IRMIX's Sortino Ratio of 2.82 indicates that for each unit of downside volatility, it generates 2.82 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 11, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
IRMIX Sortino Ratio Rank
IRMIX ranks above 76.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
IRMIX Sortino Ratio Market Positioning
The chart shows IRMIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.56 or lower
- Yellow zone (middle 50%): 1.56 to 2.79
- Green zone (top 25%): 2.79 or higher
- Top 1%: 8.85+
- Median: 2.27 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Voya Retirement Moderate Portfolio's Sortino Ratio with other mutual funds in the Diversified Portfolio category across multiple time periods, showing how IRMIX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 11, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| STDAX | SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 7.68 | |||
| NWQIX | Nuveen Flexible Income Fund | 5.17 | |||
| TIBIX | Thornburg Investment Income Builder Fund Class I | 5.05 | |||
| FMUAX | Federated Hermes Municipal and Stock Advantage Fund | 4.38 | |||
| AYBLX | Pioneer Balanced ESG Fund | 4.04 | |||
| AOBLX | Victory Pioneer Balanced Fund Class A | 4.03 | |||
| IPFCX | Poplar Forest Cornerstone Fund | 3.88 | |||
| FSRKX | Fidelity Strategic Real Return Fund Class K6 | 3.73 | |||
| FIQDX | Fidelity Advisor Strategic Real Return Fund Class Z | 3.71 | |||
| RPFCX | Davis Appreciation & Income Fund | 3.70 | |||
| IRMIX | Voya Retirement Moderate Portfolio | 2.82 |
Historical Sortino Ratio
The chart shows IRMIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when IRMIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does IRMIX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio