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VYCAX vs. INGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VYCAX vs. INGIX - 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 U.S. Stock Index Portfolio (INGIX). The values are adjusted to include any dividend payments, if applicable.

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VYCAX vs. INGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYCAX
Voya Corporate Leaders 100 Fund Class A
-2.30%17.37%17.68%18.99%-11.30%27.35%11.49%38.96%-7.22%18.93%
INGIX
Voya U.S. Stock Index Portfolio
-4.42%15.88%24.71%26.04%-18.40%28.33%18.07%31.15%-4.62%21.49%

Returns By Period

In the year-to-date period, VYCAX achieves a -2.30% return, which is significantly higher than INGIX's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with VYCAX having a 13.13% annualized return and INGIX not far ahead at 13.62%.


VYCAX

1D
2.13%
1M
-5.22%
YTD
-2.30%
6M
0.37%
1Y
13.25%
3Y*
15.20%
5Y*
10.40%
10Y*
13.13%

INGIX

1D
2.91%
1M
-5.05%
YTD
-4.42%
6M
-3.64%
1Y
15.37%
3Y*
17.47%
5Y*
11.18%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VYCAX vs. INGIX - Expense Ratio Comparison

VYCAX has a 0.81% expense ratio, which is higher than INGIX's 0.27% expense ratio.


Return for Risk

VYCAX vs. INGIX — Risk / Return Rank

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

VYCAX
VYCAX Risk / Return Rank: 3535
Overall Rank
VYCAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VYCAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VYCAX Omega Ratio Rank: 4141
Omega Ratio Rank
VYCAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VYCAX Martin Ratio Rank: 3232
Martin Ratio Rank

INGIX
INGIX Risk / Return Rank: 3030
Overall Rank
INGIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
INGIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
INGIX Omega Ratio Rank: 4545
Omega Ratio Rank
INGIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
INGIX 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. INGIX - 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 U.S. Stock Index Portfolio (INGIX). 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.


VYCAXINGIXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.90

-0.02

Sortino ratio

Return per unit of downside risk

1.36

1.46

-0.10

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

0.86

0.33

+0.53

Martin ratio

Return relative to average drawdown

3.82

1.23

+2.60

VYCAX vs. INGIX - Sharpe Ratio Comparison

The current VYCAX Sharpe Ratio is 0.88, which is comparable to the INGIX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VYCAX and INGIX, 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


VYCAXINGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.90

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.67

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.76

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.44

+0.15

Correlation

The correlation between VYCAX and INGIX is 0.94, 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. INGIX - Dividend Comparison

VYCAX's dividend yield for the trailing twelve months is around 8.42%, less than INGIX's 11.15% yield.


TTM20252024202320222021202020192018201720162015
VYCAX
Voya Corporate Leaders 100 Fund Class A
8.42%8.22%6.97%4.35%5.78%7.81%25.30%16.80%10.28%2.94%1.52%1.52%
INGIX
Voya U.S. Stock Index Portfolio
11.15%10.66%9.12%11.02%12.95%10.29%5.21%6.82%8.29%6.30%7.74%11.51%

Drawdowns

VYCAX vs. INGIX - Drawdown Comparison

The maximum VYCAX drawdown since its inception was -46.74%, smaller than the maximum INGIX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for VYCAX and INGIX.


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Drawdown Indicators


VYCAXINGIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.74%

-55.38%

+8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-12.10%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.80%

-24.69%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-33.84%

+0.43%

Current Drawdown

Current decline from peak

-5.81%

-6.89%

+1.08%

Average Drawdown

Average peak-to-trough decline

-5.38%

-8.22%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

5.01%

-1.87%

Volatility

VYCAX vs. INGIX - Volatility Comparison

The current volatility for Voya Corporate Leaders 100 Fund Class A (VYCAX) is 4.14%, while Voya U.S. Stock Index Portfolio (INGIX) has a volatility of 5.36%. This indicates that VYCAX experiences smaller price fluctuations and is considered to be less risky than INGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYCAXINGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

5.36%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

9.57%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

19.95%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

17.28%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

18.23%

-0.74%