Correlation
The correlation between IRLNX and NASDX is 0.90, 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.
IRLNX vs. NASDX
Compare and contrast key facts about Voya Russell Large Cap Growth Index Portfolio (IRLNX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
IRLNX is managed by Voya. It was launched on May 1, 2009. NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRLNX or NASDX.
Performance
IRLNX vs. NASDX - Performance Comparison
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Key characteristics
IRLNX:
0.11
NASDX:
0.61
IRLNX:
0.34
NASDX:
0.91
IRLNX:
1.05
NASDX:
1.12
IRLNX:
0.14
NASDX:
0.59
IRLNX:
0.38
NASDX:
1.92
IRLNX:
8.37%
NASDX:
7.05%
IRLNX:
28.01%
NASDX:
25.69%
IRLNX:
-38.99%
NASDX:
-81.69%
IRLNX:
-14.98%
NASDX:
-3.62%
Returns By Period
In the year-to-date period, IRLNX achieves a -11.53% return, which is significantly lower than NASDX's 1.70% return. Over the past 10 years, IRLNX has underperformed NASDX with an annualized return of 11.83%, while NASDX has yielded a comparatively higher 17.32% annualized return.
IRLNX
-11.53%
-3.16%
-10.01%
4.50%
12.14%
11.50%
11.83%
NASDX
1.70%
9.09%
2.13%
15.56%
19.68%
17.99%
17.32%
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IRLNX vs. NASDX - Expense Ratio Comparison
IRLNX has a 0.43% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Risk-Adjusted Performance
IRLNX vs. NASDX — Risk-Adjusted Performance Rank
IRLNX
NASDX
IRLNX vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Growth Index Portfolio (IRLNX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
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Dividends
IRLNX vs. NASDX - Dividend Comparison
IRLNX's dividend yield for the trailing twelve months is around 11.38%, more than NASDX's 8.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRLNX Voya Russell Large Cap Growth Index Portfolio | 11.38% | 3.55% | 4.60% | 11.22% | 0.83% | 4.18% | 4.95% | 4.86% | 0.99% | 1.23% | 1.14% | 1.21% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 8.48% | 8.66% | 7.54% | 3.74% | 2.59% | 1.28% | 7.10% | 2.47% | 2.39% | 0.75% | 0.86% | 1.02% |
Drawdowns
IRLNX vs. NASDX - Drawdown Comparison
The maximum IRLNX drawdown since its inception was -38.99%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for IRLNX and NASDX.
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Volatility
IRLNX vs. NASDX - Volatility Comparison
Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a higher volatility of 13.69% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.59%. This indicates that IRLNX's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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