VOYA vs. VSMPX
Compare and contrast key facts about Voya Financial, Inc. (VOYA) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX).
VSMPX is managed by Vanguard. It was launched on Apr 28, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOYA or VSMPX.
Performance
VOYA vs. VSMPX - Performance Comparison
Returns By Period
In the year-to-date period, VOYA achieves a 13.62% return, which is significantly lower than VSMPX's 23.60% return.
VOYA
13.62%
-1.49%
10.18%
18.82%
8.63%
7.83%
VSMPX
23.60%
0.83%
11.44%
32.31%
14.67%
N/A
Key characteristics
| VOYA | VSMPX | |
|---|---|---|
| Sharpe Ratio | 0.73 | 2.57 |
| Sortino Ratio | 1.19 | 3.45 |
| Omega Ratio | 1.15 | 1.47 |
| Calmar Ratio | 1.11 | 3.77 |
| Martin Ratio | 2.84 | 16.49 |
| Ulcer Index | 5.97% | 1.96% |
| Daily Std Dev | 23.40% | 12.55% |
| Max Drawdown | -52.15% | -34.97% |
| Current Drawdown | -2.94% | -2.42% |
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Correlation
The correlation between VOYA and VSMPX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VOYA vs. VSMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Financial, Inc. (VOYA) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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.
Dividends
VOYA vs. VSMPX - Dividend Comparison
VOYA's dividend yield for the trailing twelve months is around 2.03%, more than VSMPX's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOYA Voya Financial, Inc. | 2.03% | 1.64% | 1.37% | 1.05% | 1.02% | 0.52% | 0.10% | 0.08% | 0.10% | 0.11% | 0.09% | 0.06% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.29% | 1.44% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 1.52% | 0.00% | 0.00% |
Drawdowns
VOYA vs. VSMPX - Drawdown Comparison
The maximum VOYA drawdown since its inception was -52.15%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for VOYA and VSMPX. For additional features, visit the drawdowns tool.
Volatility
VOYA vs. VSMPX - Volatility Comparison
Voya Financial, Inc. (VOYA) has a higher volatility of 12.71% compared to Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) at 4.25%. This indicates that VOYA's price experiences larger fluctuations and is considered to be riskier than VSMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.