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IRVIX vs. IIIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRVIX vs. IIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Russell Large Cap Value Index Portfolio (IRVIX) and Voya International Index Portfolio (IIIIX). The values are adjusted to include any dividend payments, if applicable.

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IRVIX vs. IIIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRVIX
Voya Russell Large Cap Value Index Portfolio
-0.72%18.08%14.99%10.26%-5.48%22.95%1.38%25.75%-6.61%13.47%
IIIIX
Voya International Index Portfolio
-2.04%30.88%3.03%17.70%-14.60%10.83%7.87%21.37%-13.73%24.91%

Returns By Period

In the year-to-date period, IRVIX achieves a -0.72% return, which is significantly higher than IIIIX's -2.04% return. Over the past 10 years, IRVIX has outperformed IIIIX with an annualized return of 10.33%, while IIIIX has yielded a comparatively lower 8.11% annualized return.


IRVIX

1D
-0.18%
1M
-6.61%
YTD
-0.72%
6M
4.06%
1Y
12.37%
3Y*
13.83%
5Y*
9.41%
10Y*
10.33%

IIIIX

1D
0.43%
1M
-11.07%
YTD
-2.04%
6M
2.36%
1Y
18.70%
3Y*
12.75%
5Y*
7.32%
10Y*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IRVIX vs. IIIIX - Expense Ratio Comparison

IRVIX has a 0.35% expense ratio, which is lower than IIIIX's 0.45% expense ratio.


Return for Risk

IRVIX vs. IIIIX — Risk / Return Rank

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

IRVIX
IRVIX Risk / Return Rank: 3838
Overall Rank
IRVIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IRVIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
IRVIX Omega Ratio Rank: 4646
Omega Ratio Rank
IRVIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
IRVIX Martin Ratio Rank: 2626
Martin Ratio Rank

IIIIX
IIIIX Risk / Return Rank: 5050
Overall Rank
IIIIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IIIIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
IIIIX Omega Ratio Rank: 4747
Omega Ratio Rank
IIIIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
IIIIX Martin Ratio Rank: 5252
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.

IRVIX vs. IIIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Value Index Portfolio (IRVIX) and Voya International Index Portfolio (IIIIX). 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.


IRVIXIIIIXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.98

-0.10

Sortino ratio

Return per unit of downside risk

1.39

1.42

-0.03

Omega ratio

Gain probability vs. loss probability

1.19

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

0.70

1.22

-0.52

Martin ratio

Return relative to average drawdown

2.83

5.09

-2.26

IRVIX vs. IIIIX - Sharpe Ratio Comparison

The current IRVIX Sharpe Ratio is 0.88, which is comparable to the IIIIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IRVIX and IIIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IRVIXIIIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.98

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.46

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.49

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.23

+0.45

Correlation

The correlation between IRVIX and IIIIX is 0.78, 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

IRVIX vs. IIIIX - Dividend Comparison

IRVIX's dividend yield for the trailing twelve months is around 30.10%, more than IIIIX's 2.27% yield.


TTM20252024202320222021202020192018201720162015
IRVIX
Voya Russell Large Cap Value Index Portfolio
30.10%29.89%3.60%2.01%1.36%1.94%3.78%5.91%6.32%1.94%2.90%3.11%
IIIIX
Voya International Index Portfolio
2.27%2.22%2.94%4.82%3.64%2.02%2.43%2.90%3.21%2.21%3.12%3.29%

Drawdowns

IRVIX vs. IIIIX - Drawdown Comparison

The maximum IRVIX drawdown since its inception was -35.67%, smaller than the maximum IIIIX drawdown of -58.10%. Use the drawdown chart below to compare losses from any high point for IRVIX and IIIIX.


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Drawdown Indicators


IRVIXIIIIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.67%

-58.10%

+22.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-11.58%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

-29.79%

+11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.67%

-34.34%

-1.33%

Current Drawdown

Current decline from peak

-6.64%

-11.07%

+4.43%

Average Drawdown

Average peak-to-trough decline

-3.86%

-12.51%

+8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.27%

+0.03%

Volatility

IRVIX vs. IIIIX - Volatility Comparison

The current volatility for Voya Russell Large Cap Value Index Portfolio (IRVIX) is 3.31%, while Voya International Index Portfolio (IIIIX) has a volatility of 7.26%. This indicates that IRVIX experiences smaller price fluctuations and is considered to be less risky than IIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRVIXIIIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

7.26%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

11.47%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

18.86%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

16.54%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

16.92%

-0.11%