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VOYA vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOYA vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Financial, Inc. (VOYA) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

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VOYA vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOYA
Voya Financial, Inc.
-9.49%11.05%-3.43%20.69%-6.06%14.05%-2.47%53.73%-18.80%26.26%
XLF
Financial Select Sector SPDR Fund
-9.27%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Returns By Period

The year-to-date returns for both investments are quite close, with VOYA having a -9.49% return and XLF slightly higher at -9.27%. Over the past 10 years, VOYA has underperformed XLF with an annualized return of 9.53%, while XLF has yielded a comparatively higher 12.45% annualized return.


VOYA

1D
-1.98%
1M
-1.60%
YTD
-9.49%
6M
-8.57%
1Y
1.19%
3Y*
0.18%
5Y*
2.50%
10Y*
9.53%

XLF

1D
0.14%
1M
-3.13%
YTD
-9.27%
6M
-6.60%
1Y
0.91%
3Y*
17.30%
5Y*
9.37%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VOYA vs. XLF — Risk / Return Rank

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

VOYA
VOYA Risk / Return Rank: 4040
Overall Rank
VOYA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VOYA Sortino Ratio Rank: 3636
Sortino Ratio Rank
VOYA Omega Ratio Rank: 3636
Omega Ratio Rank
VOYA Calmar Ratio Rank: 4242
Calmar Ratio Rank
VOYA Martin Ratio Rank: 4242
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1313
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLF Omega Ratio Rank: 1212
Omega Ratio Rank
XLF Calmar Ratio Rank: 1313
Calmar Ratio Rank
XLF Martin Ratio Rank: 1313
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.

VOYA vs. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Financial, Inc. (VOYA) and Financial Select Sector SPDR Fund (XLF). 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.


VOYAXLFDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.05

-0.01

Sortino ratio

Return per unit of downside risk

0.29

0.19

+0.10

Omega ratio

Gain probability vs. loss probability

1.04

1.03

+0.01

Calmar ratio

Return relative to maximum drawdown

0.07

0.05

+0.02

Martin ratio

Return relative to average drawdown

0.19

0.16

+0.03

VOYA vs. XLF - Sharpe Ratio Comparison

The current VOYA Sharpe Ratio is 0.03, which is comparable to the XLF Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of VOYA and XLF, 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


VOYAXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.05

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.50

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.56

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.20

+0.16

Correlation

The correlation between VOYA and XLF is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VOYA vs. XLF - Dividend Comparison

VOYA's dividend yield for the trailing twelve months is around 2.75%, more than XLF's 1.60% yield.


TTM20252024202320222021202020192018201720162015
VOYA
Voya Financial, Inc.
2.75%2.44%2.47%1.64%1.37%1.11%1.02%1.00%0.10%0.08%0.10%0.11%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Drawdowns

VOYA vs. XLF - Drawdown Comparison

The maximum VOYA drawdown since its inception was -52.15%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for VOYA and XLF.


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Drawdown Indicators


VOYAXLFDifference

Max Drawdown

Largest peak-to-trough decline

-52.15%

-82.69%

+30.54%

Max Drawdown (1Y)

Largest decline over 1 year

-21.36%

-14.79%

-6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-34.55%

-25.81%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-52.15%

-42.86%

-9.29%

Current Drawdown

Current decline from peak

-17.09%

-11.89%

-5.20%

Average Drawdown

Average peak-to-trough decline

-11.95%

-20.10%

+8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.76%

4.96%

+2.80%

Volatility

VOYA vs. XLF - Volatility Comparison

Voya Financial, Inc. (VOYA) has a higher volatility of 8.62% compared to Financial Select Sector SPDR Fund (XLF) at 4.76%. This indicates that VOYA's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOYAXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

4.76%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

21.04%

11.45%

+9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

35.04%

19.25%

+15.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.94%

18.69%

+10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.72%

22.18%

+8.54%