Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDMOX (VOYA MID CAP RESEARCH ENHANCED INDEX FUND CLASS O) | NA | 8.65% | 6.33% | 5.17% | 10.42% | 6.89% | NA | … | … |
Data as of 11/29/2019, Common starting date is 11/17/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDMOX (VOYA MID CAP RESEARCH ENHANCED INDEX FUND CLASS O) | 11/17/2003 | 11/29/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.65 | 6.33 | 5.17 | 10.42 | 6.89 | NA | … | … | 22.03 | -14.52 | 13.11 | 18.53 | -9.67 | 10.98 | 29.33 | 17.55 | -1.65 | 21.59 | 31.12 | -37.84 | 4.80 | 8.89 | 10.63 | 16.05 | 3.77 |
| Sharpe Ratio | NA | 0.43 | 0.37 | 0.29 | 0.59 | NA | NA | … | … | 1.50 | -0.96 | 1.26 | 1.20 | -0.64 | 0.90 | 2.31 | 1.15 | -0.06 | 1.03 | 0.97 | -0.89 | 0.11 | 0.41 | 0.68 | 1.12 | 2.61 |
| Standard Deviation(%) | NA | 16.89 | 14.08 | 14.59 | 16.91 | NA | NA | … | … | 15.25 | 16.51 | 9.91 | 15.22 | 15.16 | 12.17 | 12.66 | 15.40 | 28.65 | 20.91 | 31.99 | 43.43 | 16.46 | 13.68 | 12.39 | 13.53 | 13.76 |
| Draw Down(%) | NA | 17.38 | 24.05 | 24.05 | 26.19 | NA | NA | … | … | 9.07 | 24.05 | 6.10 | 12.21 | 16.24 | 8.42 | 6.89 | 11.43 | 26.19 | 18.37 | 28.39 | 53.32 | 13.24 | 12.66 | 7.95 | 10.15 | 3.78 |
| Yield(%) | 0.00 | 9.80 | 6.49 | 8.26 | 9.58 | 6.99 | 6.09 | … | … | 0.00 | 9.33 | 7.82 | 1.95 | 5.65 | 23.62 | 9.98 | 1.74 | 0.31 | 0.76 | 0.93 | 0.62 | 19.05 | 8.42 | 4.99 | 0.57 | 0.13 |
Data as of 11/29/2019, Common starting date is 11/17/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDMOX (VOYA MID CAP RESEARCH ENHANCED INDEX FUND CLASS O) |
-17.63%
Feb 2006 – Feb 2009 |
-6.34%
Feb 2004 – Feb 2009 |
4.25%
Jan 2006 – Jan 2016 |
6.28%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDMOX (VOYA MID CAP RESEARCH ENHANCED INDEX FUND CLASS O) |
28.57%
Feb 2009 – Feb 2012 |
24.20%
Feb 2009 – Feb 2014 |
14.44%
Feb 2009 – Feb 2019 |
7.45%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison Chart