PortfoliosLab logoPortfoliosLab logo
IFTIX vs. IHYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFTIX vs. IHYAX - Performance Comparison

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

Loading graphics...

IFTIX vs. IHYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFTIX
Voya International High Dividend Low Volatility Portfolio
1.94%37.73%7.31%14.73%-8.89%12.10%-0.52%16.67%-14.95%22.34%
IHYAX
Voya High Yield Bond Fund
-2.02%6.99%6.45%10.63%-13.95%3.71%5.54%14.51%-3.38%5.85%

Returns By Period

In the year-to-date period, IFTIX achieves a 1.94% return, which is significantly higher than IHYAX's -2.02% return. Over the past 10 years, IFTIX has outperformed IHYAX with an annualized return of 8.53%, while IHYAX has yielded a comparatively lower 4.12% annualized return.


IFTIX

1D
0.72%
1M
-7.39%
YTD
1.94%
6M
6.87%
1Y
23.18%
3Y*
18.09%
5Y*
10.85%
10Y*
8.53%

IHYAX

1D
0.15%
1M
-2.42%
YTD
-2.02%
6M
-1.03%
1Y
3.99%
3Y*
5.92%
5Y*
2.05%
10Y*
4.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. IHYAX - Expense Ratio Comparison

IFTIX has a 0.72% expense ratio, which is lower than IHYAX's 1.04% expense ratio.


Return for Risk

IFTIX vs. IHYAX — Risk / Return Rank

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

IFTIX
IFTIX Risk / Return Rank: 8888
Overall Rank
IFTIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IFTIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
IFTIX Omega Ratio Rank: 8383
Omega Ratio Rank
IFTIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
IFTIX Martin Ratio Rank: 9393
Martin Ratio Rank

IHYAX
IHYAX Risk / Return Rank: 5555
Overall Rank
IHYAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IHYAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IHYAX Omega Ratio Rank: 7373
Omega Ratio Rank
IHYAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
IHYAX Martin Ratio Rank: 3939
Martin Ratio Rank
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. IHYAX - 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 High Yield Bond Fund (IHYAX). 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.


IFTIXIHYAXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.15

+0.51

Sortino ratio

Return per unit of downside risk

2.21

1.55

+0.66

Omega ratio

Gain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratio

Return relative to maximum drawdown

2.85

1.00

+1.85

Martin ratio

Return relative to average drawdown

11.81

4.07

+7.74

IFTIX vs. IHYAX - Sharpe Ratio Comparison

The current IFTIX Sharpe Ratio is 1.66, which is higher than the IHYAX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IFTIX and IHYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IFTIXIHYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.15

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.41

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.76

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.97

-0.67

Correlation

The correlation between IFTIX and IHYAX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IFTIX vs. IHYAX - Dividend Comparison

IFTIX's dividend yield for the trailing twelve months is around 45.41%, more than IHYAX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
IFTIX
Voya International High Dividend Low Volatility Portfolio
45.41%5.45%4.88%4.42%4.87%2.41%17.71%10.80%2.45%1.89%3.45%4.29%
IHYAX
Voya High Yield Bond Fund
4.43%4.98%5.93%4.91%5.38%4.01%5.00%5.17%5.63%5.21%5.14%5.54%

Drawdowns

IFTIX vs. IHYAX - Drawdown Comparison

The maximum IFTIX drawdown since its inception was -57.91%, which is greater than IHYAX's maximum drawdown of -38.22%. Use the drawdown chart below to compare losses from any high point for IFTIX and IHYAX.


Loading graphics...

Drawdown Indicators


IFTIXIHYAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.91%

-38.22%

-19.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-2.61%

-6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-17.14%

-8.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.08%

-20.25%

-16.83%

Current Drawdown

Current decline from peak

-7.39%

-2.45%

-4.94%

Average Drawdown

Average peak-to-trough decline

-11.63%

-2.95%

-8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

0.79%

+1.67%

Volatility

IFTIX vs. IHYAX - Volatility Comparison

Voya International High Dividend Low Volatility Portfolio (IFTIX) has a higher volatility of 5.42% compared to Voya High Yield Bond Fund (IHYAX) at 1.38%. This indicates that IFTIX's price experiences larger fluctuations and is considered to be riskier than IHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IFTIXIHYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

1.38%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

2.30%

+6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

4.01%

+10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

5.09%

+8.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

5.46%

+9.47%