IVSOX vs. IIBAX
Compare and contrast key facts about Voya SmallCap Opportunities Portfolio (IVSOX) and Voya Intermediate Bond Fund (IIBAX).
IVSOX is managed by Voya. It was launched on May 6, 1994. IIBAX is managed by Voya. It was launched on Dec 15, 1998.
Performance
IVSOX vs. IIBAX - Performance Comparison
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IVSOX vs. IIBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVSOX Voya SmallCap Opportunities Portfolio | -8.02% | 14.79% | 18.89% | 20.93% | -23.02% | 4.78% | 26.36% | 25.77% | -16.03% | 18.75% |
IIBAX Voya Intermediate Bond Fund | -0.79% | 6.42% | 2.65% | 7.04% | -15.11% | -1.79% | 7.75% | 9.57% | -0.59% | 4.48% |
Returns By Period
In the year-to-date period, IVSOX achieves a -8.02% return, which is significantly lower than IIBAX's -0.79% return. Over the past 10 years, IVSOX has outperformed IIBAX with an annualized return of 8.44%, while IIBAX has yielded a comparatively lower 1.82% annualized return.
IVSOX
- 1D
- -2.52%
- 1M
- -12.62%
- YTD
- -8.02%
- 6M
- -3.46%
- 1Y
- 19.00%
- 3Y*
- 12.46%
- 5Y*
- 3.53%
- 10Y*
- 8.44%
IIBAX
- 1D
- 0.46%
- 1M
- -2.57%
- YTD
- -0.79%
- 6M
- -0.19%
- 1Y
- 2.87%
- 3Y*
- 3.83%
- 5Y*
- 0.05%
- 10Y*
- 1.82%
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IVSOX vs. IIBAX - Expense Ratio Comparison
IVSOX has a 0.85% expense ratio, which is higher than IIBAX's 0.69% expense ratio.
Return for Risk
IVSOX vs. IIBAX — Risk / Return Rank
IVSOX
IIBAX
IVSOX vs. IIBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya SmallCap Opportunities Portfolio (IVSOX) and Voya Intermediate Bond Fund (IIBAX). 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.
| IVSOX | IIBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.90 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.30 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.05 | -0.49 |
Martin ratioReturn relative to average drawdown | 1.98 | 2.88 | -0.90 |
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
| IVSOX | IIBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.90 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.01 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.37 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.90 | -0.56 |
Correlation
The correlation between IVSOX and IIBAX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IVSOX vs. IIBAX - Dividend Comparison
IVSOX's dividend yield for the trailing twelve months is around 2.55%, less than IIBAX's 3.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVSOX Voya SmallCap Opportunities Portfolio | 2.55% | 2.34% | 0.66% | 0.00% | 26.68% | 10.12% | 0.36% | 13.66% | 22.36% | 5.60% | 8.58% | 11.10% |
IIBAX Voya Intermediate Bond Fund | 3.20% | 3.43% | 4.50% | 4.05% | 1.98% | 2.03% | 4.69% | 3.23% | 2.93% | 2.88% | 2.96% | 2.45% |
Drawdowns
IVSOX vs. IIBAX - Drawdown Comparison
The maximum IVSOX drawdown since its inception was -74.77%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for IVSOX and IIBAX.
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Drawdown Indicators
| IVSOX | IIBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -20.34% | -54.43% |
Max Drawdown (1Y)Largest decline over 1 year | -17.04% | -3.05% | -13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -20.01% | -14.12% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -20.34% | -21.56% |
Current DrawdownCurrent decline from peak | -17.04% | -3.28% | -13.76% |
Average DrawdownAverage peak-to-trough decline | -26.06% | -2.88% | -23.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 1.12% | +4.17% |
Volatility
IVSOX vs. IIBAX - Volatility Comparison
Voya SmallCap Opportunities Portfolio (IVSOX) has a higher volatility of 8.99% compared to Voya Intermediate Bond Fund (IIBAX) at 1.74%. This indicates that IVSOX's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVSOX | IIBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.99% | 1.74% | +7.25% |
Volatility (6M)Calculated over the trailing 6-month period | 17.00% | 2.72% | +14.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.23% | 4.89% | +23.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 5.94% | +18.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.79% | 5.00% | +18.79% |