Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDBOX (VOYA INTERMEDIATE BOND FUND CLASS O) | NA | 9.39% | 4.34% | 3.40% | 4.65% | 3.54% | NA | 3.40% |
Data as of 12/31/2019, AR inception is 11/17/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDBOX (VOYA INTERMEDIATE BOND FUND CLASS O) | 11/17/2003 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.39 | 4.34 | 3.40 | 4.65 | 3.54 | NA | 3.40 | 9.39 | -0.60 | 4.46 | 3.77 | 0.29 | 6.52 | -0.73 | 7.03 | 7.63 | 9.40 | 12.38 | -10.08 | 5.73 | 1.46 | -1.34 | 0.61 | 0.70 |
| Sharpe Ratio | NA | 2.35 | 1.07 | 0.85 | 1.16 | NA | NA | 0.61 | 2.35 | -0.71 | 1.36 | 1.11 | 0.07 | 2.55 | -0.22 | 2.38 | 1.84 | 1.43 | 2.31 | -1.47 | 0.70 | -0.63 | -1.27 | -0.08 | 1.63 |
| Standard Deviation(%) | NA | 3.40 | 3.00 | 3.16 | 3.69 | NA | NA | 4.09 | 3.40 | 2.73 | 2.82 | 3.18 | 3.56 | 2.55 | 3.41 | 2.95 | 4.14 | 6.50 | 5.32 | 7.44 | 3.87 | 2.93 | 2.77 | 4.01 | 3.31 |
| Draw Down(%) | NA | 2.18 | 3.26 | 3.68 | 5.35 | NA | NA | 15.80 | 2.18 | 3.05 | 1.30 | 3.68 | 2.81 | 1.19 | 5.35 | 1.65 | 1.94 | 3.70 | 5.36 | 14.61 | 2.20 | 3.87 | 3.22 | 4.31 | 0.71 |
| Yield(%) | 0.00 | 3.00 | 2.83 | 2.78 | 3.68 | 3.27 | 2.62 | 3.28 | 2.75 | 2.84 | 2.91 | 2.97 | 2.38 | 2.97 | 2.84 | 3.08 | 4.55 | 4.96 | 6.31 | 6.77 | 4.78 | 2.41 | 0.00 | 2.42 | 3.24 |
Data as of 12/31/2019, AR inception is 11/17/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDBOX (VOYA INTERMEDIATE BOND FUND CLASS O) |
-1.94%
Feb 2006 - Feb 2009 |
-1.78%
Mar 2004 - Mar 2009 |
3.00%
Mar 2004 - Mar 2014 |
2.95%
Feb 2004 - Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDBOX (VOYA INTERMEDIATE BOND FUND CLASS O) |
11.66%
Feb 2009 - Feb 2012 |
8.15%
Feb 2009 - Feb 2014 |
5.51%
Mar 2009 - Mar 2019 |
3.59%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison Chart