IVSOX vs. IPHYX
Compare and contrast key facts about Voya SmallCap Opportunities Portfolio (IVSOX) and Voya High Yield Portfolio (IPHYX).
IVSOX is managed by Voya. It was launched on May 6, 1994. IPHYX is managed by Voya. It was launched on May 3, 2004.
Performance
IVSOX vs. IPHYX - Performance Comparison
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IVSOX vs. IPHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVSOX Voya SmallCap Opportunities Portfolio | -3.34% | 14.79% | 18.89% | 20.93% | -23.02% | 4.78% | 26.36% | 25.77% | -16.03% | 18.75% |
IPHYX Voya High Yield Portfolio | -1.15% | 6.80% | 6.74% | 11.47% | -13.75% | 4.15% | 5.66% | 15.24% | -3.18% | 6.24% |
Returns By Period
In the year-to-date period, IVSOX achieves a -3.34% return, which is significantly lower than IPHYX's -1.15% return. Over the past 10 years, IVSOX has outperformed IPHYX with an annualized return of 8.98%, while IPHYX has yielded a comparatively lower 4.62% annualized return.
IVSOX
- 1D
- 5.09%
- 1M
- -8.83%
- YTD
- -3.34%
- 6M
- 1.12%
- 1Y
- 25.30%
- 3Y*
- 14.34%
- 5Y*
- 4.19%
- 10Y*
- 8.98%
IPHYX
- 1D
- 0.81%
- 1M
- -1.47%
- YTD
- -1.15%
- 6M
- -0.12%
- 1Y
- 4.34%
- 3Y*
- 6.55%
- 5Y*
- 2.50%
- 10Y*
- 4.62%
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IVSOX vs. IPHYX - Expense Ratio Comparison
IVSOX has a 0.85% expense ratio, which is higher than IPHYX's 0.73% expense ratio.
Return for Risk
IVSOX vs. IPHYX — Risk / Return Rank
IVSOX
IPHYX
IVSOX vs. IPHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya SmallCap Opportunities Portfolio (IVSOX) and Voya High Yield Portfolio (IPHYX). 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 | IPHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.21 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.73 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.31 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.36 | 5.81 | -2.44 |
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 | IPHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.21 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.50 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.85 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 1.01 | -0.66 |
Correlation
The correlation between IVSOX and IPHYX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IVSOX vs. IPHYX - Dividend Comparison
IVSOX's dividend yield for the trailing twelve months is around 2.42%, less than IPHYX's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVSOX Voya SmallCap Opportunities Portfolio | 2.42% | 2.34% | 0.66% | 0.00% | 26.68% | 10.12% | 0.36% | 13.66% | 22.36% | 5.60% | 8.58% | 11.10% |
IPHYX Voya High Yield Portfolio | 3.95% | 4.47% | 5.90% | 5.68% | 4.36% | 4.26% | 5.03% | 5.14% | 6.03% | 6.82% | 6.44% | 6.32% |
Drawdowns
IVSOX vs. IPHYX - Drawdown Comparison
The maximum IVSOX drawdown since its inception was -74.77%, which is greater than IPHYX's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for IVSOX and IPHYX.
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Drawdown Indicators
| IVSOX | IPHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -32.43% | -42.34% |
Max Drawdown (1Y)Largest decline over 1 year | -17.04% | -3.00% | -14.04% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -17.18% | -16.95% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -20.45% | -21.45% |
Current DrawdownCurrent decline from peak | -12.81% | -1.72% | -11.09% |
Average DrawdownAverage peak-to-trough decline | -26.06% | -2.81% | -23.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 0.76% | +4.57% |
Volatility
IVSOX vs. IPHYX - Volatility Comparison
Voya SmallCap Opportunities Portfolio (IVSOX) has a higher volatility of 10.54% compared to Voya High Yield Portfolio (IPHYX) at 1.64%. This indicates that IVSOX's price experiences larger fluctuations and is considered to be riskier than IPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVSOX | IPHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 1.64% | +8.90% |
Volatility (6M)Calculated over the trailing 6-month period | 17.71% | 2.37% | +15.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.65% | 4.27% | +24.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 5.16% | +18.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 5.51% | +18.33% |