IRVIX vs. QQQM
Compare and contrast key facts about Voya Russell Large Cap Value Index Portfolio (IRVIX) and Invesco NASDAQ 100 ETF (QQQM).
IRVIX is managed by Voya. It was launched on May 1, 2009. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Performance
IRVIX vs. QQQM - Performance Comparison
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IRVIX vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IRVIX Voya Russell Large Cap Value Index Portfolio | -0.72% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 10.33% |
QQQM Invesco NASDAQ 100 ETF | -5.92% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.67% |
Returns By Period
In the year-to-date period, IRVIX achieves a -0.72% return, which is significantly higher than QQQM's -5.92% 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%
QQQM
- 1D
- 3.37%
- 1M
- -4.84%
- YTD
- -5.92%
- 6M
- -3.59%
- 1Y
- 23.76%
- 3Y*
- 22.41%
- 5Y*
- 12.96%
- 10Y*
- —
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IRVIX vs. QQQM - Expense Ratio Comparison
IRVIX has a 0.35% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Return for Risk
IRVIX vs. QQQM — Risk / Return Rank
IRVIX
QQQM
IRVIX vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Value Index Portfolio (IRVIX) and Invesco NASDAQ 100 ETF (QQQM). 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.
| IRVIX | QQQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.06 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.65 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.89 | -1.19 |
Martin ratioReturn relative to average drawdown | 2.83 | 6.96 | -4.14 |
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
| IRVIX | QQQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.06 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.63 | +0.05 |
Correlation
The correlation between IRVIX and QQQM is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IRVIX vs. QQQM - Dividend Comparison
IRVIX's dividend yield for the trailing twelve months is around 30.10%, more than QQQM's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQM Invesco NASDAQ 100 ETF | 0.53% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IRVIX vs. QQQM - Drawdown Comparison
The maximum IRVIX drawdown since its inception was -35.67%, roughly equal to the maximum QQQM drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for IRVIX and QQQM.
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Drawdown Indicators
| IRVIX | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.67% | -35.04% | -0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.04% | -12.55% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.37% | -35.04% | +16.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.67% | — | — |
Current DrawdownCurrent decline from peak | -6.64% | -8.99% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -8.47% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.41% | -0.11% |
Volatility
IRVIX vs. QQQM - Volatility Comparison
The current volatility for Voya Russell Large Cap Value Index Portfolio (IRVIX) is 3.31%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 6.48%. This indicates that IRVIX experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRVIX | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 6.48% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 12.73% | -5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 22.42% | -6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 22.25% | -8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 22.27% | -5.46% |