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NMCIX vs. IIBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMCIX vs. IIBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya MidCap Opportunities Fund (NMCIX) and Voya Intermediate Bond Fund (IIBAX). The values are adjusted to include any dividend payments, if applicable.

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NMCIX vs. IIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMCIX
Voya MidCap Opportunities Fund
-11.22%3.45%15.64%23.34%-25.31%11.38%40.69%37.57%-7.98%24.98%
IIBAX
Voya Intermediate Bond Fund
-0.79%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%

Returns By Period

In the year-to-date period, NMCIX achieves a -11.22% return, which is significantly lower than IIBAX's -0.79% return. Over the past 10 years, NMCIX has outperformed IIBAX with an annualized return of 9.86%, while IIBAX has yielded a comparatively lower 1.82% annualized return.


NMCIX

1D
-1.87%
1M
-11.79%
YTD
-11.22%
6M
-15.71%
1Y
0.85%
3Y*
7.10%
5Y*
1.69%
10Y*
9.86%

IIBAX

1D
0.46%
1M
-2.57%
YTD
-0.79%
6M
-0.19%
1Y
2.87%
3Y*
3.83%
5Y*
0.05%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMCIX vs. IIBAX - Expense Ratio Comparison

NMCIX has a 0.93% expense ratio, which is higher than IIBAX's 0.69% expense ratio.


Return for Risk

NMCIX vs. IIBAX — Risk / Return Rank

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

NMCIX
NMCIX Risk / Return Rank: 33
Overall Rank
NMCIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NMCIX Sortino Ratio Rank: 55
Sortino Ratio Rank
NMCIX Omega Ratio Rank: 55
Omega Ratio Rank
NMCIX Calmar Ratio Rank: 11
Calmar Ratio Rank
NMCIX Martin Ratio Rank: 11
Martin Ratio Rank

IIBAX
IIBAX Risk / Return Rank: 3838
Overall Rank
IIBAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 3333
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 2626
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.

NMCIX vs. IIBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya MidCap Opportunities Fund (NMCIX) and Voya Intermediate Bond Fund (IIBAX). 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.


NMCIXIIBAXDifference

Sharpe ratio

Return per unit of total volatility

-0.05

0.90

-0.95

Sortino ratio

Return per unit of downside risk

0.12

1.30

-1.18

Omega ratio

Gain probability vs. loss probability

1.01

1.16

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.61

1.05

-1.66

Martin ratio

Return relative to average drawdown

-1.80

2.88

-4.68

NMCIX vs. IIBAX - Sharpe Ratio Comparison

The current NMCIX Sharpe Ratio is -0.05, which is lower than the IIBAX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of NMCIX and IIBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NMCIXIIBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.90

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.01

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.37

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.90

-0.51

Correlation

The correlation between NMCIX and IIBAX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NMCIX vs. IIBAX - Dividend Comparison

NMCIX's dividend yield for the trailing twelve months is around 15.72%, more than IIBAX's 3.20% yield.


TTM20252024202320222021202020192018201720162015
NMCIX
Voya MidCap Opportunities Fund
15.72%13.96%10.01%0.72%0.00%21.64%17.74%12.19%19.82%13.64%6.06%8.73%
IIBAX
Voya Intermediate Bond Fund
3.20%3.43%4.50%4.05%1.98%2.03%4.69%3.23%2.93%2.88%2.96%2.45%

Drawdowns

NMCIX vs. IIBAX - Drawdown Comparison

The maximum NMCIX drawdown since its inception was -68.41%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for NMCIX and IIBAX.


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Drawdown Indicators


NMCIXIIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.41%

-20.34%

-48.07%

Max Drawdown (1Y)

Largest decline over 1 year

-17.38%

-3.05%

-14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-39.00%

-20.01%

-18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-39.00%

-20.34%

-18.66%

Current Drawdown

Current decline from peak

-17.38%

-3.28%

-14.10%

Average Drawdown

Average peak-to-trough decline

-20.98%

-2.88%

-18.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.81%

1.12%

+7.69%

Volatility

NMCIX vs. IIBAX - Volatility Comparison

Voya MidCap Opportunities Fund (NMCIX) has a higher volatility of 6.71% compared to Voya Intermediate Bond Fund (IIBAX) at 1.74%. This indicates that NMCIX's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMCIXIIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

1.74%

+4.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

2.72%

+11.16%

Volatility (1Y)

Calculated over the trailing 1-year period

25.83%

4.89%

+20.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

5.94%

+16.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

5.00%

+16.94%