IVSOX vs. IRVIX
Compare and contrast key facts about Voya SmallCap Opportunities Portfolio (IVSOX) and Voya Russell Large Cap Value Index Portfolio (IRVIX).
IVSOX is managed by Voya. It was launched on May 6, 1994. IRVIX is managed by Voya. It was launched on May 1, 2009.
Performance
IVSOX vs. IRVIX - Performance Comparison
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IVSOX vs. IRVIX - 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% |
IRVIX Voya Russell Large Cap Value Index Portfolio | -0.72% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
Returns By Period
In the year-to-date period, IVSOX achieves a -8.02% return, which is significantly lower than IRVIX's -0.72% return. Over the past 10 years, IVSOX has underperformed IRVIX with an annualized return of 8.44%, while IRVIX has yielded a comparatively higher 10.33% 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%
IRVIX
- 1D
- -0.18%
- 1M
- -6.61%
- YTD
- -0.72%
- 6M
- 4.06%
- 1Y
- 12.37%
- 3Y*
- 13.83%
- 5Y*
- 9.41%
- 10Y*
- 10.33%
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IVSOX vs. IRVIX - Expense Ratio Comparison
IVSOX has a 0.85% expense ratio, which is higher than IRVIX's 0.35% expense ratio.
Return for Risk
IVSOX vs. IRVIX — Risk / Return Rank
IVSOX
IRVIX
IVSOX vs. IRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya SmallCap Opportunities Portfolio (IVSOX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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 | IRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.88 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.39 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.70 | -0.13 |
Martin ratioReturn relative to average drawdown | 1.98 | 2.83 | -0.85 |
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 | IRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.88 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.68 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.62 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.68 | -0.33 |
Correlation
The correlation between IVSOX and IRVIX is 0.79, 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
IVSOX vs. IRVIX - Dividend Comparison
IVSOX's dividend yield for the trailing twelve months is around 2.55%, less than IRVIX's 30.10% 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% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 30.10% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
Drawdowns
IVSOX vs. IRVIX - Drawdown Comparison
The maximum IVSOX drawdown since its inception was -74.77%, which is greater than IRVIX's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IVSOX and IRVIX.
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Drawdown Indicators
| IVSOX | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -35.67% | -39.10% |
Max Drawdown (1Y)Largest decline over 1 year | -17.04% | -11.04% | -6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -18.37% | -15.76% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -35.67% | -6.23% |
Current DrawdownCurrent decline from peak | -17.04% | -6.64% | -10.40% |
Average DrawdownAverage peak-to-trough decline | -26.06% | -3.86% | -22.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 3.30% | +1.99% |
Volatility
IVSOX vs. IRVIX - Volatility Comparison
Voya SmallCap Opportunities Portfolio (IVSOX) has a higher volatility of 8.99% compared to Voya Russell Large Cap Value Index Portfolio (IRVIX) at 3.31%. This indicates that IVSOX's price experiences larger fluctuations and is considered to be riskier than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVSOX | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.99% | 3.31% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.00% | 7.51% | +9.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.23% | 16.09% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 14.14% | +9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.79% | 16.81% | +6.98% |