IRLNX vs. FOCKX
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 18.57%/yr vs 22.32%/yr for FOCKX. Their correlation of 0.91 suggests significant overlap in exposure. IRLNX charges 0.43%/yr vs 0.65%/yr for FOCKX.
Performance
IRLNX vs. FOCKX - Performance Comparison
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Returns By Period
In the year-to-date period, IRLNX achieves a 4.94% return, which is significantly lower than FOCKX's 25.29% return. Over the past 10 years, IRLNX has underperformed FOCKX with an annualized return of 18.57%, while FOCKX has yielded a comparatively higher 22.32% annualized return.
IRLNX
- 1D
- 1.43%
- 1M
- -0.98%
- 6M
- 6.07%
- YTD
- 4.94%
- 1Y
- 16.47%
- 3Y*
- 21.92%
- 5Y*
- 13.81%
- 10Y*
- 18.57%
FOCKX
- 1D
- 1.26%
- 1M
- -3.39%
- 6M
- 24.39%
- YTD
- 25.29%
- 1Y
- 46.17%
- 3Y*
- 31.74%
- 5Y*
- 17.30%
- 10Y*
- 22.32%
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 | 4.94% | 18.20% | 34.60% | 46.01% | -30.06% | 30.63% | 38.32% | 35.61% | -2.02% | 31.27% |
FOCKX Fidelity OTC Portfolio Class K | 25.29% | 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 0.83, 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 | 0.83 |
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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.91 |
The correlation between IRLNX and FOCKX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
IRLNX vs. FOCKX — Risk / Return Rank
IRLNX
FOCKX
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.
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.
| IRLNX | FOCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 4.18 | -3.08 |
| Martin ratioReturn relative to average drawdown | 3.31 | 16.64 | -13.32 |
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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.
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Drawdown Indicators
| IRLNX | FOCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.41% | -3.39% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -8.35% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 2.83% | +2.50% |
Volatility
IRLNX vs. FOCKX - Volatility Comparison
The current volatility for Voya Russell Large Cap Growth Index Portfolio (IRLNX) is 6.68%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 8.22%. This indicates that IRLNX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRLNX | FOCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 8.22% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 16.80% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 20.35% | -2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 23.11% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 22.57% | -1.03% |
IRLNX vs. FOCKX - Expense Ratio Comparison
IRLNX has a 0.43% expense ratio, which is lower than FOCKX's 0.65% expense ratio.
Dividends
IRLNX vs. FOCKX - Dividend Comparison
IRLNX's dividend yield for the trailing twelve months is around 19.68%, more than FOCKX's 6.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCKX Fidelity OTC Portfolio Class K | 6.03% | 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 | 19.68% | 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
IRLNX and FOCKX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOCKX has higher volatility (8.22%) compared to IRLNX (6.68%). In terms of maximum drawdown, IRLNX dropped -32.90% vs FOCKX's -53.33%.
FOCKX currently has the higher Sharpe Ratio (2.32 vs 1.04), 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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