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IFTIX vs. INGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFTIX vs. INGIX - 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 U.S. Stock Index Portfolio (INGIX). The values are adjusted to include any dividend payments, if applicable.

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IFTIX vs. INGIX - 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%
INGIX
Voya U.S. Stock Index Portfolio
-7.12%15.88%24.71%26.04%-18.40%28.33%18.07%31.15%-4.62%21.49%

Returns By Period

In the year-to-date period, IFTIX achieves a 1.94% return, which is significantly higher than INGIX's -7.12% return. Over the past 10 years, IFTIX has underperformed INGIX with an annualized return of 8.53%, while INGIX has yielded a comparatively higher 13.30% 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%

INGIX

1D
-0.41%
1M
-7.69%
YTD
-7.12%
6M
-6.05%
1Y
12.51%
3Y*
16.35%
5Y*
10.80%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFTIX vs. INGIX - Expense Ratio Comparison

IFTIX has a 0.72% expense ratio, which is higher than INGIX's 0.27% expense ratio.


Return for Risk

IFTIX vs. INGIX — 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

INGIX
INGIX Risk / Return Rank: 2121
Overall Rank
INGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
INGIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
INGIX Omega Ratio Rank: 3030
Omega Ratio Rank
INGIX Calmar Ratio Rank: 88
Calmar Ratio Rank
INGIX Martin Ratio Rank: 99
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. INGIX - 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 U.S. Stock Index Portfolio (INGIX). 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.


IFTIXINGIXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.65

+1.01

Sortino ratio

Return per unit of downside risk

2.21

1.10

+1.10

Omega ratio

Gain probability vs. loss probability

1.34

1.16

+0.18

Calmar ratio

Return relative to maximum drawdown

2.85

0.13

+2.72

Martin ratio

Return relative to average drawdown

11.81

0.50

+11.31

IFTIX vs. INGIX - Sharpe Ratio Comparison

The current IFTIX Sharpe Ratio is 1.66, which is higher than the INGIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IFTIX and INGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IFTIXINGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.65

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.65

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.74

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.43

-0.13

Correlation

The correlation between IFTIX and INGIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IFTIX vs. INGIX - Dividend Comparison

IFTIX's dividend yield for the trailing twelve months is around 45.41%, more than INGIX's 11.48% 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%
INGIX
Voya U.S. Stock Index Portfolio
11.48%10.66%9.12%11.02%12.95%10.29%5.21%6.82%8.29%6.30%7.74%11.51%

Drawdowns

IFTIX vs. INGIX - Drawdown Comparison

The maximum IFTIX drawdown since its inception was -57.91%, roughly equal to the maximum INGIX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for IFTIX and INGIX.


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Drawdown Indicators


IFTIXINGIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.91%

-55.38%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-12.10%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-24.69%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-37.08%

-33.84%

-3.24%

Current Drawdown

Current decline from peak

-7.39%

-9.53%

+2.14%

Average Drawdown

Average peak-to-trough decline

-11.63%

-8.22%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

4.99%

-2.53%

Volatility

IFTIX vs. INGIX - Volatility Comparison

Voya International High Dividend Low Volatility Portfolio (IFTIX) has a higher volatility of 5.42% compared to Voya U.S. Stock Index Portfolio (INGIX) at 4.27%. This indicates that IFTIX's price experiences larger fluctuations and is considered to be riskier than INGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFTIXINGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

4.27%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

9.13%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

19.76%

-4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

17.23%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

18.21%

-3.28%