WHGSX vs. IPSIX
WHGSX (Westwood Quality SmallCap Fund) and IPSIX (Voya Index Plus SmallCap Portfolio) are both mutual funds - WHGSX is a Quality Factor fund managed by Westwood, while IPSIX is a Small Cap Blend Equities fund managed by Voya. Over the past 10 years, WHGSX returned 8.80%/yr vs 10.37%/yr for IPSIX. Their correlation of 0.95 means they have usually moved in the same direction. WHGSX charges 0.92%/yr vs 0.60%/yr for IPSIX.
Performance
WHGSX vs. IPSIX - Performance Comparison
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Returns By Period
In the year-to-date period, WHGSX achieves a 16.86% return, which is significantly lower than IPSIX's 25.18% return. Over the past 10 years, WHGSX has underperformed IPSIX with an annualized return of 8.80%, while IPSIX has yielded a comparatively higher 10.37% annualized return.
WHGSX
- 1D
- 1.32%
- 1M
- 0.68%
- 6M
- 9.36%
- YTD
- 16.86%
- 1Y
- 16.60%
- 3Y*
- 9.04%
- 5Y*
- 6.58%
- 10Y*
- 8.80%
- ALL TIME*
- 7.19%
IPSIX
- 1D
- 1.62%
- 1M
- 1.62%
- 6M
- 18.51%
- YTD
- 25.18%
- 1Y
- 39.56%
- 3Y*
- 16.25%
- 5Y*
- 10.14%
- 10Y*
- 10.37%
- ALL TIME*
- 8.50%
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 |
WHGSX vs. IPSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHGSX Westwood Quality SmallCap Fund | 16.86% | -0.12% | 4.75% | 17.16% | -12.42% | 27.94% | 2.16% | 27.13% | -14.25% | 12.38% |
IPSIX Voya Index Plus SmallCap Portfolio | 25.18% | 8.46% | 8.64% | 18.17% | -13.82% | 28.42% | 5.25% | 21.07% | -12.34% | 9.94% |
Correlation
The correlation between WHGSX and IPSIX is 0.83, 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. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2007 | 0.95 |
The correlation between WHGSX and IPSIX shifts across timeframes, from 0.83 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WHGSX vs. IPSIX — Risk / Return Rank
WHGSX
IPSIX
WHGSX vs. IPSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Westwood Quality SmallCap Fund (WHGSX) and Voya Index Plus SmallCap Portfolio (IPSIX). 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.
| WHGSX | IPSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 5.72 | -3.93 |
| Martin ratioReturn relative to average drawdown | 4.72 | 19.39 | -14.67 |
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Drawdowns
WHGSX vs. IPSIX - Drawdown Comparison
The maximum WHGSX drawdown since its inception was -56.51%, roughly equal to the maximum IPSIX drawdown of -58.01%. Use the drawdown chart below to compare losses from any high point for WHGSX and IPSIX.
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Drawdown Indicators
| WHGSX | IPSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.51% | -58.01% | +1.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -7.63% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -26.67% | -26.60% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -26.60% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -42.94% | -47.92% | +4.98% |
Current DrawdownCurrent decline from peak | -1.28% | 0.00% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -10.38% | -9.66% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.24% | +1.71% |
Volatility
WHGSX vs. IPSIX - Volatility Comparison
Westwood Quality SmallCap Fund (WHGSX) and Voya Index Plus SmallCap Portfolio (IPSIX) have volatilities of 3.87% and 3.74%, 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
| WHGSX | IPSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.74% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 11.63% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 17.14% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 21.87% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 23.69% | -1.63% |
WHGSX vs. IPSIX - Expense Ratio Comparison
WHGSX has a 0.92% expense ratio, which is higher than IPSIX's 0.60% expense ratio.
Dividends
WHGSX vs. IPSIX - Dividend Comparison
WHGSX's dividend yield for the trailing twelve months is around 5.23%, less than IPSIX's 8.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPSIX Voya Index Plus SmallCap Portfolio | 8.73% | 5.72% | 4.44% | 4.20% | 19.88% | 0.65% | 1.98% | 16.87% | 18.12% | 9.69% | 3.19% | 0.93% |
WHGSX Westwood Quality SmallCap Fund | 5.23% | 6.11% | 6.37% | 4.06% | 3.67% | 4.69% | 0.65% | 1.04% | 7.20% | 7.25% | 0.52% | 0.41% |
Frequently Asked Questions
WHGSX and IPSIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WHGSX has higher volatility (3.87%) compared to IPSIX (3.74%). In terms of maximum drawdown, WHGSX dropped -56.51% vs IPSIX's -58.01%.
IPSIX currently has the higher Sharpe Ratio (2.55 vs 1.07), 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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