IRVIX vs. VOO
Compare and contrast key facts about Voya Russell Large Cap Value Index Portfolio (IRVIX) and Vanguard S&P 500 ETF (VOO).
IRVIX is managed by Voya. It was launched on May 1, 2009. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
IRVIX vs. VOO - Performance Comparison
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IRVIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, IRVIX achieves a -0.72% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, IRVIX has underperformed VOO with an annualized return of 10.33%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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IRVIX vs. VOO - Expense Ratio Comparison
IRVIX has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
IRVIX vs. VOO — Risk / Return Rank
IRVIX
VOO
IRVIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Value Index Portfolio (IRVIX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.98 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.50 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.53 | -0.84 |
Martin ratioReturn relative to average drawdown | 2.83 | 7.29 | -4.47 |
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 | VOO | Difference | |
|---|---|---|---|
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 | 0.70 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.78 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.83 | -0.15 |
Correlation
The correlation between IRVIX and VOO is 0.88, 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. VOO - Dividend Comparison
IRVIX's dividend yield for the trailing twelve months is around 30.10%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
IRVIX vs. VOO - Drawdown Comparison
The maximum IRVIX drawdown since its inception was -35.67%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IRVIX and VOO.
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Drawdown Indicators
| IRVIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.67% | -33.99% | -1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.04% | -11.98% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -18.37% | -24.52% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | -35.67% | -33.99% | -1.68% |
Current DrawdownCurrent decline from peak | -6.64% | -6.29% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -3.72% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.52% | +0.78% |
Volatility
IRVIX vs. VOO - Volatility Comparison
The current volatility for Voya Russell Large Cap Value Index Portfolio (IRVIX) is 3.31%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that IRVIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRVIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 5.29% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 9.44% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 18.10% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 16.82% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 17.99% | -1.18% |