IVSOX vs. QISGX
Compare and contrast key facts about Voya SmallCap Opportunities Portfolio (IVSOX) and Federated Hermes MDT Small Cap Growth Fund (QISGX).
IVSOX is managed by Voya. It was launched on May 6, 1994. QISGX is managed by Federated. It was launched on Sep 15, 2005.
Performance
IVSOX vs. QISGX - Performance Comparison
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IVSOX vs. QISGX - 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% |
QISGX Federated Hermes MDT Small Cap Growth Fund | -3.30% | 17.72% | 15.63% | 19.63% | -27.94% | 18.14% | 29.91% | 21.14% | -6.33% | 25.17% |
Returns By Period
The year-to-date returns for both investments are quite close, with IVSOX having a -3.34% return and QISGX slightly higher at -3.30%. Over the past 10 years, IVSOX has underperformed QISGX with an annualized return of 8.98%, while QISGX has yielded a comparatively higher 11.53% 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%
QISGX
- 1D
- 4.16%
- 1M
- -5.52%
- YTD
- -3.30%
- 6M
- -0.83%
- 1Y
- 28.16%
- 3Y*
- 13.63%
- 5Y*
- 4.72%
- 10Y*
- 11.53%
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IVSOX vs. QISGX - Expense Ratio Comparison
IVSOX has a 0.85% expense ratio, which is lower than QISGX's 0.89% expense ratio.
Return for Risk
IVSOX vs. QISGX — Risk / Return Rank
IVSOX
QISGX
IVSOX vs. QISGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya SmallCap Opportunities Portfolio (IVSOX) and Federated Hermes MDT Small Cap Growth Fund (QISGX). 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 | QISGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.27 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.90 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.84 | -0.86 |
Martin ratioReturn relative to average drawdown | 3.36 | 6.52 | -3.15 |
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 | QISGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.27 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.19 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.47 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.35 | 0.00 |
Correlation
The correlation between IVSOX and QISGX is 0.92, 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. QISGX - Dividend Comparison
IVSOX's dividend yield for the trailing twelve months is around 2.42%, less than QISGX's 4.05% 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% |
QISGX Federated Hermes MDT Small Cap Growth Fund | 4.05% | 3.91% | 0.00% | 0.05% | 3.63% | 29.34% | 0.45% | 0.00% | 7.03% | 5.09% | 1.61% | 18.51% |
Drawdowns
IVSOX vs. QISGX - Drawdown Comparison
The maximum IVSOX drawdown since its inception was -74.77%, which is greater than QISGX's maximum drawdown of -60.75%. Use the drawdown chart below to compare losses from any high point for IVSOX and QISGX.
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Drawdown Indicators
| IVSOX | QISGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -60.75% | -14.02% |
Max Drawdown (1Y)Largest decline over 1 year | -17.04% | -13.23% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -38.60% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -45.08% | +3.18% |
Current DrawdownCurrent decline from peak | -12.81% | -9.62% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -26.06% | -13.99% | -12.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 3.73% | +1.60% |
Volatility
IVSOX vs. QISGX - Volatility Comparison
Voya SmallCap Opportunities Portfolio (IVSOX) has a higher volatility of 10.54% compared to Federated Hermes MDT Small Cap Growth Fund (QISGX) at 8.17%. This indicates that IVSOX's price experiences larger fluctuations and is considered to be riskier than QISGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVSOX | QISGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 8.17% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 17.71% | 16.54% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.65% | 22.52% | +6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 24.48% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 24.65% | -0.81% |