Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISCOX (VOYA SMALL COMPANY FUND CLASS O) | NA | 6.20% | 4.74% | 7.05% | 11.14% | NA | NA | … | … |
Data as of 11/29/2019, Common starting date is 06/18/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISCOX (VOYA SMALL COMPANY FUND CLASS O) | 06/18/2008 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.20 | 4.74 | 7.05 | 11.14 | NA | NA | … | … | 21.21 | -16.45 | 10.73 | 23.54 | -1.73 | 5.80 | 36.80 | 13.63 | -3.22 | 23.60 | 26.98 | -32.85 |
| Sharpe Ratio | NA | 0.28 | 0.25 | 0.39 | 0.60 | NA | NA | … | … | 1.42 | -1.02 | 0.90 | 1.34 | -0.11 | 0.41 | 2.79 | 0.86 | -0.11 | 1.09 | 0.83 | -0.99 |
| Standard Deviation(%) | NA | 17.21 | 14.86 | 15.65 | 18.01 | NA | NA | … | … | 15.42 | 17.45 | 11.25 | 17.35 | 15.80 | 13.94 | 13.19 | 15.94 | 30.75 | 21.59 | 32.51 | 53.48 |
| Draw Down(%) | NA | 18.77 | 26.71 | 26.71 | 27.51 | NA | NA | … | … | 9.14 | 26.71 | 6.92 | 13.96 | 13.20 | 11.49 | 5.35 | 11.90 | 27.51 | 17.92 | 31.24 | 45.85 |
| Yield(%) | 0.00 | 17.33 | 11.81 | 11.48 | 12.58 | 6.66 | 5.00 | … | … | 0.00 | 16.41 | 13.62 | 8.69 | 16.33 | 9.64 | 12.02 | 8.92 | 5.09 | 0.00 | 0.00 | 0.00 |
Data as of 11/29/2019, Common starting date is 06/18/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISCOX (VOYA SMALL COMPANY FUND CLASS O) |
-1.65%
Sep 2008 – Sep 2011 |
3.51%
Dec 2013 – Dec 2018 |
9.17%
Aug 2008 – Aug 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISCOX (VOYA SMALL COMPANY FUND CLASS O) |
27.81%
Feb 2009 – Feb 2012 |
24.40%
Feb 2009 – Feb 2014 |
15.16%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart