	+20.43%
Max Drawdown (1Y) Largest decline over 1 year	-16.64%	-11.28%	-5.36%
Max Drawdown (3Y) Largest decline over 3 years	-23.31%	-24.83%	+1.52%
Max Drawdown (5Y) Largest decline over 5 years	-32.90%	-36.97%	+4.07%
Max Drawdown (10Y) Largest decline over 10 years	-32.90%	-36.97%	+4.07%
Current Drawdown Current decline from peak	-0.44%	0.00%	-0.44%
Average Drawdown Average peak-to-trough decline	-4.74%	-8.38%	+3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.02%	2.54%	+2.48%

Volatility

IRLNX vs. FOCKX - Volatility Comparison

Voya Russell Large Cap Growth Index Portfolio (IRLNX) and Fidelity OTC Portfolio Class K (FOCKX) have volatilities of 5.14% and 5.39%, 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.

Volatility by Period

	IRLNX	FOCKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	5.39%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	12.26%	13.94%	-1.68%
Volatility (1Y) Calculated over the trailing 1-year period	16.23%	17.79%	-1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.00%	22.68%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.45%	22.46%	-1.01%

IRLNX vs. FOCKX - Expense Ratio Comparison

IRLNX has a 0.43% expense ratio, which is lower than FOCKX's 0.73% expense ratio.

Dividends

IRLNX vs. FOCKX - Dividend Comparison

IRLNX's dividend yield for the trailing twelve months is around 18.89%, more than FOCKX's 5.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOCKX Fidelity OTC Portfolio Class K	5.92%	7.56%	16.42%	0.09%	3.97%	11.34%	6.18%	7.49%	7.81%	4.85%	3.25%	5.42%
IRLNX Voya Russell Large Cap Growth Index Portfolio	18.89%	9.54%	3.55%	4.60%	11.22%	0.83%	4.18%	4.95%	3.70%	0.99%	1.23%	1.14%

Frequently Asked Questions

Can I hold both IRLNX and FOCKX in my portfolio?

IRLNX and FOCKX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IRLNX or FOCKX?

FOCKX has higher volatility (5.39%) compared to IRLNX (5.14%). In terms of maximum drawdown, IRLNX dropped -32.90% vs FOCKX's -53.33%.

Which has better risk-adjusted returns?

FOCKX currently has the higher Sharpe Ratio (3.56 vs 2.08), 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.