IVRSX vs. IEOSX
Compare and contrast key facts about VY CBRE Real Estate Portfolio (IVRSX) and Voya Large Cap Growth Portfolio (IEOSX).
IVRSX is managed by Voya. It was launched on Jan 24, 1989. IEOSX is managed by Voya. It was launched on May 3, 2004.
Performance
IVRSX vs. IEOSX - Performance Comparison
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IVRSX vs. IEOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVRSX VY CBRE Real Estate Portfolio | 3.08% | -0.01% | 4.32% | 14.11% | -27.22% | 51.91% | -6.66% | 28.15% | -10.29% | 5.20% |
IEOSX Voya Large Cap Growth Portfolio | -14.02% | 15.13% | 34.53% | 37.38% | -30.74% | 19.20% | 30.20% | 32.51% | -2.11% | 29.48% |
Returns By Period
In the year-to-date period, IVRSX achieves a 3.08% return, which is significantly higher than IEOSX's -14.02% return. Over the past 10 years, IVRSX has underperformed IEOSX with an annualized return of 4.28%, while IEOSX has yielded a comparatively higher 13.14% annualized return.
IVRSX
- 1D
- 0.25%
- 1M
- -7.06%
- YTD
- 3.08%
- 6M
- 1.83%
- 1Y
- 3.14%
- 3Y*
- 5.79%
- 5Y*
- 4.24%
- 10Y*
- 4.28%
IEOSX
- 1D
- -0.87%
- 1M
- -9.49%
- YTD
- -14.02%
- 6M
- -13.31%
- 1Y
- 11.30%
- 3Y*
- 17.92%
- 5Y*
- 8.74%
- 10Y*
- 13.14%
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IVRSX vs. IEOSX - Expense Ratio Comparison
IVRSX has a 0.93% expense ratio, which is higher than IEOSX's 0.92% expense ratio.
Return for Risk
IVRSX vs. IEOSX — Risk / Return Rank
IVRSX
IEOSX
IVRSX vs. IEOSX - 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 Growth Portfolio (IEOSX). 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 | IEOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.42 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.53 | 0.81 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.11 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.01 | -0.27 | +0.26 |
Martin ratioReturn relative to average drawdown | -0.02 | -0.80 | +0.78 |
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 | IEOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.42 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.40 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.62 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.55 | -0.21 |
Correlation
The correlation between IVRSX and IEOSX is 0.58, 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. IEOSX - Dividend Comparison
IVRSX's dividend yield for the trailing twelve months is around 4.77%, less than IEOSX's 14.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVRSX VY CBRE Real Estate Portfolio | 4.77% | 2.74% | 2.50% | 8.77% | 26.34% | 1.46% | 13.92% | 2.44% | 11.42% | 2.07% | 1.57% | 1.31% |
IEOSX Voya Large Cap Growth Portfolio | 14.16% | 12.18% | 0.00% | 0.00% | 64.49% | 21.60% | 11.24% | 17.89% | 16.66% | 7.29% | 15.02% | 11.09% |
Drawdowns
IVRSX vs. IEOSX - Drawdown Comparison
The maximum IVRSX drawdown since its inception was -73.77%, which is greater than IEOSX's maximum drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for IVRSX and IEOSX.
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Drawdown Indicators
| IVRSX | IEOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.77% | -44.03% | -29.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -17.29% | +4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -34.51% | -34.91% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -45.19% | -34.91% | -10.28% |
Current DrawdownCurrent decline from peak | -10.69% | -17.29% | +6.60% |
Average DrawdownAverage peak-to-trough decline | -11.97% | -6.55% | -5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 8.21% | -3.51% |
Volatility
IVRSX vs. IEOSX - Volatility Comparison
The current volatility for VY CBRE Real Estate Portfolio (IVRSX) is 4.23%, while Voya Large Cap Growth Portfolio (IEOSX) has a volatility of 5.70%. This indicates that IVRSX experiences smaller price fluctuations and is considered to be less risky than IEOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVRSX | IEOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 5.70% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 12.21% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 24.38% | -6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 22.46% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.53% | 21.37% | +0.16% |