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LVOYX vs. IPMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LVOYX vs. IPMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Value Opportunities Fund (LVOYX) and Voya Index Plus MidCap Portfolio (IPMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LVOYX achieves a 11.82% return, which is significantly lower than IPMIX's 15.43% return. Over the past 10 years, LVOYX has underperformed IPMIX with an annualized return of 8.24%, while IPMIX has yielded a comparatively higher 10.26% annualized return.


LVOYX

1D
0.94%
1M
-1.92%
6M
6.55%
YTD
11.82%
1Y
16.01%
3Y*
9.96%
5Y*
4.91%
10Y*
8.24%
ALL TIME*
9.51%

IPMIX

1D
1.10%
1M
0.04%
6M
11.79%
YTD
15.43%
1Y
23.10%
3Y*
14.16%
5Y*
8.95%
10Y*
10.26%
ALL TIME*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

LVOYX vs. IPMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LVOYX
Lord Abbett Value Opportunities Fund
11.82%0.87%13.84%17.03%-21.62%27.23%15.54%23.05%-12.06%10.18%
IPMIX
Voya Index Plus MidCap Portfolio
15.43%8.27%15.17%17.49%-14.10%27.70%8.18%26.62%-14.34%13.66%

Correlation

The correlation between LVOYX and IPMIX is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.85

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.91

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2005

0.95

The correlation between LVOYX and IPMIX shifts across timeframes, from 0.81 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LVOYX vs. IPMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LVOYX
LVOYX Risk / Return Rank: 2828
Overall Rank
LVOYX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LVOYX Sortino Ratio Rank: 2727
Sortino Ratio Rank
LVOYX Omega Ratio Rank: 2424
Omega Ratio Rank
LVOYX Calmar Ratio Rank: 3232
Calmar Ratio Rank
LVOYX Martin Ratio Rank: 3333
Martin Ratio Rank

IPMIX
IPMIX Risk / Return Rank: 4141
Overall Rank
IPMIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IPMIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
IPMIX Omega Ratio Rank: 5050
Omega Ratio Rank
IPMIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
IPMIX Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LVOYX vs. IPMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Value Opportunities Fund (LVOYX) and Voya Index Plus MidCap Portfolio (IPMIX). 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.


LVOYXIPMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratioReturn relative to maximum drawdown

1.50

1.87

-0.37

Martin ratioReturn relative to average drawdown

5.10

5.27

-0.17

LVOYX vs. IPMIX - Sharpe Ratio Comparison

The current LVOYX Sharpe Ratio is 0.93, which is comparable to the IPMIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of LVOYX and IPMIX, 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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Drawdowns

LVOYX vs. IPMIX - Drawdown Comparison

The maximum LVOYX drawdown since its inception was -46.13%, smaller than the maximum IPMIX drawdown of -54.71%. Use the drawdown chart below to compare losses from any high point for LVOYX and IPMIX.


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Drawdown Indicators


LVOYXIPMIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.13%

-54.71%

+8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.26%

-12.67%

+3.41%

Max Drawdown (3Y)

Largest decline over 3 years

-25.29%

-23.97%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

-24.28%

-4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.06%

-43.76%

+4.70%

Current Drawdown

Current decline from peak

-3.24%

-6.50%

+3.26%

Average Drawdown

Average peak-to-trough decline

-7.68%

-10.14%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

4.34%

-1.62%

Volatility

LVOYX vs. IPMIX - Volatility Comparison

Lord Abbett Value Opportunities Fund (LVOYX) has a higher volatility of 3.87% compared to Voya Index Plus MidCap Portfolio (IPMIX) at 3.62%. This indicates that LVOYX's price experiences larger fluctuations and is considered to be riskier than IPMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LVOYXIPMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.62%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

17.60%

-6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

20.63%

-5.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

21.23%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.05%

22.03%

-1.98%

LVOYX vs. IPMIX - Expense Ratio Comparison

LVOYX has a 0.90% expense ratio, which is higher than IPMIX's 0.60% expense ratio.


Dividends

LVOYX vs. IPMIX - Dividend Comparison

LVOYX's dividend yield for the trailing twelve months is around 5.38%, less than IPMIX's 6.54% yield.


PositionTTM20252024202320222021202020192018201720162015
IPMIX
Voya Index Plus MidCap Portfolio
6.54%7.59%4.15%4.66%29.03%1.13%1.20%10.96%16.62%7.62%10.43%17.41%
LVOYX
Lord Abbett Value Opportunities Fund
5.38%6.01%6.65%1.59%9.14%12.66%5.41%11.55%10.49%5.98%5.82%7.68%

Frequently Asked Questions


LVOYX and IPMIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LVOYX has higher volatility (3.87%) compared to IPMIX (3.62%). In terms of maximum drawdown, LVOYX dropped -46.13% vs IPMIX's -54.71%.

IPMIX currently has the higher Sharpe Ratio (1.15 vs 0.93), 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.

Portfolio Optimizer

Find the right allocation for LVOYX and IPMIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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