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IRLNX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IRLNX and FSPGX is 0.93, 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.


Performance

IRLNX vs. FSPGX - 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 Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%360.00%380.00%December2025FebruaryMarchAprilMay
331.62%
310.00%
IRLNX
FSPGX

Key characteristics

Sharpe Ratio

IRLNX:

0.67

FSPGX:

0.69

Sortino Ratio

IRLNX:

1.08

FSPGX:

1.10

Omega Ratio

IRLNX:

1.15

FSPGX:

1.16

Calmar Ratio

IRLNX:

0.74

FSPGX:

0.74

Martin Ratio

IRLNX:

2.45

FSPGX:

2.52

Ulcer Index

IRLNX:

7.07%

FSPGX:

6.83%

Daily Std Dev

IRLNX:

25.91%

FSPGX:

25.05%

Max Drawdown

IRLNX:

-32.90%

FSPGX:

-32.66%

Current Drawdown

IRLNX:

-10.66%

FSPGX:

-10.29%

Returns By Period

In the year-to-date period, IRLNX achieves a -7.04% return, which is significantly lower than FSPGX's -6.51% return.


IRLNX

YTD

-7.04%

1M

14.45%

6M

-1.80%

1Y

12.15%

5Y*

18.18%

10Y*

16.07%

FSPGX

YTD

-6.51%

1M

14.98%

6M

-1.36%

1Y

12.30%

5Y*

17.55%

10Y*

N/A

*Annualized

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IRLNX vs. FSPGX - Expense Ratio Comparison

IRLNX has a 0.43% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Risk-Adjusted Performance

IRLNX vs. FSPGX — Risk-Adjusted Performance Rank

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

IRLNX
The Risk-Adjusted Performance Rank of IRLNX is 6161
Overall Rank
The Sharpe Ratio Rank of IRLNX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of IRLNX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IRLNX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of IRLNX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IRLNX is 5858
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6161
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IRLNX vs. FSPGX - Risk-Adjusted Performance Comparison

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


The current IRLNX Sharpe Ratio is 0.67, which is comparable to the FSPGX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IRLNX and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.67
0.69
IRLNX
FSPGX

Dividends

IRLNX vs. FSPGX - Dividend Comparison

IRLNX's dividend yield for the trailing twelve months is around 3.82%, more than FSPGX's 0.40% yield.


TTM20242023202220212020201920182017201620152014
IRLNX
Voya Russell Large Cap Growth Index Portfolio
3.82%3.55%4.60%11.22%0.83%4.18%4.95%4.86%0.99%1.23%1.14%1.21%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%

Drawdowns

IRLNX vs. FSPGX - Drawdown Comparison

The maximum IRLNX drawdown since its inception was -32.90%, roughly equal to the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for IRLNX and FSPGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.66%
-10.29%
IRLNX
FSPGX

Volatility

IRLNX vs. FSPGX - Volatility Comparison

Voya Russell Large Cap Growth Index Portfolio (IRLNX) and Fidelity Large Cap Growth Index Fund (FSPGX) have volatilities of 15.28% and 15.48%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
15.28%
15.48%
IRLNX
FSPGX