IRLNX vs. SPY
Compare and contrast key facts about Voya Russell Large Cap Growth Index Portfolio (IRLNX) and State Street SPDR S&P 500 ETF (SPY).
IRLNX is managed by Voya. It was launched on May 1, 2009. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
IRLNX vs. SPY - Performance Comparison
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IRLNX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRLNX Voya Russell Large Cap Growth Index Portfolio | -10.12% | 18.20% | 34.60% | 46.01% | -30.06% | 30.63% | 38.32% | 35.61% | -2.02% | 31.27% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, IRLNX achieves a -10.12% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, IRLNX has outperformed SPY with an annualized return of 17.05%, while SPY has yielded a comparatively lower 14.06% annualized return.
IRLNX
- 1D
- 3.72%
- 1M
- -5.47%
- YTD
- -10.12%
- 6M
- -9.58%
- 1Y
- 17.38%
- 3Y*
- 21.84%
- 5Y*
- 13.18%
- 10Y*
- 17.05%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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IRLNX vs. SPY - Expense Ratio Comparison
IRLNX has a 0.43% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
IRLNX vs. SPY — Risk / Return Rank
IRLNX
SPY
IRLNX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Growth Index Portfolio (IRLNX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.96 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.49 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.53 | -1.39 |
Martin ratioReturn relative to average drawdown | 0.43 | 7.27 | -6.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IRLNX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.96 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.70 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.79 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.56 | +0.31 |
Correlation
The correlation between IRLNX and SPY is 0.92, 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
IRLNX vs. SPY - Dividend Comparison
IRLNX's dividend yield for the trailing twelve months is around 10.62%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRLNX Voya Russell Large Cap Growth Index Portfolio | 10.62% | 9.54% | 3.55% | 4.60% | 11.22% | 0.83% | 4.18% | 4.95% | 3.70% | 0.99% | 1.23% | 1.14% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
IRLNX vs. SPY - Drawdown Comparison
The maximum IRLNX drawdown since its inception was -32.90%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IRLNX and SPY.
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Drawdown Indicators
| IRLNX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.90% | -55.19% | +22.29% |
Max Drawdown (1Y)Largest decline over 1 year | -16.64% | -12.05% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -32.90% | -24.50% | -8.40% |
Max Drawdown (10Y)Largest decline over 10 years | -32.90% | -33.72% | +0.82% |
Current DrawdownCurrent decline from peak | -13.53% | -5.53% | -8.00% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -9.09% | +4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.48% | 2.54% | +4.94% |
Volatility
IRLNX vs. SPY - Volatility Comparison
Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a higher volatility of 6.63% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that IRLNX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRLNX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 5.35% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 9.50% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.71% | 19.06% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 17.06% | +4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.36% | 17.92% | +3.44% |