Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IFDIX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS I) | NA | -7.62% | -0.94% | 8.12% | 4.31% | NA | NA | … | … |
Data as of 07/19/2017, Common starting date is 06/29/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFDIX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS I) | 06/29/2007 | 07/19/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -21.23 | -7.62 | -0.94 | 8.12 | 4.31 | NA | NA | … | … | -13.33 | 12.09 | -1.32 | 6.36 | 36.38 | 14.93 | -10.72 | 29.02 | 39.61 | -39.06 | 2.13 |
| Sharpe Ratio | NA | -0.31 | -0.06 | 0.44 | 0.18 | NA | NA | … | … | -0.70 | 0.71 | -0.08 | 0.44 | 2.64 | 1.04 | -0.44 | 1.61 | 1.66 | -1.08 | 0.08 |
| Standard Deviation(%) | NA | 26.00 | 20.42 | 18.08 | 22.00 | NA | NA | … | … | 33.63 | 16.63 | 16.35 | 14.48 | 13.76 | 14.39 | 24.68 | 18.02 | 23.82 | 36.88 | 20.50 |
| Draw Down(%) | NA | 21.23 | 21.64 | 21.64 | 53.40 | NA | NA | … | … | 21.23 | 13.98 | 13.17 | 12.48 | 6.33 | 12.24 | 24.63 | 12.40 | 18.75 | 50.72 | 11.25 |
| Yield(%) | 0.00 | 0.74 | 8.77 | 11.80 | 6.33 | 4.43 | 3.33 | … | … | 0.00 | 9.55 | 18.10 | 17.12 | 1.28 | 0.99 | 0.19 | 0.77 | 0.83 | 7.24 | 0.26 |
Data as of 07/19/2017, Common starting date is 06/29/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDIX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS I) |
-2.53%
Aug 2007 – Aug 2010 |
0.61%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDIX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS I) |
26.83%
Feb 2009 – Feb 2012 |
23.75%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart