NQCFX vs. IRLNX
NQCFX (Northquest Capital Fund) and IRLNX (Voya Russell Large Cap Growth Index Portfolio) are both Large Cap Growth Equities funds. Over the past 10 years, NQCFX returned 11.23%/yr vs 18.08%/yr for IRLNX. Their correlation of 0.86 means they have usually moved in the same direction. NQCFX charges 1.47%/yr vs 0.43%/yr for IRLNX.
Performance
NQCFX vs. IRLNX - Performance Comparison
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Returns By Period
In the year-to-date period, NQCFX achieves a 18.73% return, which is significantly higher than IRLNX's 2.58% return. Over the past 10 years, NQCFX has underperformed IRLNX with an annualized return of 11.23%, while IRLNX has yielded a comparatively higher 18.08% annualized return.
NQCFX
- 1D
- 1.22%
- 1M
- -0.59%
- 6M
- 13.75%
- YTD
- 18.73%
- 1Y
- 21.49%
- 3Y*
- 15.06%
- 5Y*
- 7.64%
- 10Y*
- 11.23%
- ALL TIME*
- 6.58%
IRLNX
- 1D
- 2.15%
- 1M
- -0.51%
- 6M
- 5.90%
- YTD
- 2.58%
- 1Y
- 11.37%
- 3Y*
- 21.65%
- 5Y*
- 12.96%
- 10Y*
- 18.08%
- ALL TIME*
- 17.09%
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 |
NQCFX vs. IRLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NQCFX Northquest Capital Fund | 18.73% | 10.85% | 7.08% | 27.28% | -26.10% | 32.62% | 19.65% | 35.76% | -2.05% | 14.23% |
IRLNX Voya Russell Large Cap Growth Index Portfolio | 2.58% | 18.20% | 34.60% | 46.01% | -30.06% | 30.63% | 38.32% | 35.61% | -2.02% | 31.27% |
Correlation
The correlation between NQCFX and IRLNX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.86 |
The correlation between NQCFX and IRLNX shifts across timeframes, from 0.69 (3 years) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NQCFX vs. IRLNX — Risk / Return Rank
NQCFX
IRLNX
NQCFX vs. IRLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northquest Capital Fund (NQCFX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX). 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.
| NQCFX | IRLNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 0.74 | +1.40 |
| Martin ratioReturn relative to average drawdown | 7.02 | 2.09 | +4.92 |
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Drawdowns
NQCFX vs. IRLNX - Drawdown Comparison
The maximum NQCFX drawdown since its inception was -97.46%, which is greater than IRLNX's maximum drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for NQCFX and IRLNX.
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Drawdown Indicators
| NQCFX | IRLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.46% | -32.90% | -64.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -16.64% | +5.55% |
Max Drawdown (3Y)Largest decline over 3 years | -97.46% | -23.31% | -74.15% |
Max Drawdown (5Y)Largest decline over 5 years | -97.46% | -32.90% | -64.56% |
Max Drawdown (10Y)Largest decline over 10 years | -97.46% | -32.90% | -64.56% |
Current DrawdownCurrent decline from peak | -96.17% | -6.57% | -89.60% |
Average DrawdownAverage peak-to-trough decline | -14.92% | -4.75% | -10.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 5.66% | -2.28% |
Volatility
NQCFX vs. IRLNX - Volatility Comparison
Northquest Capital Fund (NQCFX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX) have volatilities of 7.28% and 7.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NQCFX | IRLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 7.04% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 16.91% | 14.93% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.67% | 18.58% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,579.10% | 22.36% | +1,556.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,116.65% | 21.62% | +1,095.03% |
NQCFX vs. IRLNX - Expense Ratio Comparison
NQCFX has a 1.47% expense ratio, which is higher than IRLNX's 0.43% expense ratio.
Dividends
NQCFX vs. IRLNX - Dividend Comparison
NQCFX's dividend yield for the trailing twelve months is around 1.29%, less than IRLNX's 20.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRLNX Voya Russell Large Cap Growth Index Portfolio | 20.13% | 9.54% | 3.55% | 4.60% | 11.22% | 0.83% | 4.18% | 4.95% | 3.70% | 0.99% | 1.23% | 1.14% |
NQCFX Northquest Capital Fund | 1.29% | 1.53% | 0.00% | 0.97% | 1.13% | 6.41% | 11.55% | 3.07% | 6.04% | 0.00% | 0.00% | 3.42% |
Frequently Asked Questions
NQCFX and IRLNX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NQCFX has higher volatility (7.28%) compared to IRLNX (7.04%). In terms of maximum drawdown, NQCFX dropped -97.46% vs IRLNX's -32.90%.
NQCFX currently has the higher Sharpe Ratio (1.21 vs 0.66), 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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