VYCAX vs. IRVIX
VYCAX (Voya Corporate Leaders 100 Fund Class A) and IRVIX (Voya Russell Large Cap Value Index Portfolio) are both mutual funds - VYCAX is a Large Cap Growth Equities fund managed by Voya, while IRVIX is a Large Cap Value Equities fund managed by Voya. Over the past 10 years, VYCAX returned 14.02%/yr vs 11.88%/yr for IRVIX. Their 0.95 correlation means they have historically moved very closely together. VYCAX charges 0.81%/yr vs 0.35%/yr for IRVIX.
Performance
VYCAX vs. IRVIX - Performance Comparison
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Returns By Period
In the year-to-date period, VYCAX achieves a 12.37% return, which is significantly lower than IRVIX's 22.04% return. Over the past 10 years, VYCAX has outperformed IRVIX with an annualized return of 14.02%, while IRVIX has yielded a comparatively lower 11.88% annualized return.
VYCAX
- 1D
- 0.93%
- 1M
- 0.93%
- 6M
- 9.63%
- YTD
- 12.37%
- 1Y
- 21.60%
- 3Y*
- 18.28%
- 5Y*
- 11.84%
- 10Y*
- 14.02%
- ALL TIME*
- 11.90%
IRVIX
- 1D
- 0.97%
- 1M
- 3.45%
- 6M
- 15.52%
- YTD
- 22.04%
- 1Y
- 34.73%
- 3Y*
- 19.88%
- 5Y*
- 12.82%
- 10Y*
- 11.88%
- ALL TIME*
- 12.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VYCAX vs. IRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYCAX Voya Corporate Leaders 100 Fund Class A | 12.37% | 17.37% | 17.68% | 18.99% | -11.30% | 27.35% | 11.49% | 38.96% | -7.22% | 18.93% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 22.04% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
Correlation
The correlation between VYCAX and IRVIX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.95 |
The correlation between VYCAX and IRVIX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
VYCAX vs. IRVIX — Risk / Return Rank
VYCAX
IRVIX
VYCAX vs. IRVIX - 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 Value Index Portfolio (IRVIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VYCAX | IRVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.59 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 5.61 | -2.61 |
| Martin ratioReturn relative to average drawdown | 12.36 | 23.98 | -11.62 |
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Drawdowns
VYCAX vs. IRVIX - Drawdown Comparison
The maximum VYCAX drawdown since its inception was -46.74%, which is greater than IRVIX's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for VYCAX and IRVIX.
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Drawdown Indicators
| VYCAX | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.74% | -35.67% | -11.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.77% | -6.64% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | -13.38% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.80% | -18.37% | -4.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -35.67% | +2.26% |
Current DrawdownCurrent decline from peak | -0.07% | 0.00% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -3.79% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.54% | +0.32% |
Volatility
VYCAX vs. IRVIX - Volatility Comparison
Voya Corporate Leaders 100 Fund Class A (VYCAX) and Voya Russell Large Cap Value Index Portfolio (IRVIX) have volatilities of 3.03% and 2.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYCAX | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.90% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 9.23% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.74% | 11.63% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 14.33% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 16.84% | +0.62% |
VYCAX vs. IRVIX - Expense Ratio Comparison
VYCAX has a 0.81% expense ratio, which is higher than IRVIX's 0.35% expense ratio.
Dividends
VYCAX vs. IRVIX - Dividend Comparison
VYCAX's dividend yield for the trailing twelve months is around 7.32%, more than IRVIX's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRVIX Voya Russell Large Cap Value Index Portfolio | 3.61% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
VYCAX Voya Corporate Leaders 100 Fund Class A | 7.32% | 8.22% | 6.97% | 4.35% | 5.78% | 7.81% | 25.30% | 16.80% | 10.28% | 2.94% | 1.52% | 1.52% |
Frequently Asked Questions
With a correlation of 0.91, VYCAX and IRVIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VYCAX has higher volatility (3.03%) compared to IRVIX (2.90%). In terms of maximum drawdown, VYCAX dropped -46.74% vs IRVIX's -35.67%.
IRVIX currently has the higher Sharpe Ratio (3.21 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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