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IYY vs. VYCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYY vs. VYCAX

Last updated Jun 5, 2026

IYY (iShares Dow Jones U.S. ETF) and VYCAX (Voya Corporate Leaders 100 Fund Class A) are both funds - IYY is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Index, while VYCAX is a Large Cap Growth Equities fund managed by Voya. Over the past 10 years, IYY returned 15.01%/yr vs 14.02%/yr for VYCAX. Their correlation of 0.94 suggests significant overlap in exposure. IYY charges 0.20%/yr vs 0.81%/yr for VYCAX.

Performance

IYY vs. VYCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and Voya Corporate Leaders 100 Fund Class A (VYCAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYY achieves a 11.44% return, which is significantly higher than VYCAX's 8.18% return. Over the past 10 years, IYY has outperformed VYCAX with an annualized return of 15.01%, while VYCAX has yielded a comparatively lower 14.02% annualized return.

IYY

1D
0.47%
1M
4.71%
YTD
11.44%
6M
11.21%
1Y
28.05%
3Y*
22.36%
5Y*
13.02%
10Y*
15.01%

VYCAX

1D
-0.63%
1M
3.49%
YTD
8.18%
6M
8.72%
1Y
20.97%
3Y*
18.81%
5Y*
11.22%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYY vs. VYCAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYY
iShares Dow Jones U.S. ETF		11.44%17.08%24.15%26.48%-19.57%26.38%20.10%30.78%-5.16%21.33%
VYCAX
Voya Corporate Leaders 100 Fund Class A		8.18%17.37%17.68%18.99%-11.30%27.35%11.49%38.96%-7.22%18.93%

Correlation

The correlation between IYY and VYCAX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2008

0.94

The correlation between IYY and VYCAX shifts across timeframes, from 0.75 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Dow Jones U.S. ETF

Voya Corporate Leaders 100 Fund Class A

Often compared with IYY:
IYY vs. DIAIYY vs. VOOIYY vs. VTIIYY vs. IYMIYY vs. QQQIYY vs. CIND.LIYY vs. SCHB
Often compared with VYCAX:
VYCAX vs. VOOVYCAX vs. IIIIXVYCAX vs. FCNTXVYCAX vs. FNSTXVYCAX vs. IIRLXVYCAX vs. QQQVYCAX vs. FSKAX

Return for Risk

IYY vs. VYCAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYY
IYY Risk / Return Rank: 7272
Overall Rank
IYY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 7272
Sortino Ratio Rank
IYY Omega Ratio Rank: 7272
Omega Ratio Rank
IYY Calmar Ratio Rank: 6464
Calmar Ratio Rank
IYY Martin Ratio Rank: 7676
Martin Ratio Rank
VYCAX
VYCAX Risk / Return Rank: 5757
Overall Rank
VYCAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VYCAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VYCAX Omega Ratio Rank: 5252
Omega Ratio Rank
VYCAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
VYCAX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IYY vs. VYCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and Voya Corporate Leaders 100 Fund Class A (VYCAX). 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.

IYYVYCAXDifference
Sharpe ratioReturn per unit of total volatility
2.35
2.20

+0.15

Sortino ratioReturn per unit of downside risk
3.22
3.16

+0.05

Omega ratioGain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

3.15

2.93

+0.22

Martin ratioReturn relative to average drawdown

14.49

11.91

+2.58

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYY vs. VYCAX - Sharpe Ratio Comparison

The current IYY Sharpe Ratio is 2.35, which is comparable to the VYCAX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IYY and VYCAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IYYVYCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.20

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.73

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.81

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.62

-0.18

Drawdowns

IYY vs. VYCAX - Drawdown Comparison

The maximum IYY drawdown since its inception was -55.17%, which is greater than VYCAX's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for IYY and VYCAX.

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Drawdown Indicators

IYYVYCAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-46.74%

-8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-7.77%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-15.07%

-3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-22.80%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

-33.41%

-1.49%

Current Drawdown

Current decline from peak

-0.26%

-0.67%

+0.41%

Average Drawdown

Average peak-to-trough decline

-10.84%

-5.33%

-5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.85%

+0.09%

Volatility

IYY vs. VYCAX - Volatility Comparison

iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 2.88% compared to Voya Corporate Leaders 100 Fund Class A (VYCAX) at 2.67%. This indicates that IYY's price experiences larger fluctuations and is considered to be riskier than VYCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IYYVYCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.67%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

7.62%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

10.36%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

15.75%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

17.49%

+0.67%

IYY vs. VYCAX - Expense Ratio Comparison

IYY has a 0.20% expense ratio, which is lower than VYCAX's 0.81% expense ratio.

Dividends

IYY vs. VYCAX - Dividend Comparison

IYY's dividend yield for the trailing twelve months is around 0.86%, less than VYCAX's 7.60% yield.

PositionTTM20252024202320222021202020192018201720162015
IYY
iShares Dow Jones U.S. ETF		0.86%0.95%1.05%1.29%1.48%1.04%1.31%1.80%1.97%1.62%1.81%1.97%
VYCAX
Voya Corporate Leaders 100 Fund Class A		7.60%8.22%6.97%4.35%5.78%7.81%25.30%16.80%10.28%2.94%1.52%1.52%

Frequently Asked Questions

IYY and VYCAX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYY has higher volatility (2.88%) compared to VYCAX (2.67%). In terms of maximum drawdown, IYY dropped -55.17% vs VYCAX's -46.74%.

IYY currently has the higher Sharpe Ratio (2.35 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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