IYY vs. VYCAX
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 14.63%/yr vs 14.07%/yr for VYCAX. Their correlation of 0.93 suggests significant overlap in exposure. IYY charges 0.20%/yr vs 0.81%/yr for VYCAX.
Performance
IYY vs. VYCAX - Performance Comparison
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Returns By Period
In the year-to-date period, IYY achieves a 10.56% return, which is significantly lower than VYCAX's 11.18% return. Both investments have delivered pretty close results over the past 10 years, with IYY having a 14.63% annualized return and VYCAX not far behind at 14.07%.
IYY
- 1D
- -0.74%
- 1M
- 1.26%
- 6M
- 8.32%
- YTD
- 10.56%
- 1Y
- 21.06%
- 3Y*
- 19.79%
- 5Y*
- 12.12%
- 10Y*
- 14.63%
VYCAX
- 1D
- 0.31%
- 1M
- 2.04%
- 6M
- 8.83%
- YTD
- 11.18%
- 1Y
- 19.03%
- 3Y*
- 18.34%
- 5Y*
- 11.60%
- 10Y*
- 14.07%
IYY vs. VYCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYY iShares Dow Jones U.S. ETF | 10.56% | 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 | 11.18% | 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 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
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 1, 2008 | 0.93 |
Over the past year, the correlation between IYY and VYCAX has dropped to 0.72 - well below their long-term average of 0.93, suggesting their price drivers have been diverging.
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Return for Risk
IYY vs. VYCAX — Risk / Return Rank
IYY
VYCAX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IYY | VYCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.56 | -0.19 |
| Martin ratioReturn relative to average drawdown | 10.27 | 10.36 | -0.09 |
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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
| IYY | VYCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.05% | -0.34% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -5.31% | -5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.86% | +0.20% |
Volatility
IYY vs. VYCAX - Volatility Comparison
iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 4.09% compared to Voya Corporate Leaders 100 Fund Class A (VYCAX) at 3.42%. 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
| IYY | VYCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 3.42% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 8.16% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 10.66% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 15.78% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 17.44% | +0.71% |
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 0.87%, less than VYCAX's 7.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYY iShares Dow Jones U.S. ETF | 0.87% | 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 | 7.39% | 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 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYY has higher volatility (4.09%) compared to VYCAX (3.42%). In terms of maximum drawdown, IYY dropped -55.17% vs VYCAX's -46.74%.
VYCAX currently has the higher Sharpe Ratio (1.87 vs 1.67), 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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