Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IFDSX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S) | NA | -7.72% | -1.17% | 7.87% | 4.06% | 8.72% | NA | … | … |
Data as of 07/19/2017, Common starting date is 12/20/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFDSX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S) | 12/20/2000 | 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -21.18 | -7.72 | -1.17 | 7.87 | 4.06 | 8.72 | NA | … | … | -13.39 | 11.83 | -1.56 | 6.12 | 36.02 | 14.63 | -10.96 | 28.70 | 39.19 | -39.18 | 14.51 | 12.04 | 7.91 | 24.10 | 33.47 | -19.34 | -6.64 | 7.64 |
| Sharpe Ratio | NA | -0.24 | -0.05 | 0.30 | 0.13 | NA | NA | … | … | -0.70 | 0.70 | -0.10 | 0.42 | 2.61 | 1.02 | -0.45 | 1.59 | 1.65 | -1.08 | 0.66 | 0.59 | 0.41 | 1.60 | 2.05 | -0.85 | -0.44 | 84.36 |
| Standard Deviation(%) | NA | 33.54 | 26.79 | 26.08 | 29.39 | NA | NA | … | … | 33.86 | 16.62 | 16.36 | 14.51 | 13.77 | 14.41 | 24.64 | 18.00 | 23.67 | 36.98 | 17.51 | 14.87 | 14.03 | 14.46 | 15.99 | 24.04 | 20.80 | 24.88 |
| Draw Down(%) | NA | 21.18 | 21.79 | 21.79 | 53.57 | NA | NA | … | … | 21.18 | 14.05 | 13.19 | 12.54 | 6.32 | 12.27 | 24.73 | 12.42 | 18.81 | 50.89 | 11.24 | 15.70 | 9.80 | 11.81 | 12.94 | 33.02 | 26.81 | 1.30 |
| Yield(%) | 0.00 | 0.49 | 8.64 | 11.61 | 6.16 | 9.97 | 6.06 | … | … | 0.00 | 9.39 | 18.04 | 17.05 | 0.98 | 0.69 | 0.19 | 0.46 | 0.56 | 6.87 | 0.60 | 10.13 | 0.00 | 0.13 | 0.00 | 0.21 | 0.24 | 0.24 |
Data as of 07/19/2017, Common starting date is 12/20/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDSX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S) |
-13.26%
Feb 2006 – Feb 2009 |
-2.43%
Feb 2004 – Feb 2009 |
5.58%
Jan 2006 – Jan 2016 |
6.38%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDSX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S) |
26.53%
Feb 2009 – Feb 2012 |
23.45%
Feb 2009 – Feb 2014 |
11.36%
Mar 2003 – Mar 2013 |
9.22%
Jun 2002 – Jun 2017 |
Annualized Rolling Returns Comparison Chart