IEOSX vs. ISNQX
IEOSX (Voya Large Cap Growth Portfolio) and ISNQX (Voya Solution 2050 Portfolio) are both mutual funds - IEOSX is a Large Cap Growth Equities fund managed by Voya, while ISNQX is a Target Retirement Date fund managed by Voya. Over the past 10 years, IEOSX returned 16.10%/yr vs 11.83%/yr for ISNQX. Their correlation of 0.87 suggests significant overlap in exposure. IEOSX charges 0.92%/yr vs 0.18%/yr for ISNQX.
Performance
IEOSX vs. ISNQX - Performance Comparison
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Returns By Period
In the year-to-date period, IEOSX achieves a 7.45% return, which is significantly lower than ISNQX's 11.58% return. Over the past 10 years, IEOSX has outperformed ISNQX with an annualized return of 16.10%, while ISNQX has yielded a comparatively lower 11.83% annualized return.
IEOSX
- 1D
- -0.70%
- 1M
- 0.16%
- YTD
- 7.45%
- 6M
- 6.09%
- 1Y
- 22.26%
- 3Y*
- 22.86%
- 5Y*
- 11.60%
- 10Y*
- 16.10%
ISNQX
- 1D
- -0.05%
- 1M
- 1.55%
- YTD
- 11.58%
- 6M
- 11.05%
- 1Y
- 25.90%
- 3Y*
- 18.93%
- 5Y*
- 9.70%
- 10Y*
- 11.83%
IEOSX vs. ISNQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEOSX Voya Large Cap Growth Portfolio | 7.45% | 15.13% | 34.53% | 37.38% | -30.74% | 19.20% | 30.20% | 32.51% | -2.11% | 29.48% |
ISNQX Voya Solution 2050 Portfolio | 11.58% | 20.04% | 15.16% | 20.86% | -19.16% | 17.44% | 16.39% | 24.65% | -10.36% | 22.00% |
Correlation
The correlation between IEOSX and ISNQX is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2011 | 0.87 |
The correlation between IEOSX and ISNQX shifts across timeframes, from 0.67 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IEOSX vs. ISNQX — Risk / Return Rank
IEOSX
ISNQX
IEOSX vs. ISNQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Large Cap Growth Portfolio (IEOSX) and Voya Solution 2050 Portfolio (ISNQX). 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.
| IEOSX | ISNQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 3.16 | -1.68 |
| Martin ratioReturn relative to average drawdown | 4.38 | 14.73 | -10.35 |
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Drawdowns
IEOSX vs. ISNQX - Drawdown Comparison
The maximum IEOSX drawdown since its inception was -44.03%, which is greater than ISNQX's maximum drawdown of -33.88%. Use the drawdown chart below to compare losses from any high point for IEOSX and ISNQX.
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Drawdown Indicators
| IEOSX | ISNQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -33.88% | -10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -9.38% | -7.91% |
Max Drawdown (3Y)Largest decline over 3 years | -25.33% | -15.79% | -9.54% |
Max Drawdown (5Y)Largest decline over 5 years | -34.91% | -26.90% | -8.01% |
Max Drawdown (10Y)Largest decline over 10 years | -34.91% | -33.88% | -1.03% |
Current DrawdownCurrent decline from peak | -7.33% | -0.80% | -6.53% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -4.58% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 1.94% | +3.63% |
Volatility
IEOSX vs. ISNQX - Volatility Comparison
Voya Large Cap Growth Portfolio (IEOSX) has a higher volatility of 7.02% compared to Voya Solution 2050 Portfolio (ISNQX) at 4.71%. This indicates that IEOSX's price experiences larger fluctuations and is considered to be riskier than ISNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEOSX | ISNQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 4.71% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 18.81% | 10.32% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 12.67% | +9.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.39% | 15.41% | +7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 16.35% | +5.59% |
IEOSX vs. ISNQX - Expense Ratio Comparison
IEOSX has a 0.92% expense ratio, which is higher than ISNQX's 0.18% expense ratio.
Dividends
IEOSX vs. ISNQX - Dividend Comparison
IEOSX's dividend yield for the trailing twelve months is around 11.33%, more than ISNQX's 7.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEOSX Voya Large Cap Growth Portfolio | 11.33% | 12.18% | 0.00% | 0.00% | 64.49% | 21.60% | 11.24% | 17.89% | 16.66% | 7.29% | 15.02% | 11.09% |
ISNQX Voya Solution 2050 Portfolio | 7.18% | 8.01% | 1.33% | 6.04% | 31.37% | 2.78% | 6.32% | 8.18% | 6.96% | 1.98% | 1.14% | 7.90% |
Frequently Asked Questions
IEOSX and ISNQX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IEOSX has higher volatility (7.02%) compared to ISNQX (4.71%). In terms of maximum drawdown, IEOSX dropped -44.03% vs ISNQX's -33.88%.
ISNQX currently has the higher Sharpe Ratio (2.34 vs 1.16), 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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