FIRQX vs. ISWIX
FIRQX (Fidelity Managed Retirement 2010 Fund) and ISWIX (Voya Solution Income Portfolio) are both Target Retirement Date funds. Over the past 10 years, FIRQX returned 5.03%/yr vs 5.60%/yr for ISWIX. Their correlation of 0.91 suggests significant overlap in exposure. FIRQX charges 0.46%/yr vs 0.25%/yr for ISWIX.
Performance
FIRQX vs. ISWIX - Performance Comparison
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Returns By Period
In the year-to-date period, FIRQX achieves a 3.60% return, which is significantly lower than ISWIX's 4.71% return. Over the past 10 years, FIRQX has underperformed ISWIX with an annualized return of 5.03%, while ISWIX has yielded a comparatively higher 5.60% annualized return.
FIRQX
- 1D
- 0.00%
- 1M
- 0.65%
- YTD
- 3.60%
- 6M
- 3.73%
- 1Y
- 9.40%
- 3Y*
- 7.27%
- 5Y*
- 2.79%
- 10Y*
- 5.03%
ISWIX
- 1D
- 0.51%
- 1M
- 0.94%
- YTD
- 4.71%
- 6M
- 4.80%
- 1Y
- 12.13%
- 3Y*
- 9.05%
- 5Y*
- 3.87%
- 10Y*
- 5.60%
FIRQX vs. ISWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIRQX Fidelity Managed Retirement 2010 Fund | 3.60% | 9.97% | 4.48% | 8.52% | -12.39% | 3.82% | 9.59% | 12.62% | -2.83% | 10.63% |
ISWIX Voya Solution Income Portfolio | 4.71% | 11.26% | 6.47% | 10.89% | -14.74% | 6.70% | 12.19% | 13.37% | -2.80% | 9.66% |
Correlation
The correlation between FIRQX and ISWIX is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007 | 0.91 |
The correlation between FIRQX and ISWIX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
FIRQX vs. ISWIX — Risk / Return Rank
FIRQX
ISWIX
FIRQX vs. ISWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement 2010 Fund (FIRQX) and Voya Solution Income Portfolio (ISWIX). 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.
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.
| FIRQX | ISWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.98 | -0.21 |
| Martin ratioReturn relative to average drawdown | 11.64 | 13.18 | -1.54 |
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Drawdowns
FIRQX vs. ISWIX - Drawdown Comparison
The maximum FIRQX drawdown since its inception was -38.01%, which is greater than ISWIX's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for FIRQX and ISWIX.
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Drawdown Indicators
| FIRQX | ISWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.01% | -27.14% | -10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.45% | -4.42% | +0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -5.19% | -6.47% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -17.04% | -18.78% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -17.04% | -18.78% | +1.74% |
Current DrawdownCurrent decline from peak | -0.44% | -0.34% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -3.02% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 0.97% | -0.15% |
Volatility
FIRQX vs. ISWIX - Volatility Comparison
The current volatility for Fidelity Managed Retirement 2010 Fund (FIRQX) is 2.05%, while Voya Solution Income Portfolio (ISWIX) has a volatility of 2.32%. This indicates that FIRQX experiences smaller price fluctuations and is considered to be less risky than ISWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIRQX | ISWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.32% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.72% | 4.76% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.38% | 5.86% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.60% | 7.02% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | 6.59% | -1.24% |
FIRQX vs. ISWIX - Expense Ratio Comparison
FIRQX has a 0.46% expense ratio, which is higher than ISWIX's 0.25% expense ratio.
Dividends
FIRQX vs. ISWIX - Dividend Comparison
FIRQX's dividend yield for the trailing twelve months is around 3.30%, less than ISWIX's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIRQX Fidelity Managed Retirement 2010 Fund | 3.30% | 3.14% | 2.95% | 2.75% | 5.01% | 6.00% | 3.50% | 3.15% | 5.59% | 16.31% | 2.43% | 4.08% |
ISWIX Voya Solution Income Portfolio | 3.68% | 3.85% | 2.99% | 4.17% | 17.41% | 6.86% | 2.76% | 5.10% | 5.54% | 2.79% | 2.38% | 6.99% |
Frequently Asked Questions
FIRQX and ISWIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISWIX has higher volatility (2.32%) compared to FIRQX (2.05%). In terms of maximum drawdown, FIRQX dropped -38.01% vs ISWIX's -27.14%.
ISWIX currently has the higher Sharpe Ratio (2.25 vs 2.19), 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.
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