IFTIX vs. IBGIX

Last updated Jun 23, 2026

IFTIX (Voya International High Dividend Low Volatility Portfolio) and IBGIX (VY Baron Growth Portfolio) are both mutual funds - IFTIX is a Foreign Large Cap Equities fund managed by Voya, while IBGIX is a Mid Cap Growth Equities fund managed by Voya. Over the past 10 years, IFTIX returned 8.83%/yr vs 14.69%/yr for IBGIX. A 0.69 correlation means they provide meaningful diversification when combined. IFTIX charges 0.72%/yr vs 0.99%/yr for IBGIX.

Performance

IFTIX vs. IBGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya International High Dividend Low Volatility Portfolio (IFTIX) and VY Baron Growth Portfolio (IBGIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IFTIX achieves a 7.36% return, which is significantly higher than IBGIX's -14.06% return. Over the past 10 years, IFTIX has underperformed IBGIX with an annualized return of 8.83%, while IBGIX has yielded a comparatively higher 14.69% annualized return.

IFTIX

• 1D: 0.00%
• 1M: -0.58%
• YTD: 7.36%
• 6M: 7.93%
• 1Y: 19.14%
• 3Y*: 18.67%
• 5Y*: 11.25%
• 10Y*: 8.83%

IBGIX

• 1D: 0.67%
• 1M: -0.90%
• YTD: -14.06%
• 6M: -16.13%
• 1Y: -18.26%
• 3Y*: -5.39%
• 5Y*: -4.14%
• 10Y*: 14.69%

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

IFTIX vs. IBGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IFTIX Voya International High Dividend Low Volatility Portfolio	7.36%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%
IBGIX VY Baron Growth Portfolio	-14.06%	-10.40%	4.84%	15.02%	-23.40%	20.76%	33.55%	166.57%	-1.63%	28.50%

Correlation

The correlation between IFTIX and IBGIX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Jan 4, 2006	0.69

Over the past year, the correlation between IFTIX and IBGIX has dropped to 0.37 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Return for Risk

IFTIX vs. IBGIX — Risk / Return Rank

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

IFTIX

IFTIX Risk / Return Rank: 42
IFTIX Sharpe Ratio Rank: 42
IFTIX Sortino Ratio Rank: 41
IFTIX Omega Ratio Rank: 41
IFTIX Calmar Ratio Rank: 48
IFTIX Martin Ratio Rank: 40

IBGIX

IBGIX Risk / Return Rank: 0
IBGIX Sharpe Ratio Rank: 0
IBGIX Sortino Ratio Rank: 0
IBGIX Omega Ratio Rank: 1
IBGIX Calmar Ratio Rank: 0
IBGIX Martin Ratio Rank: 0

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.

IFTIX vs. IBGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya International High Dividend Low Volatility Portfolio (IFTIX) and VY Baron Growth Portfolio (IBGIX). 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.

	IFTIX	IBGIX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	-1.08	+2.83
Sortino ratio: Return per unit of downside risk	2.48	-1.45	+3.93
Omega ratio: Gain probability vs. loss probability	1.32	0.83	+0.48
Calmar ratio: Return relative to maximum drawdown	2.53	-0.82	+3.35
Martin ratio: Return relative to average drawdown	8.22	-1.43	+9.65

IFTIX vs. IBGIX - Sharpe Ratio Comparison

The current IFTIX Sharpe Ratio is 1.76, which is higher than the IBGIX Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of IFTIX and IBGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IFTIX vs. IBGIX - Drawdown Comparison

The maximum IFTIX drawdown since its inception was -57.91%, roughly equal to the maximum IBGIX drawdown of -57.44%. Use the drawdown chart below to compare losses from any high point for IFTIX and IBGIX.

Drawdown Indicators

	IFTIX	IBGIX	Difference
Max Drawdown Largest peak-to-trough decline	-57.91%	-57.44%	-0.47%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-24.51%	+16.07%
Max Drawdown (3Y) Largest decline over 3 years	-10.20%	-30.02%	+19.82%
Max Drawdown (5Y) Largest decline over 5 years	-25.56%	-34.38%	+8.82%
Max Drawdown (10Y) Largest decline over 10 years	-37.08%	-40.82%	+3.74%
Current Drawdown Current decline from peak	-2.47%	-29.85%	+27.38%
Average Drawdown Average peak-to-trough decline	-11.53%	-14.17%	+2.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	13.26%	-10.78%

Volatility

IFTIX vs. IBGIX - Volatility Comparison

The current volatility for Voya International High Dividend Low Volatility Portfolio (IFTIX) is 2.67%, while VY Baron Growth Portfolio (IBGIX) has a volatility of 5.28%. This indicates that IFTIX experiences smaller price fluctuations and is considered to be less risky than IBGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IFTIX	IBGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	5.28%	-2.61%
Volatility (6M) Calculated over the trailing 6-month period	9.44%	13.85%	-4.41%
Volatility (1Y) Calculated over the trailing 1-year period	12.15%	18.57%	-6.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.48%	20.80%	-7.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.87%	35.99%	-21.12%

IFTIX vs. IBGIX - Expense Ratio Comparison

IFTIX has a 0.72% expense ratio, which is lower than IBGIX's 0.99% expense ratio.

Dividends

IFTIX vs. IBGIX - Dividend Comparison

IFTIX's dividend yield for the trailing twelve months is around 43.12%, less than IBGIX's 79.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IBGIX VY Baron Growth Portfolio	79.32%	24.66%	4.13%	5.23%	11.56%	6.89%	0.00%	107.13%	11.51%	12.13%	11.71%	8.93%
IFTIX Voya International High Dividend Low Volatility Portfolio	43.12%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%

Frequently Asked Questions

Can I hold both IFTIX and IBGIX in my portfolio?

IFTIX and IBGIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IFTIX or IBGIX?

IBGIX has higher volatility (5.28%) compared to IFTIX (2.67%). In terms of maximum drawdown, IFTIX dropped -57.91% vs IBGIX's -57.44%.

Which has better risk-adjusted returns?

IFTIX currently has the higher Sharpe Ratio (1.76 vs -1.08), 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.