IUAIX vs. PALDX

Last updated Apr 1, 2026

Compare and contrast key facts about VY Invesco Equity and Income Portfolio (IUAIX) and PGIM 60/40 Allocation Fund (PALDX).

IUAIX is managed by Voya. It was launched on Dec 9, 2001. PALDX is managed by PGIM. It was launched on Sep 12, 2017.

Performance

IUAIX vs. PALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY Invesco Equity and Income Portfolio (IUAIX) and PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

IUAIX vs. PALDX - 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%	4.81%
PALDX PGIM 60/40 Allocation Fund	-3.62%	13.62%	18.96%	18.90%	-15.65%	16.30%	10.68%	22.27%	-4.12%	5.95%

Returns By Period

In the year-to-date period, IUAIX achieves a -1.16% return, which is significantly higher than PALDX's -3.62% 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%

PALDX

• 1D: -0.22%
• 1M: -5.44%
• YTD: -3.62%
• 6M: -1.03%
• 1Y: 12.43%
• 3Y*: 13.72%
• 5Y*: 7.99%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUAIX vs. PALDX - Expense Ratio Comparison

IUAIX has a 0.64% expense ratio, which is higher than PALDX's 0.03% expense ratio.

IUAIX

VY Invesco Equity and Income Portfolio

PALDX

PGIM 60/40 Allocation Fund

Return for Risk

IUAIX vs. PALDX — Risk / Return Rank

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

IUAIX

IUAIX Risk / Return Rank: 29
IUAIX Sharpe Ratio Rank: 37
IUAIX Sortino Ratio Rank: 37
IUAIX Omega Ratio Rank: 38
IUAIX Calmar Ratio Rank: 15
IUAIX Martin Ratio Rank: 16

PALDX

PALDX Risk / Return Rank: 66
PALDX Sharpe Ratio Rank: 63
PALDX Sortino Ratio Rank: 66
PALDX Omega Ratio Rank: 67
PALDX Calmar Ratio Rank: 62
PALDX Martin Ratio Rank: 72

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. PALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY Invesco Equity and Income Portfolio (IUAIX) and PGIM 60/40 Allocation Fund (PALDX). 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	PALDX	Difference
Sharpe ratio Return per unit of total volatility	0.82	1.12	-0.30
Sortino ratio Return per unit of downside risk	1.23	1.65	-0.43
Omega ratio Gain probability vs. loss probability	1.18	1.25	-0.07
Calmar ratio Return relative to maximum drawdown	0.42	1.42	-1.00
Martin ratio Return relative to average drawdown	1.54	6.83	-5.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUAIX vs. PALDX - Sharpe Ratio Comparison

The current IUAIX Sharpe Ratio is 0.82, which is comparable to the PALDX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of IUAIX and PALDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUAIX	PALDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	1.12	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.67	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.71	-0.23

Correlation

The correlation between IUAIX and PALDX is 0.80, 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. PALDX - Dividend Comparison

IUAIX's dividend yield for the trailing twelve months is around 38.01%, more than PALDX's 5.62% 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%
PALDX PGIM 60/40 Allocation Fund	5.62%	5.42%	10.40%	2.94%	6.19%	6.87%	2.58%	4.58%	3.65%	1.48%	0.00%	0.00%

Drawdowns

IUAIX vs. PALDX - Drawdown Comparison

The maximum IUAIX drawdown since its inception was -39.25%, which is greater than PALDX's maximum drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for IUAIX and PALDX.

Drawdown Indicators

	IUAIX	PALDX	Difference
Max Drawdown Largest peak-to-trough decline	-39.25%	-26.16%	-13.09%
Max Drawdown (1Y) Largest decline over 1 year	-8.76%	-8.20%	-0.56%
Max Drawdown (5Y) Largest decline over 5 years	-16.56%	-20.47%	+3.91%
Max Drawdown (10Y) Largest decline over 10 years	-29.60%	—	—
Current Drawdown Current decline from peak	-5.53%	-5.96%	+0.43%
Average Drawdown Average peak-to-trough decline	-5.63%	-4.16%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	1.70%	+1.65%

Volatility

IUAIX vs. PALDX - Volatility Comparison

VY Invesco Equity and Income Portfolio (IUAIX) and PGIM 60/40 Allocation Fund (PALDX) have volatilities of 2.91% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUAIX	PALDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	3.05%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	6.29%	5.86%	+0.43%
Volatility (1Y) Calculated over the trailing 1-year period	12.78%	11.52%	+1.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.47%	12.08%	-0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.83%	12.75%	+0.08%