LGLV vs. VYMSX
LGLV (SPDR SSGA US Large Cap Low Volatility Index ETF) and VYMSX (Voya Mid Cap Research Enhanced Index Fund) are both funds - LGLV is a Low Volatility fund tracking the State Street U.S. Large Cap Low Volatility Index, while VYMSX is a Mid Cap Blend Equities fund managed by Voya. Over the past 10 years, LGLV returned 11.19%/yr vs 10.22%/yr for VYMSX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. LGLV charges 0.12%/yr vs 0.82%/yr for VYMSX.
Performance
LGLV vs. VYMSX - Performance Comparison
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Returns By Period
In the year-to-date period, LGLV achieves a 7.61% return, which is significantly lower than VYMSX's 17.08% return. Over the past 10 years, LGLV has outperformed VYMSX with an annualized return of 11.19%, while VYMSX has yielded a comparatively lower 10.22% annualized return.
LGLV
- 1D
- 0.02%
- 1M
- 0.47%
- 6M
- 3.70%
- YTD
- 7.61%
- 1Y
- 10.51%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 11.19%
- ALL TIME*
- 11.95%
VYMSX
- 1D
- 0.64%
- 1M
- -0.90%
- 6M
- 13.00%
- YTD
- 17.08%
- 1Y
- 23.06%
- 3Y*
- 14.06%
- 5Y*
- 8.70%
- 10Y*
- 10.22%
- ALL TIME*
- 8.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.56M | $4.60M | $5.45M | |
| $0.00 | $0.00 | $0.00 |
LGLV vs. VYMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 7.61% | 8.37% | 16.22% | 9.19% | -8.17% | 27.95% | 7.42% | 30.83% | 0.32% | 17.84% |
VYMSX Voya Mid Cap Research Enhanced Index Fund | 17.08% | 6.79% | 14.92% | 17.35% | -14.63% | 27.47% | 8.26% | 28.18% | -14.55% | 13.43% |
Correlation
The correlation between LGLV and VYMSX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2013 | 0.70 |
Over the past year, the correlation between LGLV and VYMSX has dropped to 0.38 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
LGLV vs. VYMSX — Risk / Return Rank
LGLV
VYMSX
LGLV vs. VYMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). 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.
| LGLV | VYMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.33 | -0.86 |
| Martin ratioReturn relative to average drawdown | 3.41 | 8.77 | -5.36 |
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Drawdowns
LGLV vs. VYMSX - Drawdown Comparison
The maximum LGLV drawdown since its inception was -36.64%, smaller than the maximum VYMSX drawdown of -57.85%. Use the drawdown chart below to compare losses from any high point for LGLV and VYMSX.
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Drawdown Indicators
| LGLV | VYMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -57.85% | +21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -10.34% | +3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -10.17% | -24.02% | +13.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -31.71% | +14.22% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -43.69% | +7.05% |
Current DrawdownCurrent decline from peak | -2.14% | -3.15% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -3.21% | -9.12% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.69% | +0.26% |
Volatility
LGLV vs. VYMSX - Volatility Comparison
SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) has a higher volatility of 4.53% compared to Voya Mid Cap Research Enhanced Index Fund (VYMSX) at 4.02%. This indicates that LGLV's price experiences larger fluctuations and is considered to be riskier than VYMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGLV | VYMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 4.02% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 13.39% | -5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 17.77% | -7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.03% | 23.36% | -10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 22.90% | -6.81% |
LGLV vs. VYMSX - Expense Ratio Comparison
LGLV has a 0.12% expense ratio, which is lower than VYMSX's 0.82% expense ratio.
Dividends
LGLV vs. VYMSX - Dividend Comparison
LGLV's dividend yield for the trailing twelve months is around 1.99%, less than VYMSX's 25.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 1.99% | 1.94% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% |
VYMSX Voya Mid Cap Research Enhanced Index Fund | 25.42% | 29.77% | 11.50% | 0.96% | 6.78% | 14.81% | 0.79% | 2.00% | 13.24% | 7.58% | 1.83% | 6.83% |
Frequently Asked Questions
LGLV and VYMSX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGLV has higher volatility (4.53%) compared to VYMSX (4.02%). In terms of maximum drawdown, LGLV dropped -36.64% vs VYMSX's -57.85%.
VYMSX currently has the higher Sharpe Ratio (1.36 vs 0.99), 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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