Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IFDTX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2) | NA | -52.08% | -20.66% | -5.52% | -2.71% | NA | NA | … | … |
Data as of 07/19/2017, Common starting date is 09/10/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFDTX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2) | 09/10/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -59.00 | -52.08 | -20.66 | -5.52 | -2.71 | NA | NA | … | … | -13.21 | 11.25 | -1.81 | 5.84 | 35.86 | 14.41 | -11.07 | 28.17 | 39.06 | -39.26 | 14.28 | 11.79 | 7.76 | 23.83 | 33.24 | -5.01 |
| Sharpe Ratio | NA | -0.24 | -0.06 | 0.29 | 0.12 | NA | NA | … | … | -0.69 | 0.66 | -0.12 | 0.40 | 2.61 | 1.00 | -0.45 | 1.55 | 1.64 | -1.09 | 0.64 | 0.57 | 0.40 | 1.58 | 2.03 | -0.59 |
| Standard Deviation(%) | NA | 33.93 | 27.05 | 26.41 | 29.75 | NA | NA | … | … | 34.17 | 16.61 | 15.22 | 14.43 | 13.75 | 14.41 | 24.61 | 18.12 | 23.72 | 36.91 | 17.56 | 14.86 | 13.89 | 14.45 | 16.01 | 27.54 |
| Draw Down(%) | NA | 21.35 | 21.94 | 21.94 | 53.60 | NA | NA | … | … | 21.35 | 14.06 | 13.34 | 12.53 | 6.42 | 12.33 | 24.78 | 12.69 | 18.86 | 50.87 | 11.28 | 15.76 | 9.81 | 11.89 | 12.90 | 17.50 |
| Yield(%) | 0.00 | 0.33 | 8.60 | 11.54 | 6.05 | 9.27 | 6.96 | … | … | 0.00 | 9.33 | 18.07 | 17.08 | 0.81 | 0.54 | 0.19 | 0.05 | 0.41 | 6.63 | 0.47 | 10.16 | 0.00 | 0.19 | 0.00 | 0.10 |
Data as of 07/19/2017, Common starting date is 09/10/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDTX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2) |
-13.40%
Feb 2006 – Feb 2009 |
-2.59%
Feb 2004 – Feb 2009 |
5.37%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDTX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS S2) |
26.26%
Mar 2003 – Mar 2006 |
23.20%
Feb 2009 – Feb 2014 |
11.17%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart