IRSOX vs. IRVIX
Compare and contrast key facts about Voya Target Retirement 2040 Fund (IRSOX) and Voya Russell Large Cap Value Index Portfolio (IRVIX).
IRSOX is managed by Voya. It was launched on Dec 19, 2012. IRVIX is managed by Voya. It was launched on May 1, 2009.
Performance
IRSOX vs. IRVIX - Performance Comparison
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IRSOX vs. IRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRSOX Voya Target Retirement 2040 Fund | -3.69% | 19.10% | 13.74% | 19.25% | -18.43% | 17.65% | 16.93% | 23.69% | -8.31% | 20.15% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 1.23% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
Returns By Period
In the year-to-date period, IRSOX achieves a -3.69% return, which is significantly lower than IRVIX's 1.23% return. Over the past 10 years, IRSOX has underperformed IRVIX with an annualized return of 9.83%, while IRVIX has yielded a comparatively higher 10.55% annualized return.
IRSOX
- 1D
- -1.26%
- 1M
- -7.47%
- YTD
- -3.69%
- 6M
- -1.15%
- 1Y
- 14.94%
- 3Y*
- 13.49%
- 5Y*
- 7.40%
- 10Y*
- 9.83%
IRVIX
- 1D
- 1.97%
- 1M
- -4.41%
- YTD
- 1.23%
- 6M
- 5.99%
- 1Y
- 14.83%
- 3Y*
- 14.57%
- 5Y*
- 9.67%
- 10Y*
- 10.55%
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IRSOX vs. IRVIX - Expense Ratio Comparison
IRSOX has a 0.23% expense ratio, which is lower than IRVIX's 0.35% expense ratio.
Return for Risk
IRSOX vs. IRVIX — Risk / Return Rank
IRSOX
IRVIX
IRSOX vs. IRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Target Retirement 2040 Fund (IRSOX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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.
| IRSOX | IRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.02 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.59 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.88 | +0.20 |
Martin ratioReturn relative to average drawdown | 5.26 | 3.56 | +1.69 |
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
| IRSOX | IRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.02 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.64 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.68 | -0.01 |
Correlation
The correlation between IRSOX and IRVIX is 0.85, 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
IRSOX vs. IRVIX - Dividend Comparison
IRSOX's dividend yield for the trailing twelve months is around 14.23%, less than IRVIX's 29.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRSOX Voya Target Retirement 2040 Fund | 14.23% | 13.71% | 2.25% | 2.13% | 6.01% | 17.52% | 3.71% | 4.14% | 5.84% | 5.86% | 1.98% | 0.41% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 29.52% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
Drawdowns
IRSOX vs. IRVIX - Drawdown Comparison
The maximum IRSOX drawdown since its inception was -31.25%, smaller than the maximum IRVIX drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IRSOX and IRVIX.
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Drawdown Indicators
| IRSOX | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -35.67% | +4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -11.04% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -18.37% | -6.87% |
Max Drawdown (10Y)Largest decline over 10 years | -31.25% | -35.67% | +4.42% |
Current DrawdownCurrent decline from peak | -8.38% | -4.80% | -3.58% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -3.86% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 3.31% | -0.88% |
Volatility
IRSOX vs. IRVIX - Volatility Comparison
The current volatility for Voya Target Retirement 2040 Fund (IRSOX) is 3.54%, while Voya Russell Large Cap Value Index Portfolio (IRVIX) has a volatility of 4.01%. This indicates that IRSOX experiences smaller price fluctuations and is considered to be less risky than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRSOX | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 4.01% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 7.73% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 16.18% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.77% | 14.17% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 16.82% | -2.08% |