IRSVX vs. IEDAX

Last updated Apr 1, 2026

Compare and contrast key facts about Voya Target Retirement 2055 Fund (IRSVX) and Voya Large Cap Value Fund (IEDAX).

IRSVX is managed by Voya. It was launched on Dec 19, 2012. IEDAX is managed by Voya. It was launched on Dec 18, 2007.

Performance

IRSVX vs. IEDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Target Retirement 2055 Fund (IRSVX) and Voya Large Cap Value Fund (IEDAX). The values are adjusted to include any dividend payments, if applicable.

IRSVX vs. IEDAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IRSVX Voya Target Retirement 2055 Fund	-4.40%	20.81%	15.47%	20.55%	-18.81%	18.89%	17.53%	25.28%	-9.29%	21.17%
IEDAX Voya Large Cap Value Fund	-5.90%	12.42%	16.47%	13.26%	-3.86%	26.38%	5.53%	35.63%	-8.29%	13.36%

Returns By Period

In the year-to-date period, IRSVX achieves a -4.40% return, which is significantly higher than IEDAX's -5.90% return. Over the past 10 years, IRSVX has underperformed IEDAX with an annualized return of 10.43%, while IEDAX has yielded a comparatively higher 11.18% annualized return.

IRSVX

• 1D: -1.58%
• 1M: -9.27%
• YTD: -4.40%
• 6M: -1.22%
• 1Y: 16.94%
• 3Y*: 14.65%
• 5Y*: 8.11%
• 10Y*: 10.43%

IEDAX

• 1D: -0.28%
• 1M: -8.14%
• YTD: -5.90%
• 6M: -2.15%
• 1Y: 2.54%
• 3Y*: 10.82%
• 5Y*: 8.70%
• 10Y*: 11.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IRSVX vs. IEDAX - Expense Ratio Comparison

IRSVX has a 0.24% expense ratio, which is lower than IEDAX's 1.10% expense ratio.

IEDAX

Voya Large Cap Value Fund

IRSVX

Voya Target Retirement 2055 Fund

Return for Risk

IRSVX vs. IEDAX — Risk / Return Rank

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

IRSVX

IRSVX Risk / Return Rank: 54
IRSVX Sharpe Ratio Rank: 61
IRSVX Sortino Ratio Rank: 65
IRSVX Omega Ratio Rank: 65
IRSVX Calmar Ratio Rank: 34
IRSVX Martin Ratio Rank: 45

IEDAX

IEDAX Risk / Return Rank: 8
IEDAX Sharpe Ratio Rank: 9
IEDAX Sortino Ratio Rank: 8
IEDAX Omega Ratio Rank: 8
IEDAX Calmar Ratio Rank: 7
IEDAX Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IRSVX vs. IEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Target Retirement 2055 Fund (IRSVX) and Voya Large Cap Value Fund (IEDAX). 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.

	IRSVX	IEDAX	Difference
Sharpe ratio Return per unit of total volatility	1.11	0.17	+0.93
Sortino ratio Return per unit of downside risk	1.66	0.35	+1.31
Omega ratio Gain probability vs. loss probability	1.25	1.05	+0.20
Calmar ratio Return relative to maximum drawdown	0.94	0.02	+0.91
Martin ratio Return relative to average drawdown	4.58	0.10	+4.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IRSVX vs. IEDAX - Sharpe Ratio Comparison

The current IRSVX Sharpe Ratio is 1.11, which is higher than the IEDAX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IRSVX and IEDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IRSVX	IEDAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	0.17	+0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.52	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.60	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.45	+0.21

Correlation

The correlation between IRSVX and IEDAX is 0.87, 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

IRSVX vs. IEDAX - Dividend Comparison

IRSVX's dividend yield for the trailing twelve months is around 12.26%, more than IEDAX's 8.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IRSVX Voya Target Retirement 2055 Fund	12.26%	11.72%	3.23%	1.83%	6.02%	23.53%	2.22%	6.32%	7.08%	5.90%	1.76%	0.43%
IEDAX Voya Large Cap Value Fund	8.53%	8.03%	15.43%	10.92%	8.06%	16.02%	9.13%	17.61%	11.75%	11.03%	1.89%	8.59%

Drawdowns

IRSVX vs. IEDAX - Drawdown Comparison

The maximum IRSVX drawdown since its inception was -33.36%, smaller than the maximum IEDAX drawdown of -47.31%. Use the drawdown chart below to compare losses from any high point for IRSVX and IEDAX.

Drawdown Indicators

	IRSVX	IEDAX	Difference
Max Drawdown Largest peak-to-trough decline	-33.36%	-47.31%	+13.95%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-12.05%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	-26.20%	-22.40%	-3.80%
Max Drawdown (10Y) Largest decline over 10 years	-33.36%	-39.36%	+6.00%
Current Drawdown Current decline from peak	-9.54%	-10.04%	+0.50%
Average Drawdown Average peak-to-trough decline	-4.57%	-6.54%	+1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	3.58%	-0.81%

Volatility

IRSVX vs. IEDAX - Volatility Comparison

Voya Target Retirement 2055 Fund (IRSVX) has a higher volatility of 4.11% compared to Voya Large Cap Value Fund (IEDAX) at 3.89%. This indicates that IRSVX's price experiences larger fluctuations and is considered to be riskier than IEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IRSVX	IEDAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	3.89%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	8.85%	8.41%	+0.44%
Volatility (1Y) Calculated over the trailing 1-year period	16.92%	15.52%	+1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.30%	17.18%	-1.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.19%	18.79%	-2.60%