IUAIX vs. VOO
Compare and contrast key facts about VY Invesco Equity and Income Portfolio (IUAIX) and Vanguard S&P 500 ETF (VOO).
IUAIX is managed by Voya. It was launched on Dec 9, 2001. 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
IUAIX vs. VOO - Performance Comparison
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IUAIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | 0.57% | 10.78% | 11.87% | 10.24% | -7.48% | 18.85% | 9.99% | 20.06% | -9.44% | 10.92% |
VOO Vanguard S&P 500 ETF | -3.66% | 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, IUAIX achieves a 0.57% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, IUAIX has underperformed VOO with an annualized return of 8.79%, while VOO has yielded a comparatively higher 14.14% annualized return.
IUAIX
- 1D
- 1.75%
- 1M
- -3.72%
- YTD
- 0.57%
- 6M
- 2.18%
- 1Y
- 11.39%
- 3Y*
- 11.02%
- 5Y*
- 6.59%
- 10Y*
- 8.79%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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IUAIX vs. VOO - Expense Ratio Comparison
IUAIX has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
IUAIX vs. VOO — Risk / Return Rank
IUAIX
VOO
IUAIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Invesco Equity and Income Portfolio (IUAIX) 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.
| IUAIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.01 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.53 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.55 | -0.99 |
Martin ratioReturn relative to average drawdown | 2.06 | 7.31 | -5.25 |
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
| IUAIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.01 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.71 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.79 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.83 | -0.35 |
Correlation
The correlation between IUAIX 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
IUAIX vs. VOO - Dividend Comparison
IUAIX's dividend yield for the trailing twelve months is around 37.35%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUAIX VY Invesco Equity and Income Portfolio | 37.35% | 37.57% | 10.65% | 7.88% | 18.93% | 2.55% | 5.81% | 7.37% | 9.59% | 4.57% | 6.14% | 11.24% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
IUAIX vs. VOO - Drawdown Comparison
The maximum IUAIX drawdown since its inception was -39.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IUAIX and VOO.
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Drawdown Indicators
| IUAIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.25% | -33.99% | -5.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -11.98% | +3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -24.52% | +7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -29.60% | -33.99% | +4.39% |
Current DrawdownCurrent decline from peak | -3.88% | -5.55% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -3.72% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.55% | +0.70% |
Volatility
IUAIX vs. VOO - Volatility Comparison
The current volatility for VY Invesco Equity and Income Portfolio (IUAIX) is 3.52%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that IUAIX 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
| IUAIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 5.34% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 9.47% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 18.11% | -5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.49% | 16.82% | -5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.84% | 17.99% | -5.15% |