IFTIX vs. IIRMX

Last updated Jun 4, 2026

IFTIX (Voya International High Dividend Low Volatility Portfolio) and IIRMX (Voya Russell Mid Cap Index Portfolio) are both mutual funds - IFTIX is a Foreign Large Cap Equities fund managed by Voya, while IIRMX is a Mid Cap Blend Equities fund managed by Voya. Over the past 10 years, IFTIX returned 8.67%/yr vs 11.62%/yr for IIRMX. A 0.76 correlation means they provide meaningful diversification when combined. IFTIX charges 0.72%/yr vs 0.40%/yr for IIRMX.

Performance

IFTIX vs. IIRMX - 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 Russell Mid Cap Index Portfolio (IIRMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IFTIX achieves a 6.84% return, which is significantly lower than IIRMX's 16.99% return. Over the past 10 years, IFTIX has underperformed IIRMX with an annualized return of 8.67%, while IIRMX has yielded a comparatively higher 11.62% annualized return.

IFTIX

• 1D: -0.19%
• 1M: 0.59%
• YTD: 6.84%
• 6M: 9.75%
• 1Y: 18.28%
• 3Y*: 19.53%
• 5Y*: 10.71%
• 10Y*: 8.67%

IIRMX

• 1D: 0.68%
• 1M: 8.15%
• YTD: 16.99%
• 6M: 16.77%
• 1Y: 26.39%
• 3Y*: 18.64%
• 5Y*: 8.83%
• 10Y*: 11.62%

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

IFTIX vs. IIRMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IFTIX Voya International High Dividend Low Volatility Portfolio	6.84%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%
IIRMX Voya Russell Mid Cap Index Portfolio	16.99%	10.40%	14.78%	16.74%	-17.55%	21.79%	16.04%	29.16%	-9.30%	18.05%

Correlation

The correlation between IFTIX and IIRMX is 0.50, 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	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Mar 12, 2008	0.76

Over the past year, the correlation between IFTIX and IIRMX has dropped to 0.50 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

Return for Risk

IFTIX vs. IIRMX — Risk / Return Rank

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

IFTIX

IFTIX Risk / Return Rank: 33
IFTIX Sharpe Ratio Rank: 31
IFTIX Sortino Ratio Rank: 30
IFTIX Omega Ratio Rank: 31
IFTIX Calmar Ratio Rank: 37
IFTIX Martin Ratio Rank: 35

IIRMX

IIRMX Risk / Return Rank: 48
IIRMX Sharpe Ratio Rank: 24
IIRMX Sortino Ratio Rank: 29
IIRMX Omega Ratio Rank: 44
IIRMX Calmar Ratio Rank: 71
IIRMX Martin Ratio Rank: 74

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. IIRMX - 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 Russell Mid Cap Index Portfolio (IIRMX). 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	IIRMX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	1.40	+0.20
Sortino ratio: Return per unit of downside risk	2.27	2.24	+0.03
Omega ratio: Gain probability vs. loss probability	1.29	1.36	-0.07
Calmar ratio: Return relative to maximum drawdown	2.30	3.25	-0.95
Martin ratio: Return relative to average drawdown	7.71	13.96	-6.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IFTIX vs. IIRMX - Sharpe Ratio Comparison

The current IFTIX Sharpe Ratio is 1.60, which is comparable to the IIRMX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of IFTIX and IIRMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IFTIX	IIRMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	1.40	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.45	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.58	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.47	-0.16

Drawdowns

IFTIX vs. IIRMX - Drawdown Comparison

The maximum IFTIX drawdown since its inception was -57.91%, roughly equal to the maximum IIRMX drawdown of -56.44%. Use the drawdown chart below to compare losses from any high point for IFTIX and IIRMX.

Drawdown Indicators

	IFTIX	IIRMX	Difference
Max Drawdown Largest peak-to-trough decline	-57.91%	-56.44%	-1.47%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-9.61%	+1.17%
Max Drawdown (3Y) Largest decline over 3 years	-10.20%	-21.18%	+10.98%
Max Drawdown (5Y) Largest decline over 5 years	-25.56%	-26.26%	+0.70%
Max Drawdown (10Y) Largest decline over 10 years	-37.08%	-40.41%	+3.33%
Current Drawdown Current decline from peak	-2.94%	0.00%	-2.94%
Average Drawdown Average peak-to-trough decline	-11.55%	-7.88%	-3.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	2.17%	+0.23%

Volatility

IFTIX vs. IIRMX - Volatility Comparison

The current volatility for Voya International High Dividend Low Volatility Portfolio (IFTIX) is 3.77%, while Voya Russell Mid Cap Index Portfolio (IIRMX) has a volatility of 17.09%. This indicates that IFTIX experiences smaller price fluctuations and is considered to be less risky than IIRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IFTIX	IIRMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	17.09%	-13.32%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	19.20%	-9.83%
Volatility (1Y) Calculated over the trailing 1-year period	12.22%	22.33%	-10.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.48%	20.33%	-6.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.92%	20.39%	-5.47%

IFTIX vs. IIRMX - Expense Ratio Comparison

IFTIX has a 0.72% expense ratio, which is higher than IIRMX's 0.40% expense ratio.

Dividends

IFTIX vs. IIRMX - Dividend Comparison

IFTIX's dividend yield for the trailing twelve months is around 43.33%, more than IIRMX's 37.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	43.33%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
IIRMX Voya Russell Mid Cap Index Portfolio	37.72%	13.19%	10.43%	11.78%	10.34%	10.34%	14.22%	20.78%	15.64%	8.09%	14.11%	10.13%

Frequently Asked Questions

Can I hold both IFTIX and IIRMX in my portfolio?

IFTIX and IIRMX have a correlation of 0.50, 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 IIRMX?

IIRMX has higher volatility (17.09%) compared to IFTIX (3.77%). In terms of maximum drawdown, IFTIX dropped -57.91% vs IIRMX's -56.44%.

Which has better risk-adjusted returns?

IFTIX currently has the higher Sharpe Ratio (1.60 vs 1.40), 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.