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ISIN
US92914L3785
Issuer
Voya
Inception Date
Jul 1, 2007
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

ISGJX Performance Chart

Voya Solution Balanced Portfolio (ISGJX) is up 7.3% since the beginning of the year. ISGJX is currently trading at $11 per share. Investors who bought $1,000 worth of ISGJX shares 5 years ago would now be looking at an investment worth $1,392.


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S&P 500 Index

Returns By Period

Voya Solution Balanced Portfolio (ISGJX) has returned 7.29% so far this year and 17.88% over the past 12 months. Over the last ten years, ISGJX has returned 8.57% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Voya Solution Balanced Portfolio

1D
0.89%
1M
1.16%
YTD
7.29%
6M
7.09%
1Y
17.88%
3Y*
13.23%
5Y*
6.84%
10Y*
8.57%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISGJX Monthly Returns History

Based on dividend-adjusted daily data since Jul 3, 2007, ISGJX's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +10.0%, while the worst month was Oct 2008 at -14.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ISGJX closed higher 50% of trading days. The best single day was Oct 28, 2008 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -8.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.70%0.19%-4.46%6.61%3.47%-0.09%7.29%
20252.34%-0.40%-3.09%-0.10%3.50%3.48%1.06%1.68%2.17%1.35%0.19%0.38%13.10%
20240.34%2.50%2.21%-3.36%3.25%1.95%1.81%1.89%1.75%-0.51%2.75%-2.38%12.66%
20235.84%-2.48%2.42%0.68%-0.67%3.83%2.17%-1.71%-3.60%-2.37%7.14%4.52%16.20%
2022-4.51%-2.19%0.63%-6.84%0.00%-5.82%6.17%-3.35%-7.53%4.01%5.06%-3.78%-17.72%
2021-0.56%2.07%1.93%3.52%0.52%1.30%1.11%1.78%-3.06%3.59%-1.52%2.83%14.15%

Benchmark Metrics

Voya Solution Balanced Portfolio has an annualized alpha of -0.22%, beta of 0.67, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since July 03, 2007.

  • This fund participated in 78.39% of S&P 500 Index downside but only 68.19% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.22%
Beta
0.67
0.94
Upside Capture
68.19%
Downside Capture
78.39%

Expense Ratio

ISGJX has an expense ratio of 0.34%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ISGJX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ISGJX Risk / Return Rank: 7373
Overall Rank
ISGJX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISGJX Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISGJX Omega Ratio Rank: 7070
Omega Ratio Rank
ISGJX Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISGJX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Voya Solution Balanced Portfolio (ISGJX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ISGJXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.01

2.78

+0.22

Martin ratioReturn relative to average drawdown

14.44

12.44

+2.00

Dividends

Dividend History

Voya Solution Balanced Portfolio provided a 4.71% dividend yield over the last twelve months, with an annual payout of $0.53 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.53$0.53$0.05$0.92$1.55$0.23$0.71$0.87$0.59$0.33$0.95$1.20

Dividend yield

4.71%5.06%0.50%10.51%18.50%1.89%6.59%8.54%6.38%3.18%10.12%12.30%

Monthly Dividends

The table displays the monthly dividend distributions for Voya Solution Balanced Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.53
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.05
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.92
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.55$0.00$0.00$0.00$0.00$1.55
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Voya Solution Balanced Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Voya Solution Balanced Portfolio was 47.16%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.

The current Voya Solution Balanced Portfolio drawdown is 0.53%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-47.16%Mar 2009
1y 4mo3y 11d
4y 4moNov 2007 - Mar 2012
COVID crash2020
-27.39%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-22.62%Oct 2022
11mo 1d1y 5mo
2y 4moNov 2021 - Mar 2024
Rate-hike selloffLate 2018
-13.13%Dec 2018
10mo 29d4mo 7d
1y 3moJan 2018 - Apr 2019
2016 correction2016
-12.38%Feb 2016
9mo 20d6mo
1y 3moApr 2015 - Aug 2016

Drawdown Indicators


ISGJXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

-56.78%

+9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-9.10%

+2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-11.31%

-18.90%

+7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-25.43%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-27.39%

-33.92%

+6.53%

Current Drawdown

Current decline from peak

-0.53%

-1.80%

+1.27%

Average Drawdown

Average peak-to-trough decline

-6.44%

-10.71%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

2.03%

-0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ISGJX

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