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VYCAX vs. IIRLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VYCAX vs. IIRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Corporate Leaders 100 Fund Class A (VYCAX) and Voya Russell Large Cap Index Portfolio (IIRLX). The values are adjusted to include any dividend payments, if applicable.

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VYCAX vs. IIRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYCAX
Voya Corporate Leaders 100 Fund Class A
-4.34%17.37%17.68%18.99%-11.30%27.35%11.49%38.96%-7.22%18.93%
IIRLX
Voya Russell Large Cap Index Portfolio
-8.38%18.77%26.95%29.41%-20.07%27.26%21.71%31.18%-3.45%22.58%

Returns By Period

In the year-to-date period, VYCAX achieves a -4.34% return, which is significantly higher than IIRLX's -8.38% return. Over the past 10 years, VYCAX has underperformed IIRLX with an annualized return of 12.89%, while IIRLX has yielded a comparatively higher 14.17% annualized return.


VYCAX

1D
-0.16%
1M
-7.29%
YTD
-4.34%
6M
-1.29%
1Y
10.80%
3Y*
14.40%
5Y*
10.09%
10Y*
12.89%

IIRLX

1D
-0.27%
1M
-7.68%
YTD
-8.38%
6M
-5.73%
1Y
14.40%
3Y*
18.08%
5Y*
11.61%
10Y*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VYCAX vs. IIRLX - Expense Ratio Comparison

VYCAX has a 0.81% expense ratio, which is higher than IIRLX's 0.36% expense ratio.


Return for Risk

VYCAX vs. IIRLX — Risk / Return Rank

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

VYCAX
VYCAX Risk / Return Rank: 2828
Overall Rank
VYCAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VYCAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VYCAX Omega Ratio Rank: 3333
Omega Ratio Rank
VYCAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VYCAX Martin Ratio Rank: 2424
Martin Ratio Rank

IIRLX
IIRLX Risk / Return Rank: 2626
Overall Rank
IIRLX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IIRLX Sortino Ratio Rank: 4040
Sortino Ratio Rank
IIRLX Omega Ratio Rank: 3737
Omega Ratio Rank
IIRLX Calmar Ratio Rank: 1010
Calmar Ratio Rank
IIRLX Martin Ratio Rank: 1111
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.

VYCAX vs. IIRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders 100 Fund Class A (VYCAX) and Voya Russell Large Cap Index Portfolio (IIRLX). 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.


VYCAXIIRLXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.74

-0.04

Sortino ratio

Return per unit of downside risk

1.12

1.26

-0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

0.58

0.22

+0.36

Martin ratio

Return relative to average drawdown

2.61

0.81

+1.79

VYCAX vs. IIRLX - Sharpe Ratio Comparison

The current VYCAX Sharpe Ratio is 0.71, which is comparable to the IIRLX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VYCAX and IIRLX, 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


VYCAXIIRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.74

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.68

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.78

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.56

+0.02

Correlation

The correlation between VYCAX and IIRLX is 0.93, 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

VYCAX vs. IIRLX - Dividend Comparison

VYCAX's dividend yield for the trailing twelve months is around 8.59%, more than IIRLX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
VYCAX
Voya Corporate Leaders 100 Fund Class A
8.59%8.22%6.97%4.35%5.78%7.81%25.30%16.80%10.28%2.94%1.52%1.52%
IIRLX
Voya Russell Large Cap Index Portfolio
4.11%3.76%0.96%1.14%5.04%4.77%4.71%4.35%1.73%1.47%1.77%1.66%

Drawdowns

VYCAX vs. IIRLX - Drawdown Comparison

The maximum VYCAX drawdown since its inception was -46.74%, smaller than the maximum IIRLX drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for VYCAX and IIRLX.


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Drawdown Indicators


VYCAXIIRLXDifference

Max Drawdown

Largest peak-to-trough decline

-46.74%

-50.33%

+3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-11.99%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-22.80%

-25.83%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-32.60%

-0.81%

Current Drawdown

Current decline from peak

-7.77%

-9.83%

+2.06%

Average Drawdown

Average peak-to-trough decline

-5.38%

-6.83%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

5.36%

-2.24%

Volatility

VYCAX vs. IIRLX - Volatility Comparison

The current volatility for Voya Corporate Leaders 100 Fund Class A (VYCAX) is 3.33%, while Voya Russell Large Cap Index Portfolio (IIRLX) has a volatility of 4.31%. This indicates that VYCAX experiences smaller price fluctuations and is considered to be less risky than IIRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYCAXIIRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

4.31%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

9.23%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

19.71%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

17.56%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

18.39%

-0.91%