IVRSX vs. IEDAX
Compare and contrast key facts about VY CBRE Real Estate Portfolio (IVRSX) and Voya Large Cap Value Fund (IEDAX).
IVRSX is managed by Voya. It was launched on Jan 24, 1989. IEDAX is managed by Voya. It was launched on Dec 18, 2007.
Performance
IVRSX vs. IEDAX - Performance Comparison
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IVRSX vs. IEDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVRSX VY CBRE Real Estate Portfolio | 4.62% | -0.01% | 4.32% | 14.11% | -27.22% | 51.91% | -6.66% | 28.15% | -10.29% | 5.20% |
IEDAX Voya Large Cap Value Fund | -3.82% | 12.42% | 16.47% | 13.26% | -3.86% | 26.38% | 5.53% | 35.63% | -8.29% | 13.36% |
Returns By Period
In the year-to-date period, IVRSX achieves a 4.62% return, which is significantly higher than IEDAX's -3.82% return. Over the past 10 years, IVRSX has underperformed IEDAX with an annualized return of 4.44%, while IEDAX has yielded a comparatively higher 11.42% annualized return.
IVRSX
- 1D
- 1.50%
- 1M
- -6.12%
- YTD
- 4.62%
- 6M
- 3.24%
- 1Y
- 4.69%
- 3Y*
- 6.31%
- 5Y*
- 4.13%
- 10Y*
- 4.44%
IEDAX
- 1D
- 2.21%
- 1M
- -5.94%
- YTD
- -3.82%
- 6M
- -0.02%
- 1Y
- 4.78%
- 3Y*
- 11.63%
- 5Y*
- 8.94%
- 10Y*
- 11.42%
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IVRSX vs. IEDAX - Expense Ratio Comparison
IVRSX has a 0.93% expense ratio, which is lower than IEDAX's 1.10% expense ratio.
Return for Risk
IVRSX vs. IEDAX — Risk / Return Rank
IVRSX
IEDAX
IVRSX vs. IEDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY CBRE Real Estate Portfolio (IVRSX) and Voya Large Cap Value Fund (IEDAX). 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.
| IVRSX | IEDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.34 | -0.05 |
Sortino ratioReturn per unit of downside risk | 0.54 | 0.58 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.17 | 0.00 |
Martin ratioReturn relative to average drawdown | 0.56 | 0.64 | -0.08 |
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
| IVRSX | IEDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.34 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.53 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.62 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.45 | -0.11 |
Correlation
The correlation between IVRSX and IEDAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IVRSX vs. IEDAX - Dividend Comparison
IVRSX's dividend yield for the trailing twelve months is around 4.70%, less than IEDAX's 8.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVRSX VY CBRE Real Estate Portfolio | 4.70% | 2.74% | 2.50% | 8.77% | 26.34% | 1.46% | 13.92% | 2.44% | 11.42% | 2.07% | 1.57% | 1.31% |
IEDAX Voya Large Cap Value Fund | 8.05% | 8.03% | 15.43% | 10.92% | 8.06% | 16.02% | 9.13% | 17.61% | 11.75% | 11.03% | 1.89% | 8.59% |
Drawdowns
IVRSX vs. IEDAX - Drawdown Comparison
The maximum IVRSX drawdown since its inception was -73.77%, which is greater than IEDAX's maximum drawdown of -47.31%. Use the drawdown chart below to compare losses from any high point for IVRSX and IEDAX.
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Drawdown Indicators
| IVRSX | IEDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.77% | -47.31% | -26.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -12.05% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -34.51% | -22.40% | -12.11% |
Max Drawdown (10Y)Largest decline over 10 years | -45.19% | -39.36% | -5.83% |
Current DrawdownCurrent decline from peak | -9.36% | -8.05% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -11.97% | -6.54% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 3.61% | +1.10% |
Volatility
IVRSX vs. IEDAX - Volatility Comparison
VY CBRE Real Estate Portfolio (IVRSX) and Voya Large Cap Value Fund (IEDAX) have volatilities of 4.54% and 4.68%, 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.
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Volatility by Period
| IVRSX | IEDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.68% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 8.68% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 15.66% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 17.21% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 18.80% | +2.74% |