XHR vs. IJPIX

Last updated Jun 24, 2026

XHR (Xenia Hotels & Resorts, Inc.) is a stock, while IJPIX (VY JPMorgan Emerging Markets Equity Portfolio) is Emerging Markets Diversified fund managed by Voya. Over the past 10 years, XHR returned 5.92%/yr vs 11.76%/yr for IJPIX. At a 0.37 correlation, their price movements are largely independent.

Performance

XHR vs. IJPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xenia Hotels & Resorts, Inc. (XHR) and VY JPMorgan Emerging Markets Equity Portfolio (IJPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XHR achieves a 43.02% return, which is significantly higher than IJPIX's 35.61% return. Over the past 10 years, XHR has underperformed IJPIX with an annualized return of 5.92%, while IJPIX has yielded a comparatively higher 11.76% annualized return.

XHR

• 1D: -0.35%
• 1M: 19.08%
• YTD: 43.02%
• 6M: 40.45%
• 1Y: 67.09%
• 3Y*: 23.91%
• 5Y*: 3.17%
• 10Y*: 5.92%

IJPIX

• 1D: 0.99%
• 1M: 8.23%
• YTD: 35.61%
• 6M: 37.34%
• 1Y: 66.07%
• 3Y*: 24.98%
• 5Y*: 5.95%
• 10Y*: 11.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XHR vs. IJPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XHR Xenia Hotels & Resorts, Inc.	43.02%	-0.71%	12.72%	6.71%	-26.13%	19.14%	-27.75%	32.33%	-15.96%	17.61%
IJPIX VY JPMorgan Emerging Markets Equity Portfolio	35.61%	38.95%	1.91%	6.58%	-26.16%	-10.00%	33.28%	31.72%	-16.76%	43.11%

Correlation

The correlation between XHR and IJPIX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Feb 4, 2015	0.37

Over the past year, the correlation between XHR and IJPIX has dropped to 0.16 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

XHR vs. IJPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XHR

XHR Risk / Return Rank: 91
XHR Sharpe Ratio Rank: 93
XHR Sortino Ratio Rank: 92
XHR Omega Ratio Rank: 88
XHR Calmar Ratio Rank: 89
XHR Martin Ratio Rank: 91

IJPIX

IJPIX Risk / Return Rank: 94
IJPIX Sharpe Ratio Rank: 97
IJPIX Sortino Ratio Rank: 89
IJPIX Omega Ratio Rank: 89
IJPIX Calmar Ratio Rank: 96
IJPIX Martin Ratio Rank: 97

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.

XHR vs. IJPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xenia Hotels & Resorts, Inc. (XHR) and VY JPMorgan Emerging Markets Equity Portfolio (IJPIX). 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.

	XHR	IJPIX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	3.37	-0.94
Sortino ratio: Return per unit of downside risk	3.31	4.01	-0.69
Omega ratio: Gain probability vs. loss probability	1.38	1.60	-0.21
Calmar ratio: Return relative to maximum drawdown	4.15	5.93	-1.78
Martin ratio: Return relative to average drawdown	12.33	22.91	-10.58

XHR vs. IJPIX - Sharpe Ratio Comparison

The current XHR Sharpe Ratio is 2.44, which is comparable to the IJPIX Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of XHR and IJPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XHR vs. IJPIX - Drawdown Comparison

The maximum XHR drawdown since its inception was -71.02%, which is greater than IJPIX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for XHR and IJPIX.

Drawdown Indicators

	XHR	IJPIX	Difference
Max Drawdown Largest peak-to-trough decline	-71.02%	-64.21%	-6.81%
Max Drawdown (1Y) Largest decline over 1 year	-16.23%	-12.53%	-3.70%
Max Drawdown (3Y) Largest decline over 3 years	-42.47%	-15.42%	-27.05%
Max Drawdown (5Y) Largest decline over 5 years	-49.78%	-45.22%	-4.56%
Max Drawdown (10Y) Largest decline over 10 years	-71.02%	-49.88%	-21.14%
Current Drawdown Current decline from peak	-0.35%	0.00%	-0.35%
Average Drawdown Average peak-to-trough decline	-26.03%	-20.09%	-5.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.46%	3.11%	+2.35%

Volatility

XHR vs. IJPIX - Volatility Comparison

The current volatility for Xenia Hotels & Resorts, Inc. (XHR) is 6.74%, while VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) has a volatility of 11.03%. This indicates that XHR experiences smaller price fluctuations and is considered to be less risky than IJPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XHR	IJPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.74%	11.03%	-4.29%
Volatility (6M) Calculated over the trailing 6-month period	20.20%	19.02%	+1.18%
Volatility (1Y) Calculated over the trailing 1-year period	27.70%	22.08%	+5.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.54%	19.86%	+14.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.49%	19.75%	+22.74%

Dividends

XHR vs. IJPIX - Dividend Comparison

XHR's dividend yield for the trailing twelve months is around 2.80%, less than IJPIX's 19.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IJPIX VY JPMorgan Emerging Markets Equity Portfolio	19.08%	25.88%	0.82%	1.67%	42.85%	8.66%	5.75%	5.37%	0.66%	0.40%	1.15%	9.47%
XHR Xenia Hotels & Resorts, Inc.	2.80%	3.96%	3.23%	2.94%	1.52%	0.00%	1.81%	5.09%	6.40%	5.09%	5.66%	5.45%

Frequently Asked Questions

Can I hold both XHR and IJPIX in my portfolio?

XHR and IJPIX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XHR or IJPIX?

IJPIX has higher volatility (11.03%) compared to XHR (6.74%). In terms of maximum drawdown, XHR dropped -71.02% vs IJPIX's -64.21%.

Which has better risk-adjusted returns?

IJPIX currently has the higher Sharpe Ratio (3.37 vs 2.44), 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.