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VYCAX vs. IYY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VYCAX vs. IYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Corporate Leaders 100 Fund Class A (VYCAX) and iShares Dow Jones U.S. ETF (IYY). The values are adjusted to include any dividend payments, if applicable.

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VYCAX vs. IYY - 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%
IYY
iShares Dow Jones U.S. ETF
-4.22%17.08%24.15%26.48%-19.57%26.38%20.10%30.78%-5.16%21.33%

Returns By Period

The year-to-date returns for both investments are quite close, with VYCAX having a -4.34% return and IYY slightly higher at -4.22%. Over the past 10 years, VYCAX has underperformed IYY with an annualized return of 12.89%, while IYY has yielded a comparatively higher 13.55% 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%

IYY

1D
2.98%
1M
-4.99%
YTD
-4.22%
6M
-1.98%
1Y
17.60%
3Y*
17.89%
5Y*
10.74%
10Y*
13.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VYCAX vs. IYY - Expense Ratio Comparison

VYCAX has a 0.81% expense ratio, which is higher than IYY's 0.20% expense ratio.


Return for Risk

VYCAX vs. IYY — 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

IYY
IYY Risk / Return Rank: 6363
Overall Rank
IYY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 6060
Sortino Ratio Rank
IYY Omega Ratio Rank: 6363
Omega Ratio Rank
IYY Calmar Ratio Rank: 6363
Calmar Ratio Rank
IYY Martin Ratio Rank: 7272
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. 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.


VYCAXIYYDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.97

-0.26

Sortino ratio

Return per unit of downside risk

1.12

1.47

-0.35

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

0.58

1.50

-0.92

Martin ratio

Return relative to average drawdown

2.61

7.06

-4.46

VYCAX vs. IYY - Sharpe Ratio Comparison

The current VYCAX Sharpe Ratio is 0.71, which is comparable to the IYY Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VYCAX and IYY, 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


VYCAXIYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.97

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.63

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.75

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.41

+0.18

Correlation

The correlation between VYCAX and IYY 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. IYY - Dividend Comparison

VYCAX's dividend yield for the trailing twelve months is around 8.59%, more than IYY's 1.01% 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%
IYY
iShares Dow Jones U.S. ETF
1.01%0.95%1.05%1.29%1.48%1.04%1.31%1.80%1.97%1.62%1.81%1.97%

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


VYCAXIYYDifference

Max Drawdown

Largest peak-to-trough decline

-46.74%

-55.17%

+8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-12.15%

+0.41%

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 Drawdown

Current decline from peak

-7.77%

-6.23%

-1.54%

Average Drawdown

Average peak-to-trough decline

-5.38%

-10.91%

+5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.58%

+0.54%

Volatility

VYCAX vs. IYY - Volatility Comparison

The current volatility for Voya Corporate Leaders 100 Fund Class A (VYCAX) is 3.33%, while iShares Dow Jones U.S. ETF (IYY) has a volatility of 5.44%. 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


VYCAXIYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

5.44%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

9.65%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

18.30%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

17.13%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

18.15%

-0.67%