IUAIX vs. IIBAX
Compare and contrast key facts about VY Invesco Equity and Income Portfolio (IUAIX) and Voya Intermediate Bond Fund (IIBAX).
IUAIX is managed by Voya. It was launched on Dec 9, 2001. IIBAX is managed by Voya. It was launched on Dec 15, 1998.
Performance
IUAIX vs. IIBAX - Performance Comparison
Loading graphics...
IUAIX vs. IIBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | -1.16% | 10.78% | 11.87% | 10.24% | -7.48% | 18.85% | 9.99% | 20.06% | -9.44% | 10.92% |
IIBAX Voya Intermediate Bond Fund | -0.79% | 6.42% | 2.65% | 7.04% | -15.11% | -1.79% | 7.75% | 9.57% | -0.59% | 4.48% |
Returns By Period
In the year-to-date period, IUAIX achieves a -1.16% return, which is significantly lower than IIBAX's -0.79% return. Over the past 10 years, IUAIX has outperformed IIBAX with an annualized return of 8.61%, while IIBAX has yielded a comparatively lower 1.82% annualized return.
IUAIX
- 1D
- -0.33%
- 1M
- -5.32%
- YTD
- -1.16%
- 6M
- 0.67%
- 1Y
- 9.42%
- 3Y*
- 10.38%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
IIBAX
- 1D
- 0.46%
- 1M
- -2.57%
- YTD
- -0.79%
- 6M
- -0.19%
- 1Y
- 2.87%
- 3Y*
- 3.83%
- 5Y*
- 0.05%
- 10Y*
- 1.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUAIX vs. IIBAX - Expense Ratio Comparison
IUAIX has a 0.64% expense ratio, which is lower than IIBAX's 0.69% expense ratio.
Return for Risk
IUAIX vs. IIBAX — Risk / Return Rank
IUAIX
IIBAX
IUAIX vs. IIBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Invesco Equity and Income Portfolio (IUAIX) and Voya Intermediate Bond Fund (IIBAX). 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.
| IUAIX | IIBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.90 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.30 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.05 | -0.63 |
Martin ratioReturn relative to average drawdown | 1.54 | 2.88 | -1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IUAIX | IIBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.90 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.01 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.37 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.90 | -0.41 |
Correlation
The correlation between IUAIX and IIBAX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IUAIX vs. IIBAX - Dividend Comparison
IUAIX's dividend yield for the trailing twelve months is around 38.01%, more than IIBAX's 3.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | 38.01% | 37.57% | 10.65% | 7.88% | 18.93% | 2.55% | 5.81% | 7.37% | 9.59% | 4.57% | 6.14% | 11.24% |
IIBAX Voya Intermediate Bond Fund | 3.20% | 3.43% | 4.50% | 4.05% | 1.98% | 2.03% | 4.69% | 3.23% | 2.93% | 2.88% | 2.96% | 2.45% |
Drawdowns
IUAIX vs. IIBAX - Drawdown Comparison
The maximum IUAIX drawdown since its inception was -39.25%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for IUAIX and IIBAX.
Loading graphics...
Drawdown Indicators
| IUAIX | IIBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.25% | -20.34% | -18.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -3.05% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -20.01% | +3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -29.60% | -20.34% | -9.26% |
Current DrawdownCurrent decline from peak | -5.53% | -3.28% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -2.88% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 1.12% | +2.23% |
Volatility
IUAIX vs. IIBAX - Volatility Comparison
VY Invesco Equity and Income Portfolio (IUAIX) has a higher volatility of 2.91% compared to Voya Intermediate Bond Fund (IIBAX) at 1.74%. This indicates that IUAIX's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IUAIX | IIBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 1.74% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 2.72% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 4.89% | +7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 5.94% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.83% | 5.00% | +7.83% |