Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IFDMX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS ADV) | NA | -42.82% | -15.96% | -2.28% | -1.88% | NA | NA | … | … |
Data as of 07/19/2017, Common starting date is 01/18/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFDMX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS ADV) | 01/18/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -50.96 | -42.82 | -15.96 | -2.28 | -1.88 | NA | NA | … | … | -13.75 | 11.27 | -2.02 | 5.65 | 35.62 | 14.24 | -11.28 | 28.29 | 38.40 | -43.74 | 13.71 | -3.77 |
| Sharpe Ratio | NA | -0.25 | -0.07 | 0.27 | 0.08 | NA | NA | … | … | -0.70 | 0.66 | -0.13 | 0.39 | 2.59 | 1.00 | -0.46 | 1.57 | 1.62 | -1.18 | 0.61 | -0.42 |
| Standard Deviation(%) | NA | 34.73 | 27.65 | 27.18 | 30.82 | NA | NA | … | … | 34.76 | 16.60 | 15.24 | 14.47 | 13.75 | 14.34 | 24.65 | 18.01 | 23.66 | 37.86 | 17.56 | 17.44 |
| Draw Down(%) | NA | 21.71 | 22.01 | 22.01 | 56.92 | NA | NA | … | … | 21.71 | 14.05 | 13.34 | 12.54 | 6.42 | 12.39 | 24.79 | 12.42 | 18.83 | 54.41 | 11.33 | 22.69 |
| Yield(%) | 0.00 | 0.13 | 8.65 | 11.53 | 5.37 | 4.04 | 3.03 | … | … | 0.00 | 9.29 | 18.30 | 17.26 | 0.65 | 0.33 | 0.19 | 0.39 | 0.00 | 0.00 | 0.08 | 0.00 |
Data as of 07/19/2017, Common starting date is 01/18/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDMX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS ADV) |
-18.67%
Feb 2006 – Feb 2009 |
-1.50%
Oct 2007 – Oct 2012 |
3.63%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDMX (VY(R) FMR DIVERSIFIED MID CAP PORTFOLIO CLASS ADV) |
26.03%
Feb 2009 – Feb 2012 |
22.99%
Feb 2009 – Feb 2014 |
6.42%
Feb 2007 – Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart