IUAIX vs. IRVIX
Compare and contrast key facts about VY Invesco Equity and Income Portfolio (IUAIX) and Voya Russell Large Cap Value Index Portfolio (IRVIX).
IUAIX is managed by Voya. It was launched on Dec 9, 2001. IRVIX is managed by Voya. It was launched on May 1, 2009.
Performance
IUAIX vs. IRVIX - Performance Comparison
Loading graphics...
IUAIX vs. IRVIX - 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% |
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% |
Returns By Period
In the year-to-date period, IUAIX achieves a -1.16% return, which is significantly lower than IRVIX's -0.72% return. Over the past 10 years, IUAIX has underperformed IRVIX with an annualized return of 8.61%, while IRVIX has yielded a comparatively higher 10.33% 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%
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%
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. IRVIX - Expense Ratio Comparison
IUAIX has a 0.64% expense ratio, which is higher than IRVIX's 0.35% expense ratio.
Return for Risk
IUAIX vs. IRVIX — Risk / Return Rank
IUAIX
IRVIX
IUAIX vs. IRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Invesco Equity and Income Portfolio (IUAIX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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 | IRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.88 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.39 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.70 | -0.27 |
Martin ratioReturn relative to average drawdown | 1.54 | 2.83 | -1.29 |
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 | IRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.88 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.68 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.62 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.68 | -0.19 |
Correlation
The correlation between IUAIX and IRVIX is 0.96, 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
IUAIX vs. IRVIX - Dividend Comparison
IUAIX's dividend yield for the trailing twelve months is around 38.01%, more than IRVIX's 30.10% 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% |
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% |
Drawdowns
IUAIX vs. IRVIX - Drawdown Comparison
The maximum IUAIX drawdown since its inception was -39.25%, which is greater than IRVIX's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IUAIX and IRVIX.
Loading graphics...
Drawdown Indicators
| IUAIX | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.25% | -35.67% | -3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -11.04% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -18.37% | +1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -29.60% | -35.67% | +6.07% |
Current DrawdownCurrent decline from peak | -5.53% | -6.64% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -3.86% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.30% | +0.05% |
Volatility
IUAIX vs. IRVIX - Volatility Comparison
The current volatility for VY Invesco Equity and Income Portfolio (IUAIX) is 2.91%, while Voya Russell Large Cap Value Index Portfolio (IRVIX) has a volatility of 3.31%. This indicates that IUAIX experiences smaller price fluctuations and is considered to be less risky than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IUAIX | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.31% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 7.51% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 16.09% | -3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 14.14% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.83% | 16.81% | -3.98% |