DRIUX vs. ISOLX

Last updated Jun 6, 2026

DRIUX (Dimensional 2025 Target Date Retirement Income Fund) and ISOLX (Voya Target In-Retirement Fund) are both Target Retirement Date funds. Over the past 10 years, DRIUX returned 5.14%/yr vs 5.60%/yr for ISOLX. A 0.80 correlation means they provide meaningful diversification when combined. DRIUX charges 0.18%/yr vs 0.20%/yr for ISOLX.

Performance

DRIUX vs. ISOLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2025 Target Date Retirement Income Fund (DRIUX) and Voya Target In-Retirement Fund (ISOLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRIUX achieves a 4.02% return, which is significantly lower than ISOLX's 4.85% return. Over the past 10 years, DRIUX has underperformed ISOLX with an annualized return of 5.14%, while ISOLX has yielded a comparatively higher 5.60% annualized return.

DRIUX

• 1D: 0.09%
• 1M: 0.60%
• YTD: 4.02%
• 6M: 3.89%
• 1Y: 10.54%
• 3Y*: 6.73%
• 5Y*: 1.13%
• 10Y*: 5.14%

ISOLX

• 1D: 0.00%
• 1M: 0.59%
• YTD: 4.85%
• 6M: 5.18%
• 1Y: 13.30%
• 3Y*: 10.07%
• 5Y*: 4.13%
• 10Y*: 5.60%

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

DRIUX vs. ISOLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRIUX Dimensional 2025 Target Date Retirement Income Fund	4.02%	9.01%	3.86%	8.09%	-20.98%	9.26%	17.45%	18.97%	-6.67%	13.18%
ISOLX Voya Target In-Retirement Fund	4.85%	11.96%	7.03%	11.13%	-14.97%	6.53%	10.46%	14.40%	-2.96%	9.49%

Correlation

The correlation between DRIUX and ISOLX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.80

The correlation between DRIUX and ISOLX has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

Return for Risk

DRIUX vs. ISOLX — Risk / Return Rank

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

DRIUX

DRIUX Risk / Return Rank: 44
DRIUX Sharpe Ratio Rank: 45
DRIUX Sortino Ratio Rank: 46
DRIUX Omega Ratio Rank: 45
DRIUX Calmar Ratio Rank: 40
DRIUX Martin Ratio Rank: 43

ISOLX

ISOLX Risk / Return Rank: 79
ISOLX Sharpe Ratio Rank: 80
ISOLX Sortino Ratio Rank: 84
ISOLX Omega Ratio Rank: 79
ISOLX Calmar Ratio Rank: 71
ISOLX Martin Ratio Rank: 80

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.

DRIUX vs. ISOLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2025 Target Date Retirement Income Fund (DRIUX) and Voya Target In-Retirement Fund (ISOLX). 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.

	DRIUX	ISOLX	Difference
Sharpe ratio: Return per unit of total volatility	1.90	2.55	-0.65
Sortino ratio: Return per unit of downside risk	2.78	3.94	-1.17
Omega ratio: Gain probability vs. loss probability	1.35	1.50	-0.15
Calmar ratio: Return relative to maximum drawdown	2.30	3.15	-0.85
Martin ratio: Return relative to average drawdown	8.84	14.38	-5.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRIUX vs. ISOLX - Sharpe Ratio Comparison

The current DRIUX Sharpe Ratio is 1.90, which is comparable to the ISOLX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of DRIUX and ISOLX, 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

	DRIUX	ISOLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	2.55	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.60	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.86	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.90	-0.26

Drawdowns

DRIUX vs. ISOLX - Drawdown Comparison

The maximum DRIUX drawdown since its inception was -26.95%, which is greater than ISOLX's maximum drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for DRIUX and ISOLX.

Drawdown Indicators

	DRIUX	ISOLX	Difference
Max Drawdown Largest peak-to-trough decline	-26.95%	-19.02%	-7.93%
Max Drawdown (1Y) Largest decline over 1 year	-4.49%	-4.54%	+0.05%
Max Drawdown (3Y) Largest decline over 3 years	-9.28%	-6.37%	-2.91%
Max Drawdown (5Y) Largest decline over 5 years	-26.95%	-19.02%	-7.93%
Max Drawdown (10Y) Largest decline over 10 years	-26.95%	-19.02%	-7.93%
Current Drawdown Current decline from peak	-2.52%	-0.42%	-2.10%
Average Drawdown Average peak-to-trough decline	-7.07%	-2.82%	-4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.17%	0.96%	+0.21%

Volatility

DRIUX vs. ISOLX - Volatility Comparison

The current volatility for Dimensional 2025 Target Date Retirement Income Fund (DRIUX) is 1.72%, while Voya Target In-Retirement Fund (ISOLX) has a volatility of 2.03%. This indicates that DRIUX experiences smaller price fluctuations and is considered to be less risky than ISOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRIUX	ISOLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.72%	2.03%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	4.08%	4.52%	-0.44%
Volatility (1Y) Calculated over the trailing 1-year period	5.46%	5.61%	-0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.39%	7.02%	+2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.89%	6.57%	+2.32%

DRIUX vs. ISOLX - Expense Ratio Comparison

DRIUX has a 0.18% expense ratio, which is lower than ISOLX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DRIUX vs. ISOLX - Dividend Comparison

DRIUX's dividend yield for the trailing twelve months is around 5.07%, more than ISOLX's 3.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRIUX Dimensional 2025 Target Date Retirement Income Fund	5.07%	5.26%	4.40%	4.53%	7.77%	5.60%	3.72%	2.25%	2.44%	1.39%	1.41%	0.00%
ISOLX Voya Target In-Retirement Fund	3.71%	3.89%	2.37%	3.10%	3.50%	10.09%	3.54%	6.63%	3.53%	4.60%	2.06%	0.30%

Frequently Asked Questions

Can I hold both DRIUX and ISOLX in my portfolio?

DRIUX and ISOLX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRIUX or ISOLX?

ISOLX has higher volatility (2.03%) compared to DRIUX (1.72%). In terms of maximum drawdown, DRIUX dropped -26.95% vs ISOLX's -19.02%.

Which has better risk-adjusted returns?

ISOLX currently has the higher Sharpe Ratio (2.55 vs 1.90), 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.