IAVIX vs. IIBAX
Compare and contrast key facts about Voya Solution Aggressive Portfolio (IAVIX) and Voya Intermediate Bond Fund (IIBAX).
IAVIX is managed by Voya. It was launched on Apr 30, 2013. IIBAX is managed by Voya. It was launched on Dec 15, 1998.
Performance
IAVIX vs. IIBAX - Performance Comparison
Loading graphics...
IAVIX vs. IIBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAVIX Voya Solution Aggressive Portfolio | -5.83% | 17.02% | 17.46% | 21.18% | -19.47% | 19.88% | 16.13% | 25.43% | -10.65% | 22.20% |
IIBAX Voya Intermediate Bond Fund | -0.79% | 6.42% | 2.65% | 7.04% | -15.11% | -1.79% | 7.75% | 9.57% | -0.59% | 4.48% |
Returns By Period
In the year-to-date period, IAVIX achieves a -5.83% return, which is significantly lower than IIBAX's -0.79% return. Over the past 10 years, IAVIX has outperformed IIBAX with an annualized return of 10.00%, while IIBAX has yielded a comparatively lower 1.82% annualized return.
IAVIX
- 1D
- -1.94%
- 1M
- -8.82%
- YTD
- -5.83%
- 6M
- -3.49%
- 1Y
- 12.76%
- 3Y*
- 13.70%
- 5Y*
- 7.32%
- 10Y*
- 10.00%
IIBAX
- 1D
- 0.46%
- 1M
- -2.57%
- YTD
- -0.79%
- 6M
- -0.19%
- 1Y
- 2.87%
- 3Y*
- 3.83%
- 5Y*
- 0.05%
- 10Y*
- 1.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IAVIX vs. IIBAX - Expense Ratio Comparison
IAVIX has a 0.36% expense ratio, which is lower than IIBAX's 0.69% expense ratio.
Return for Risk
IAVIX vs. IIBAX — Risk / Return Rank
IAVIX
IIBAX
IAVIX vs. IIBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution Aggressive Portfolio (IAVIX) and Voya Intermediate Bond Fund (IIBAX). 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.
| IAVIX | IIBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.90 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.30 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.05 | -0.46 |
Martin ratioReturn relative to average drawdown | 2.88 | 2.88 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IAVIX | IIBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.90 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.01 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.37 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.90 | -0.36 |
Correlation
The correlation between IAVIX and IIBAX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IAVIX vs. IIBAX - Dividend Comparison
IAVIX's dividend yield for the trailing twelve months is around 8.51%, more than IIBAX's 3.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAVIX Voya Solution Aggressive Portfolio | 8.51% | 8.01% | 0.50% | 6.64% | 21.30% | 1.19% | 7.68% | 8.98% | 6.09% | 1.91% | 6.81% | 5.86% |
IIBAX Voya Intermediate Bond Fund | 3.20% | 3.43% | 4.50% | 4.05% | 1.98% | 2.03% | 4.69% | 3.23% | 2.93% | 2.88% | 2.96% | 2.45% |
Drawdowns
IAVIX vs. IIBAX - Drawdown Comparison
The maximum IAVIX drawdown since its inception was -35.38%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for IAVIX and IIBAX.
Loading graphics...
Drawdown Indicators
| IAVIX | IIBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.38% | -20.34% | -15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -3.05% | -8.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.35% | -20.01% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -35.38% | -20.34% | -15.04% |
Current DrawdownCurrent decline from peak | -8.99% | -3.28% | -5.71% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -2.88% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 1.12% | +1.67% |
Volatility
IAVIX vs. IIBAX - Volatility Comparison
Voya Solution Aggressive Portfolio (IAVIX) has a higher volatility of 3.83% compared to Voya Intermediate Bond Fund (IIBAX) at 1.74%. This indicates that IAVIX's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IAVIX | IIBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 1.74% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 2.72% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 4.89% | +11.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 5.94% | +9.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 5.00% | +11.96% |