IRLNX vs. VUG

In the year-to-date period, IRLNX achieves a 2.76% return, which is significantly lower than VUG's 3.65% return. Over the past 10 years, IRLNX has outperformed VUG with an annualized return of 17.31%, while VUG has yielded a comparatively lower 15.66% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Growth Index Portfolio (IRLNX) and Vanguard Growth ETF (VUG). 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 1.46, which is comparable to the VUG Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of IRLNX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IRLNX's dividend yield for the trailing twelve months is around 0.35%, less than VUG's 0.45% yield.

The maximum IRLNX drawdown since its inception was -32.90%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IRLNX and VUG. For additional features, visit the drawdowns tool.

Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a higher volatility of 5.15% compared to Vanguard Growth ETF (VUG) at 4.79%. This indicates that IRLNX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.