VOYA vs. XLF
Compare and contrast key facts about Voya Financial, Inc. (VOYA) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Performance
VOYA vs. XLF - Performance Comparison
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VOYA vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
VOYA vs. XLF — Risk / Return Rank
VOYA
XLF
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.
| VOYA | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | 0.05 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.29 | 0.19 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.03 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.05 | +0.02 |
Martin ratioReturn relative to average drawdown | 0.19 | 0.16 | +0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VOYA | XLF | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| VOYA | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.09% | -11.89% | -5.20% |
Average DrawdownAverage peak-to-trough decline | -11.95% | -20.10% | +8.15% |
Ulcer IndexDepth 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
| VOYA | XLF | Difference | |
|---|---|---|---|
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% |