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IUAIX vs. IIBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUAIX vs. IIBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY Invesco Equity and Income Portfolio (IUAIX) and Voya Intermediate Bond Fund (IIBAX). The values are adjusted to include any dividend payments, if applicable.

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IUAIX vs. IIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IUAIX
IUAIX Risk / Return Rank: 2929
Overall Rank
IUAIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IUAIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
IUAIX Omega Ratio Rank: 3838
Omega Ratio Rank
IUAIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
IUAIX Martin Ratio Rank: 1616
Martin Ratio Rank

IIBAX
IIBAX Risk / Return Rank: 3838
Overall Rank
IIBAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 3333
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 2626
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.

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.


IUAIXIIBAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.90

-0.08

Sortino ratio

Return per unit of downside risk

1.23

1.30

-0.07

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

0.42

1.05

-0.63

Martin ratio

Return relative to average drawdown

1.54

2.88

-1.34

IUAIX vs. IIBAX - Sharpe Ratio Comparison

The current IUAIX Sharpe Ratio is 0.82, which is comparable to the IIBAX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IUAIX and IIBAX, 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


IUAIXIIBAXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


IUAIXIIBAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.53%

-3.28%

-2.25%

Average Drawdown

Average peak-to-trough decline

-5.63%

-2.88%

-2.75%

Ulcer Index

Depth 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.


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Volatility by Period


IUAIXIIBAXDifference

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%