IDXQX vs. IPHYX
IDXQX (Voya Index Solution 2050 Portfolio) and IPHYX (Voya High Yield Portfolio) are both mutual funds - IDXQX is a Target Retirement Date fund managed by Voya, while IPHYX is a High Yield Bonds fund managed by Voya. Over the past 10 years, IDXQX returned 12.11%/yr vs 4.61%/yr for IPHYX. At a 0.47 correlation, their price movements are largely independent. IDXQX charges 0.22%/yr vs 0.73%/yr for IPHYX.
Performance
IDXQX vs. IPHYX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDXQX achieves a 9.89% return, which is significantly higher than IPHYX's 1.06% return. Over the past 10 years, IDXQX has outperformed IPHYX with an annualized return of 12.11%, while IPHYX has yielded a comparatively lower 4.61% annualized return.
IDXQX
- 1D
- 0.38%
- 1M
- -0.83%
- YTD
- 9.89%
- 6M
- 8.88%
- 1Y
- 22.16%
- 3Y*
- 18.59%
- 5Y*
- 9.53%
- 10Y*
- 12.11%
IPHYX
- 1D
- 0.00%
- 1M
- 0.36%
- YTD
- 1.06%
- 6M
- 1.64%
- 1Y
- 4.40%
- 3Y*
- 7.30%
- 5Y*
- 2.52%
- 10Y*
- 4.61%
IDXQX vs. IPHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDXQX Voya Index Solution 2050 Portfolio | 9.89% | 20.61% | 15.26% | 20.20% | -18.17% | 17.84% | 15.28% | 25.17% | -8.48% | 20.75% |
IPHYX Voya High Yield Portfolio | 1.06% | 6.80% | 6.74% | 11.47% | -13.75% | 4.15% | 5.66% | 15.24% | -3.18% | 6.24% |
Correlation
The correlation between IDXQX and IPHYX is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2011 | 0.47 |
The correlation between IDXQX and IPHYX has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDXQX vs. IPHYX — Risk / Return Rank
IDXQX
IPHYX
IDXQX vs. IPHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2050 Portfolio (IDXQX) and Voya High Yield Portfolio (IPHYX). 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.
| IDXQX | IPHYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.90 | +0.86 |
| Martin ratioReturn relative to average drawdown | 12.70 | 8.88 | +3.82 |
Loading charts...
Drawdowns
IDXQX vs. IPHYX - Drawdown Comparison
The maximum IDXQX drawdown since its inception was -32.28%, roughly equal to the maximum IPHYX drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for IDXQX and IPHYX.
Loading charts...
Drawdown Indicators
| IDXQX | IPHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.28% | -32.43% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -2.62% | -6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -3.81% | -11.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.75% | -17.18% | -8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -32.28% | -20.45% | -11.83% |
Current DrawdownCurrent decline from peak | -1.94% | -0.34% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -2.78% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 0.54% | +1.39% |
Volatility
IDXQX vs. IPHYX - Volatility Comparison
Voya Index Solution 2050 Portfolio (IDXQX) has a higher volatility of 4.93% compared to Voya High Yield Portfolio (IPHYX) at 1.02%. This indicates that IDXQX's price experiences larger fluctuations and is considered to be riskier than IPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDXQX | IPHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 1.02% | +3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 2.77% | +7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 3.52% | +9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 5.22% | +10.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 5.50% | +10.52% |
IDXQX vs. IPHYX - Expense Ratio Comparison
IDXQX has a 0.22% expense ratio, which is lower than IPHYX's 0.73% expense ratio.
Dividends
IDXQX vs. IPHYX - Dividend Comparison
IDXQX's dividend yield for the trailing twelve months is around 1.49%, less than IPHYX's 4.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDXQX Voya Index Solution 2050 Portfolio | 1.49% | 1.64% | 0.21% | 8.35% | 13.40% | 3.92% | 4.17% | 4.22% | 3.47% | 0.91% | 0.36% | 6.44% |
IPHYX Voya High Yield Portfolio | 4.77% | 4.47% | 5.90% | 5.68% | 4.36% | 4.26% | 5.03% | 5.14% | 6.03% | 6.82% | 6.44% | 6.32% |
Frequently Asked Questions
IDXQX and IPHYX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDXQX has higher volatility (4.93%) compared to IPHYX (1.02%). In terms of maximum drawdown, IDXQX dropped -32.28% vs IPHYX's -32.43%.
IDXQX currently has the higher Sharpe Ratio (1.99 vs 1.42), 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.
Find the right allocation for IDXQX and IPHYX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer