VYCAX vs. IYY
VYCAX (Voya Corporate Leaders 100 Fund Class A) and IYY (iShares Dow Jones U.S. ETF) are both funds - VYCAX is a Large Cap Growth Equities fund managed by Voya, while IYY is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Index. Over the past 10 years, VYCAX returned 14.02%/yr vs 15.01%/yr for IYY. Their correlation of 0.94 suggests significant overlap in exposure. VYCAX charges 0.81%/yr vs 0.20%/yr for IYY.
Performance
VYCAX vs. IYY - Performance Comparison
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Returns By Period
In the year-to-date period, VYCAX achieves a 8.18% return, which is significantly lower than IYY's 11.44% return. Over the past 10 years, VYCAX has underperformed IYY with an annualized return of 14.02%, while IYY has yielded a comparatively higher 15.01% annualized return.
VYCAX
- 1D
- -0.63%
- 1M
- 3.49%
- YTD
- 8.18%
- 6M
- 8.72%
- 1Y
- 20.97%
- 3Y*
- 18.81%
- 5Y*
- 11.22%
- 10Y*
- 14.02%
IYY
- 1D
- 0.47%
- 1M
- 4.71%
- YTD
- 11.44%
- 6M
- 11.21%
- 1Y
- 28.05%
- 3Y*
- 22.36%
- 5Y*
- 13.02%
- 10Y*
- 15.01%
VYCAX vs. IYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYCAX Voya Corporate Leaders 100 Fund Class A | 8.18% | 17.37% | 17.68% | 18.99% | -11.30% | 27.35% | 11.49% | 38.96% | -7.22% | 18.93% |
IYY iShares Dow Jones U.S. ETF | 11.44% | 17.08% | 24.15% | 26.48% | -19.57% | 26.38% | 20.10% | 30.78% | -5.16% | 21.33% |
Correlation
The correlation between VYCAX and IYY is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2008 | 0.94 |
The correlation between VYCAX and IYY shifts across timeframes, from 0.75 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VYCAX vs. IYY — Risk / Return Rank
VYCAX
IYY
VYCAX vs. IYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders 100 Fund Class A (VYCAX) and iShares Dow Jones U.S. ETF (IYY). 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.
| VYCAX | IYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 3.15 | -0.22 |
| Martin ratioReturn relative to average drawdown | 11.91 | 14.49 | -2.58 |
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
| VYCAX | IYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.35 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.76 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.83 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.44 | +0.18 |
Drawdowns
VYCAX vs. IYY - Drawdown Comparison
The maximum VYCAX drawdown since its inception was -46.74%, smaller than the maximum IYY drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for VYCAX and IYY.
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Drawdown Indicators
| VYCAX | IYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.74% | -55.17% | +8.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.77% | -8.94% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | -19.06% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -22.80% | -25.46% | +2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -34.90% | +1.49% |
Current DrawdownCurrent decline from peak | -0.67% | -0.26% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -10.84% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.94% | -0.09% |
Volatility
VYCAX vs. IYY - Volatility Comparison
The current volatility for Voya Corporate Leaders 100 Fund Class A (VYCAX) is 2.67%, while iShares Dow Jones U.S. ETF (IYY) has a volatility of 2.88%. This indicates that VYCAX experiences smaller price fluctuations and is considered to be less risky than IYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYCAX | IYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 2.88% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 9.05% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.36% | 12.00% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 17.12% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 18.16% | -0.67% |
VYCAX vs. IYY - Expense Ratio Comparison
VYCAX has a 0.81% expense ratio, which is higher than IYY's 0.20% expense ratio.
Dividends
VYCAX vs. IYY - Dividend Comparison
VYCAX's dividend yield for the trailing twelve months is around 7.60%, more than IYY's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYY iShares Dow Jones U.S. ETF | 0.86% | 0.95% | 1.05% | 1.29% | 1.48% | 1.04% | 1.31% | 1.80% | 1.97% | 1.62% | 1.81% | 1.97% |
VYCAX Voya Corporate Leaders 100 Fund Class A | 7.60% | 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
VYCAX and IYY have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYY has higher volatility (2.88%) compared to VYCAX (2.67%). In terms of maximum drawdown, VYCAX dropped -46.74% vs IYY's -55.17%.
IYY currently has the higher Sharpe Ratio (2.35 vs 2.20), 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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