LLSCX vs. IIRMX
LLSCX (Longleaf Partners Small-Cap Fund) and IIRMX (Voya Russell Mid Cap Index Portfolio) are both Mid Cap Blend Equities funds. Over the past 10 years, LLSCX returned 5.81%/yr vs 11.37%/yr for IIRMX. Their correlation of 0.83 means they have usually moved in the same direction. LLSCX charges 0.95%/yr vs 0.40%/yr for IIRMX.
Performance
LLSCX vs. IIRMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLSCX achieves a -3.30% return, which is significantly lower than IIRMX's 19.08% return. Over the past 10 years, LLSCX has underperformed IIRMX with an annualized return of 5.81%, while IIRMX has yielded a comparatively higher 11.37% annualized return.
LLSCX
- 1D
- -2.33%
- 1M
- 1.15%
- 6M
- -4.81%
- YTD
- -3.30%
- 1Y
- 1.06%
- 3Y*
- 5.40%
- 5Y*
- 2.00%
- 10Y*
- 5.81%
- ALL TIME*
- 9.87%
IIRMX
- 1D
- 0.33%
- 1M
- -0.44%
- 6M
- 15.62%
- YTD
- 19.08%
- 1Y
- 23.10%
- 3Y*
- 15.96%
- 5Y*
- 8.71%
- 10Y*
- 11.37%
- ALL TIME*
- 10.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LLSCX vs. IIRMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLSCX Longleaf Partners Small-Cap Fund | -3.30% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 27.74% | -6.52% | 9.07% |
IIRMX Voya Russell Mid Cap Index Portfolio | 19.08% | 10.40% | 14.78% | 16.74% | -17.55% | 21.79% | 16.04% | 29.16% | -9.30% | 18.05% |
Correlation
The correlation between LLSCX and IIRMX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2008 | 0.83 |
Over the past year, the correlation between LLSCX and IIRMX has dropped to 0.49 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LLSCX vs. IIRMX — Risk / Return Rank
LLSCX
IIRMX
LLSCX vs. IIRMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Small-Cap Fund (LLSCX) and Voya Russell Mid Cap Index Portfolio (IIRMX). 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.
| LLSCX | IIRMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.28 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.53 | -2.68 |
| Martin ratioReturn relative to average drawdown | -0.31 | 10.96 | -11.27 |
Loading charts...
Drawdowns
LLSCX vs. IIRMX - Drawdown Comparison
The maximum LLSCX drawdown since its inception was -63.97%, which is greater than IIRMX's maximum drawdown of -56.44%. Use the drawdown chart below to compare losses from any high point for LLSCX and IIRMX.
Loading charts...
Drawdown Indicators
| LLSCX | IIRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.97% | -56.44% | -7.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -9.61% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -21.18% | +5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -26.26% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | -40.41% | -1.82% |
Current DrawdownCurrent decline from peak | -7.56% | -0.66% | -6.90% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -7.82% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 2.16% | +3.46% |
Volatility
LLSCX vs. IIRMX - Volatility Comparison
Longleaf Partners Small-Cap Fund (LLSCX) has a higher volatility of 5.13% compared to Voya Russell Mid Cap Index Portfolio (IIRMX) at 2.49%. This indicates that LLSCX's price experiences larger fluctuations and is considered to be riskier than IIRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLSCX | IIRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 2.49% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 19.37% | -9.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 22.34% | -8.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 20.34% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 20.34% | +4.24% |
LLSCX vs. IIRMX - Expense Ratio Comparison
LLSCX has a 0.95% expense ratio, which is higher than IIRMX's 0.40% expense ratio.
Dividends
LLSCX vs. IIRMX - Dividend Comparison
LLSCX's dividend yield for the trailing twelve months is around 1.21%, less than IIRMX's 37.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIRMX Voya Russell Mid Cap Index Portfolio | 37.05% | 13.19% | 10.43% | 11.78% | 10.34% | 10.34% | 14.22% | 20.78% | 15.64% | 8.09% | 14.11% | 10.13% |
LLSCX Longleaf Partners Small-Cap Fund | 1.21% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
Frequently Asked Questions
LLSCX and IIRMX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLSCX has higher volatility (5.13%) compared to IIRMX (2.49%). In terms of maximum drawdown, LLSCX dropped -63.97% vs IIRMX's -56.44%.
IIRMX currently has the higher Sharpe Ratio (1.09 vs -0.13), 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.
Find the right allocation for LLSCX and IIRMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer