IFTIX vs. IDE
Compare and contrast key facts about Voya International High Dividend Low Volatility Portfolio (IFTIX) and Voya Infrastructure, Industrials and Materials Fund (IDE).
IFTIX is managed by Voya. It was launched on Jan 2, 2006. IDE is managed by Voya. It was launched on Jan 26, 2010.
Performance
IFTIX vs. IDE - Performance Comparison
Loading graphics...
IFTIX vs. IDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IFTIX Voya International High Dividend Low Volatility Portfolio | 4.23% | 37.73% | 7.31% | 14.73% | -8.89% | 12.10% | -0.52% | 16.67% | -14.95% | 22.34% |
IDE Voya Infrastructure, Industrials and Materials Fund | 4.61% | 35.77% | 11.96% | 22.04% | -16.54% | 26.27% | -1.06% | 13.49% | -24.48% | 39.58% |
Returns By Period
In the year-to-date period, IFTIX achieves a 4.23% return, which is significantly lower than IDE's 4.61% return. Over the past 10 years, IFTIX has underperformed IDE with an annualized return of 8.77%, while IDE has yielded a comparatively higher 10.97% annualized return.
IFTIX
- 1D
- 2.25%
- 1M
- -3.65%
- YTD
- 4.23%
- 6M
- 8.85%
- 1Y
- 25.41%
- 3Y*
- 18.97%
- 5Y*
- 11.19%
- 10Y*
- 8.77%
IDE
- 1D
- 1.62%
- 1M
- -10.88%
- YTD
- 4.61%
- 6M
- 9.10%
- 1Y
- 33.17%
- 3Y*
- 22.63%
- 5Y*
- 11.12%
- 10Y*
- 10.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IFTIX vs. IDE - Expense Ratio Comparison
IFTIX has a 0.72% expense ratio, which is higher than IDE's 0.01% expense ratio.
Return for Risk
IFTIX vs. IDE — Risk / Return Rank
IFTIX
IDE
IFTIX vs. IDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya International High Dividend Low Volatility Portfolio (IFTIX) and Voya Infrastructure, Industrials and Materials Fund (IDE). 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.
| IFTIX | IDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.84 | +0.14 |
Sortino ratioReturn per unit of downside risk | 2.60 | 2.34 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.35 | +0.85 |
Martin ratioReturn relative to average drawdown | 13.12 | 8.50 | +4.62 |
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
| IFTIX | IDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.84 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.61 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.53 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.36 | -0.06 |
Correlation
The correlation between IFTIX and IDE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IFTIX vs. IDE - Dividend Comparison
IFTIX's dividend yield for the trailing twelve months is around 44.41%, more than IDE's 10.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFTIX Voya International High Dividend Low Volatility Portfolio | 44.41% | 5.45% | 4.88% | 4.42% | 4.87% | 2.41% | 17.71% | 10.80% | 2.45% | 1.89% | 3.45% | 4.29% |
IDE Voya Infrastructure, Industrials and Materials Fund | 10.33% | 10.57% | 12.11% | 9.00% | 9.99% | 7.58% | 8.89% | 9.02% | 16.46% | 6.88% | 10.67% | 12.56% |
Drawdowns
IFTIX vs. IDE - Drawdown Comparison
The maximum IFTIX drawdown since its inception was -57.91%, which is greater than IDE's maximum drawdown of -52.43%. Use the drawdown chart below to compare losses from any high point for IFTIX and IDE.
Loading graphics...
Drawdown Indicators
| IFTIX | IDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.91% | -52.43% | -5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -14.34% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -30.52% | +4.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.08% | -52.43% | +15.35% |
Current DrawdownCurrent decline from peak | -5.31% | -10.88% | +5.57% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -11.39% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.96% | -1.48% |
Volatility
IFTIX vs. IDE - Volatility Comparison
The current volatility for Voya International High Dividend Low Volatility Portfolio (IFTIX) is 5.80%, while Voya Infrastructure, Industrials and Materials Fund (IDE) has a volatility of 7.48%. This indicates that IFTIX experiences smaller price fluctuations and is considered to be less risky than IDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IFTIX | IDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 7.48% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 11.01% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 18.15% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 18.21% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.94% | 20.86% | -5.92% |