VYMSX vs. DGRO
Compare and contrast key facts about Voya Mid Cap Research Enhanced Index Fund (VYMSX) and iShares Core Dividend Growth ETF (DGRO).
VYMSX is managed by Voya. It was launched on Feb 3, 1998. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Performance
VYMSX vs. DGRO - Performance Comparison
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VYMSX vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMSX Voya Mid Cap Research Enhanced Index Fund | -4.86% | 6.79% | 14.92% | 17.35% | -14.63% | 27.47% | 8.26% | 28.18% | -14.55% | 13.43% |
DGRO iShares Core Dividend Growth ETF | 1.57% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Returns By Period
In the year-to-date period, VYMSX achieves a -4.86% return, which is significantly lower than DGRO's 1.57% return. Over the past 10 years, VYMSX has underperformed DGRO with an annualized return of 8.73%, while DGRO has yielded a comparatively higher 12.81% annualized return.
VYMSX
- 1D
- -1.23%
- 1M
- -8.84%
- YTD
- -4.86%
- 6M
- -4.06%
- 1Y
- 8.55%
- 3Y*
- 9.76%
- 5Y*
- 5.64%
- 10Y*
- 8.73%
DGRO
- 1D
- 1.74%
- 1M
- -4.56%
- YTD
- 1.57%
- 6M
- 4.23%
- 1Y
- 16.09%
- 3Y*
- 14.59%
- 5Y*
- 10.13%
- 10Y*
- 12.81%
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VYMSX vs. DGRO - Expense Ratio Comparison
VYMSX has a 0.82% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Return for Risk
VYMSX vs. DGRO — Risk / Return Rank
VYMSX
DGRO
VYMSX vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Mid Cap Research Enhanced Index Fund (VYMSX) and iShares Core Dividend Growth ETF (DGRO). 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.
| VYMSX | DGRO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.12 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.69 | 1.63 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.24 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.58 | -1.69 |
Martin ratioReturn relative to average drawdown | -0.37 | 7.35 | -7.73 |
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
| VYMSX | DGRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.12 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.74 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.77 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.73 | -0.36 |
Correlation
The correlation between VYMSX and DGRO is 0.85, 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
VYMSX vs. DGRO - Dividend Comparison
VYMSX's dividend yield for the trailing twelve months is around 31.29%, more than DGRO's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYMSX Voya Mid Cap Research Enhanced Index Fund | 31.29% | 29.77% | 11.50% | 0.96% | 6.78% | 14.81% | 0.79% | 2.00% | 13.24% | 7.58% | 1.83% | 6.83% |
DGRO iShares Core Dividend Growth ETF | 2.10% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
Drawdowns
VYMSX vs. DGRO - Drawdown Comparison
The maximum VYMSX drawdown since its inception was -57.85%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for VYMSX and DGRO.
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Drawdown Indicators
| VYMSX | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.85% | -35.10% | -22.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -10.92% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -31.71% | -19.31% | -12.40% |
Max Drawdown (10Y)Largest decline over 10 years | -43.69% | -35.10% | -8.59% |
Current DrawdownCurrent decline from peak | -10.34% | -4.73% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -3.48% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.91% | 2.35% | +3.56% |
Volatility
VYMSX vs. DGRO - Volatility Comparison
Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a higher volatility of 6.19% compared to iShares Core Dividend Growth ETF (DGRO) at 3.66%. This indicates that VYMSX's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMSX | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 3.66% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 7.22% | +5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.22% | 14.50% | +9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.23% | 13.84% | +9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.82% | 16.63% | +6.19% |