PortfoliosLab logoPortfoliosLab logo
IRSVX vs. IEOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRSVX vs. IEOSX - 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 Growth Portfolio (IEOSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IRSVX vs. IEOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRSVX
Voya Target Retirement 2055 Fund
-1.60%20.81%15.47%20.55%-18.81%18.89%17.53%25.28%-9.29%21.17%
IEOSX
Voya Large Cap Growth Portfolio
-10.65%15.13%34.53%37.38%-30.74%19.20%30.20%32.51%-2.11%29.48%

Returns By Period

In the year-to-date period, IRSVX achieves a -1.60% return, which is significantly higher than IEOSX's -10.65% return. Over the past 10 years, IRSVX has underperformed IEOSX with an annualized return of 10.75%, while IEOSX has yielded a comparatively higher 13.58% annualized return.


IRSVX

1D
2.94%
1M
-5.80%
YTD
-1.60%
6M
1.26%
1Y
19.88%
3Y*
15.76%
5Y*
8.48%
10Y*
10.75%

IEOSX

1D
3.92%
1M
-6.11%
YTD
-10.65%
6M
-10.23%
1Y
14.52%
3Y*
19.44%
5Y*
9.20%
10Y*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IRSVX vs. IEOSX - Expense Ratio Comparison

IRSVX has a 0.24% expense ratio, which is lower than IEOSX's 0.92% expense ratio.


Return for Risk

IRSVX vs. IEOSX — Risk / Return Rank

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

IRSVX
IRSVX Risk / Return Rank: 6161
Overall Rank
IRSVX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IRSVX Sortino Ratio Rank: 7171
Sortino Ratio Rank
IRSVX Omega Ratio Rank: 7171
Omega Ratio Rank
IRSVX Calmar Ratio Rank: 4141
Calmar Ratio Rank
IRSVX Martin Ratio Rank: 5555
Martin Ratio Rank

IEOSX
IEOSX Risk / Return Rank: 1919
Overall Rank
IEOSX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IEOSX Sortino Ratio Rank: 3333
Sortino Ratio Rank
IEOSX Omega Ratio Rank: 2929
Omega Ratio Rank
IEOSX Calmar Ratio Rank: 44
Calmar Ratio Rank
IEOSX Martin Ratio Rank: 44
Martin Ratio Rank
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. IEOSX - 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 Growth Portfolio (IEOSX). 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.


IRSVXIEOSXDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.72

+0.58

Sortino ratio

Return per unit of downside risk

1.93

1.24

+0.69

Omega ratio

Gain probability vs. loss probability

1.29

1.17

+0.12

Calmar ratio

Return relative to maximum drawdown

1.27

-0.08

+1.36

Martin ratio

Return relative to average drawdown

6.16

-0.25

+6.41

IRSVX vs. IEOSX - Sharpe Ratio Comparison

The current IRSVX Sharpe Ratio is 1.30, which is higher than the IEOSX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IRSVX and IEOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IRSVXIEOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.72

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.42

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.64

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.56

+0.11

Correlation

The correlation between IRSVX and IEOSX is 0.86, 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. IEOSX - Dividend Comparison

IRSVX's dividend yield for the trailing twelve months is around 11.91%, less than IEOSX's 13.63% yield.


TTM20252024202320222021202020192018201720162015
IRSVX
Voya Target Retirement 2055 Fund
11.91%11.72%3.23%1.83%6.02%23.53%2.22%6.32%7.08%5.90%1.76%0.43%
IEOSX
Voya Large Cap Growth Portfolio
13.63%12.18%0.00%0.00%64.49%21.60%11.24%17.89%16.66%7.29%15.02%11.09%

Drawdowns

IRSVX vs. IEOSX - Drawdown Comparison

The maximum IRSVX drawdown since its inception was -33.36%, smaller than the maximum IEOSX drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IRSVX and IEOSX.


Loading graphics...

Drawdown Indicators


IRSVXIEOSXDifference

Max Drawdown

Largest peak-to-trough decline

-33.36%

-44.03%

+10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-17.29%

+5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-34.91%

+8.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.36%

-34.91%

+1.55%

Current Drawdown

Current decline from peak

-6.88%

-14.05%

+7.17%

Average Drawdown

Average peak-to-trough decline

-4.57%

-6.55%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

8.14%

-5.34%

Volatility

IRSVX vs. IEOSX - Volatility Comparison

The current volatility for Voya Target Retirement 2055 Fund (IRSVX) is 5.27%, while Voya Large Cap Growth Portfolio (IEOSX) has a volatility of 7.14%. This indicates that IRSVX experiences smaller price fluctuations and is considered to be less risky than IEOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IRSVXIEOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

7.14%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

12.76%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

24.67%

-7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

22.52%

-7.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

21.40%

-5.18%