IVRSX vs. PHRAX
Compare and contrast key facts about VY CBRE Real Estate Portfolio (IVRSX) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX).
IVRSX is managed by Voya. It was launched on Jan 24, 1989. PHRAX is managed by Virtus. It was launched on Mar 1, 1995.
Performance
IVRSX vs. PHRAX - Performance Comparison
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IVRSX vs. PHRAX - 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% |
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 4.52% | 0.23% | 10.15% | 10.98% | -26.33% | 46.79% | -1.98% | 27.09% | -7.41% | 5.65% |
Returns By Period
The year-to-date returns for both stocks are quite close, with IVRSX having a 4.62% return and PHRAX slightly lower at 4.52%. Over the past 10 years, IVRSX has underperformed PHRAX with an annualized return of 4.44%, while PHRAX has yielded a comparatively higher 5.51% 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%
PHRAX
- 1D
- 1.59%
- 1M
- -6.10%
- YTD
- 4.52%
- 6M
- 2.40%
- 1Y
- 4.42%
- 3Y*
- 7.54%
- 5Y*
- 4.70%
- 10Y*
- 5.51%
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IVRSX vs. PHRAX - Expense Ratio Comparison
IVRSX has a 0.93% expense ratio, which is lower than PHRAX's 1.36% expense ratio.
Return for Risk
IVRSX vs. PHRAX — Risk / Return Rank
IVRSX
PHRAX
IVRSX vs. PHRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY CBRE Real Estate Portfolio (IVRSX) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX). 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 | PHRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.28 | +0.01 |
Sortino ratioReturn per unit of downside risk | 0.54 | 0.49 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.07 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.45 | -0.28 |
Martin ratioReturn relative to average drawdown | 0.56 | 1.79 | -1.23 |
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 | PHRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.28 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.25 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.26 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.39 | -0.05 |
Correlation
The correlation between IVRSX and PHRAX is 0.97, 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
IVRSX vs. PHRAX - Dividend Comparison
IVRSX's dividend yield for the trailing twelve months is around 4.70%, less than PHRAX's 5.66% 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% |
PHRAX Virtus Duff & Phelps Real Estate Securities Fund | 5.66% | 5.93% | 8.39% | 12.35% | 11.12% | 4.45% | 5.58% | 21.34% | 19.03% | 18.54% | 21.22% | 20.04% |
Drawdowns
IVRSX vs. PHRAX - Drawdown Comparison
The maximum IVRSX drawdown since its inception was -73.77%, roughly equal to the maximum PHRAX drawdown of -72.56%. Use the drawdown chart below to compare losses from any high point for IVRSX and PHRAX.
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Drawdown Indicators
| IVRSX | PHRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.77% | -72.56% | -1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -12.50% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -34.51% | -33.51% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -45.19% | -42.00% | -3.19% |
Current DrawdownCurrent decline from peak | -9.36% | -6.10% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -11.97% | -11.42% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 3.13% | +1.58% |
Volatility
IVRSX vs. PHRAX - Volatility Comparison
VY CBRE Real Estate Portfolio (IVRSX) and Virtus Duff & Phelps Real Estate Securities Fund (PHRAX) have volatilities of 4.54% and 4.54%, 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 | PHRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.54% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 9.20% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 16.54% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 19.11% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 20.98% | +0.56% |