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IVRSX vs. IEOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVRSX vs. IEOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY CBRE Real Estate Portfolio (IVRSX) and Voya Large Cap Growth Portfolio (IEOSX). The values are adjusted to include any dividend payments, if applicable.

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IVRSX vs. IEOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IVRSX
IVRSX Risk / Return Rank: 99
Overall Rank
IVRSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IVRSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
IVRSX Omega Ratio Rank: 1111
Omega Ratio Rank
IVRSX Calmar Ratio Rank: 66
Calmar Ratio Rank
IVRSX Martin Ratio Rank: 66
Martin Ratio Rank

IEOSX
IEOSX Risk / Return Rank: 1212
Overall Rank
IEOSX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IEOSX Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEOSX Omega Ratio Rank: 1717
Omega Ratio Rank
IEOSX Calmar Ratio Rank: 33
Calmar Ratio Rank
IEOSX Martin Ratio Rank: 33
Martin Ratio Rank
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.

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.


IVRSXIEOSXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.42

-0.13

Sortino ratio

Return per unit of downside risk

0.53

0.81

-0.28

Omega ratio

Gain probability vs. loss probability

1.07

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.01

-0.27

+0.26

Martin ratio

Return relative to average drawdown

-0.02

-0.80

+0.78

IVRSX vs. IEOSX - Sharpe Ratio Comparison

The current IVRSX Sharpe Ratio is 0.29, which is lower than the IEOSX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of IVRSX and IEOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IVRSXIEOSXDifference

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.


TTM20252024202320222021202020192018201720162015
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


IVRSXIEOSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.69%

-17.29%

+6.60%

Average Drawdown

Average peak-to-trough decline

-11.97%

-6.55%

-5.42%

Ulcer Index

Depth 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


IVRSXIEOSXDifference

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%