DRIKX vs. IISNX

Last updated Jun 4, 2026

DRIKX (Dimensional 2055 Target Date Retirement Income Fund) and IISNX (Voya Index Solution 2055 Portfolio) are both Target Retirement Date funds. Over the past 10 years, DRIKX returned 12.60%/yr vs 11.86%/yr for IISNX. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.22% expense ratio.

Performance

DRIKX vs. IISNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and Voya Index Solution 2055 Portfolio (IISNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with DRIKX at 12.38% and IISNX at 12.38%. Over the past 10 years, DRIKX has outperformed IISNX with an annualized return of 12.60%, while IISNX has yielded a comparatively lower 11.86% annualized return.

DRIKX

• 1D: 0.35%
• 1M: 5.02%
• YTD: 12.38%
• 6M: 13.14%
• 1Y: 28.14%
• 3Y*: 20.34%
• 5Y*: 11.66%
• 10Y*: 12.60%

IISNX

• 1D: 0.33%
• 1M: 5.51%
• YTD: 12.38%
• 6M: 13.10%
• 1Y: 28.26%
• 3Y*: 19.86%
• 5Y*: 10.37%
• 10Y*: 11.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIKX vs. IISNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRIKX Dimensional 2055 Target Date Retirement Income Fund	12.38%	19.29%	17.19%	21.26%	-15.32%	21.28%	14.20%	25.63%	-9.16%	21.59%
IISNX Voya Index Solution 2055 Portfolio	12.38%	20.72%	15.38%	20.31%	-18.25%	17.99%	15.46%	25.17%	-8.47%	21.04%

Correlation

The correlation between DRIKX and IISNX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.96

The correlation between DRIKX and IISNX shifts across timeframes, from 0.81 (1 year) to 0.96 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DRIKX vs. IISNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRIKX

DRIKX Risk / Return Rank: 82
DRIKX Sharpe Ratio Rank: 86
DRIKX Sortino Ratio Rank: 83
DRIKX Omega Ratio Rank: 78
DRIKX Calmar Ratio Rank: 80
DRIKX Martin Ratio Rank: 85

IISNX

IISNX Risk / Return Rank: 76
IISNX Sharpe Ratio Rank: 76
IISNX Sortino Ratio Rank: 76
IISNX Omega Ratio Rank: 70
IISNX Calmar Ratio Rank: 74
IISNX Martin Ratio Rank: 85

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.

DRIKX vs. IISNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and Voya Index Solution 2055 Portfolio (IISNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	DRIKX	IISNX	Difference
Sharpe ratio: Return per unit of total volatility	2.81	2.56	+0.25
Sortino ratio: Return per unit of downside risk	3.93	3.68	+0.25
Omega ratio: Gain probability vs. loss probability	1.51	1.47	+0.04
Calmar ratio: Return relative to maximum drawdown	3.66	3.35	+0.32
Martin ratio: Return relative to average drawdown	16.03	15.98	+0.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRIKX vs. IISNX - Sharpe Ratio Comparison

The current DRIKX Sharpe Ratio is 2.81, which is comparable to the IISNX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of DRIKX and IISNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DRIKX	IISNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	2.56	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.69	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.74	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.67	+0.14

Drawdowns

DRIKX vs. IISNX - Drawdown Comparison

The maximum DRIKX drawdown since its inception was -33.48%, roughly equal to the maximum IISNX drawdown of -32.62%. Use the drawdown chart below to compare losses from any high point for DRIKX and IISNX.

Drawdown Indicators

	DRIKX	IISNX	Difference
Max Drawdown Largest peak-to-trough decline	-33.48%	-32.62%	-0.86%
Max Drawdown (1Y) Largest decline over 1 year	-8.59%	-9.38%	+0.79%
Max Drawdown (3Y) Largest decline over 3 years	-16.02%	-15.82%	-0.20%
Max Drawdown (5Y) Largest decline over 5 years	-23.49%	-25.85%	+2.36%
Max Drawdown (10Y) Largest decline over 10 years	-33.48%	-32.62%	-0.86%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.24%	-4.64%	+0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.90%	-0.01%

Volatility

DRIKX vs. IISNX - Volatility Comparison

The current volatility for Dimensional 2055 Target Date Retirement Income Fund (DRIKX) is 3.11%, while Voya Index Solution 2055 Portfolio (IISNX) has a volatility of 3.58%. This indicates that DRIKX experiences smaller price fluctuations and is considered to be less risky than IISNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRIKX	IISNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	3.58%	-0.47%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	9.98%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	12.26%	-1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	15.27%	-0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.75%	16.19%	-0.44%

DRIKX vs. IISNX - Expense Ratio Comparison

Both DRIKX and IISNX have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

DRIKX vs. IISNX - Dividend Comparison

DRIKX's dividend yield for the trailing twelve months is around 1.31%, less than IISNX's 1.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRIKX Dimensional 2055 Target Date Retirement Income Fund	1.31%	1.24%	2.44%	3.19%	3.92%	2.37%	2.41%	2.12%	2.27%	1.18%	1.39%	0.00%
IISNX Voya Index Solution 2055 Portfolio	1.46%	1.64%	0.18%	8.19%	14.20%	4.63%	4.33%	4.96%	3.86%	3.26%	8.60%	10.27%

Frequently Asked Questions

Can I hold both DRIKX and IISNX in my portfolio?

DRIKX and IISNX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRIKX or IISNX?

IISNX has higher volatility (3.58%) compared to DRIKX (3.11%). In terms of maximum drawdown, DRIKX dropped -33.48% vs IISNX's -32.62%.

Which has better risk-adjusted returns?

DRIKX currently has the higher Sharpe Ratio (2.81 vs 2.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.