PortfoliosLab logoPortfoliosLab logo
NLCAX vs. IPHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NLCAX vs. IPHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Large-Cap Growth Fund (NLCAX) and Voya High Yield Portfolio (IPHYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NLCAX vs. IPHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLCAX
Voya Large-Cap Growth Fund
-14.02%14.63%34.62%37.74%-31.26%18.63%30.75%32.35%-1.91%29.29%
IPHYX
Voya High Yield Portfolio
-1.94%6.80%6.74%11.47%-13.75%4.15%5.66%15.24%-3.18%6.24%

Returns By Period

In the year-to-date period, NLCAX achieves a -14.02% return, which is significantly lower than IPHYX's -1.94% return. Over the past 10 years, NLCAX has outperformed IPHYX with an annualized return of 13.01%, while IPHYX has yielded a comparatively lower 4.53% annualized return.


NLCAX

1D
-0.88%
1M
-9.47%
YTD
-14.02%
6M
-13.56%
1Y
10.76%
3Y*
17.83%
5Y*
8.46%
10Y*
13.01%

IPHYX

1D
0.12%
1M
-2.49%
YTD
-1.94%
6M
-0.81%
1Y
3.74%
3Y*
6.26%
5Y*
2.35%
10Y*
4.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


NLCAX vs. IPHYX - Expense Ratio Comparison

NLCAX has a 0.97% expense ratio, which is higher than IPHYX's 0.73% expense ratio.


Return for Risk

NLCAX vs. IPHYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NLCAX
NLCAX Risk / Return Rank: 1313
Overall Rank
NLCAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NLCAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
NLCAX Omega Ratio Rank: 1616
Omega Ratio Rank
NLCAX Calmar Ratio Rank: 88
Calmar Ratio Rank
NLCAX Martin Ratio Rank: 88
Martin Ratio Rank

IPHYX
IPHYX Risk / Return Rank: 5454
Overall Rank
IPHYX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IPHYX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IPHYX Omega Ratio Rank: 6464
Omega Ratio Rank
IPHYX Calmar Ratio Rank: 3939
Calmar Ratio Rank
IPHYX Martin Ratio Rank: 4545
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.

NLCAX vs. IPHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Large-Cap Growth Fund (NLCAX) and Voya High Yield Portfolio (IPHYX). 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.


NLCAXIPHYXDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.09

-0.67

Sortino ratio

Return per unit of downside risk

0.78

1.54

-0.76

Omega ratio

Gain probability vs. loss probability

1.10

1.24

-0.14

Calmar ratio

Return relative to maximum drawdown

0.11

1.03

-0.92

Martin ratio

Return relative to average drawdown

0.34

4.60

-4.25

NLCAX vs. IPHYX - Sharpe Ratio Comparison

The current NLCAX Sharpe Ratio is 0.42, which is lower than the IPHYX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of NLCAX and IPHYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NLCAXIPHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.09

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.47

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.84

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.01

-0.61

Correlation

The correlation between NLCAX and IPHYX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NLCAX vs. IPHYX - Dividend Comparison

NLCAX's dividend yield for the trailing twelve months is around 18.80%, more than IPHYX's 3.98% yield.


TTM20252024202320222021202020192018201720162015
NLCAX
Voya Large-Cap Growth Fund
18.80%16.16%4.69%0.00%24.97%18.15%13.40%4.61%7.42%5.86%5.52%7.37%
IPHYX
Voya High Yield Portfolio
3.98%4.47%5.90%5.68%4.36%4.26%5.03%5.14%6.03%6.82%6.44%6.32%

Drawdowns

NLCAX vs. IPHYX - Drawdown Comparison

The maximum NLCAX drawdown since its inception was -76.45%, which is greater than IPHYX's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for NLCAX and IPHYX.


Loading graphics...

Drawdown Indicators


NLCAXIPHYXDifference

Max Drawdown

Largest peak-to-trough decline

-76.45%

-32.43%

-44.02%

Max Drawdown (1Y)

Largest decline over 1 year

-17.52%

-3.00%

-14.52%

Max Drawdown (5Y)

Largest decline over 5 years

-35.36%

-17.18%

-18.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.36%

-20.45%

-14.91%

Current Drawdown

Current decline from peak

-17.52%

-2.51%

-15.01%

Average Drawdown

Average peak-to-trough decline

-31.44%

-2.81%

-28.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

0.76%

+4.99%

Volatility

NLCAX vs. IPHYX - Volatility Comparison

Voya Large-Cap Growth Fund (NLCAX) has a higher volatility of 5.72% compared to Voya High Yield Portfolio (IPHYX) at 1.36%. This indicates that NLCAX's price experiences larger fluctuations and is considered to be riskier than IPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NLCAXIPHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

1.36%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

2.23%

+10.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

4.19%

+18.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

5.16%

+16.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

5.50%

+15.68%