IICIX vs. TNUIX
IICIX (Voya Intermediate Bond Fund Class I) and TNUIX (1290 Diversified Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, IICIX returned 1.94%/yr vs 2.96%/yr for TNUIX. A 0.54 correlation means they provide meaningful diversification when combined. IICIX charges 0.36%/yr vs 0.50%/yr for TNUIX.
Performance
IICIX vs. TNUIX - Performance Comparison
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Returns By Period
In the year-to-date period, IICIX achieves a 0.28% return, which is significantly lower than TNUIX's 3.50% return. Over the past 10 years, IICIX has underperformed TNUIX with an annualized return of 1.94%, while TNUIX has yielded a comparatively higher 2.96% annualized return.
IICIX
- 1D
- 0.00%
- 1M
- -0.29%
- 6M
- 0.39%
- YTD
- 0.28%
- 1Y
- 3.84%
- 3Y*
- 4.42%
- 5Y*
- 0.00%
- 10Y*
- 1.94%
TNUIX
- 1D
- -0.12%
- 1M
- 0.44%
- 6M
- 2.63%
- YTD
- 3.50%
- 1Y
- 8.26%
- 3Y*
- 3.44%
- 5Y*
- -0.89%
- 10Y*
- 2.96%
IICIX vs. TNUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IICIX Voya Intermediate Bond Fund Class I | 0.28% | 6.31% | 2.92% | 7.62% | -14.88% | -1.52% | 8.11% | 10.12% | -0.24% | 4.84% |
TNUIX 1290 Diversified Bond Fund | 3.50% | 10.61% | -3.72% | 3.21% | -12.54% | -2.46% | 17.14% | 10.28% | 2.30% | 3.47% |
Correlation
The correlation between IICIX and TNUIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.54 |
The correlation between IICIX and TNUIX shifts across timeframes, from 0.44 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IICIX vs. TNUIX — Risk / Return Rank
IICIX
TNUIX
IICIX vs. TNUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Intermediate Bond Fund Class I (IICIX) and 1290 Diversified Bond Fund (TNUIX). 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.
| IICIX | TNUIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.02 | -1.64 |
| Martin ratioReturn relative to average drawdown | 3.72 | 8.44 | -4.72 |
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Drawdowns
IICIX vs. TNUIX - Drawdown Comparison
The maximum IICIX drawdown since its inception was -19.96%, smaller than the maximum TNUIX drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for IICIX and TNUIX.
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Drawdown Indicators
| IICIX | TNUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -26.30% | +6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -2.71% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -5.58% | -13.25% | +7.67% |
Max Drawdown (5Y)Largest decline over 5 years | -19.75% | -25.22% | +5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -19.96% | -26.30% | +6.34% |
Current DrawdownCurrent decline from peak | -1.58% | -5.34% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -2.91% | -6.29% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.96% | +0.14% |
Volatility
IICIX vs. TNUIX - Volatility Comparison
Voya Intermediate Bond Fund Class I (IICIX) has a higher volatility of 1.18% compared to 1290 Diversified Bond Fund (TNUIX) at 1.05%. This indicates that IICIX's price experiences larger fluctuations and is considered to be riskier than TNUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IICIX | TNUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 1.05% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.33% | 4.19% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.33% | 5.59% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.00% | 9.50% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.04% | 7.74% | -2.70% |
IICIX vs. TNUIX - Expense Ratio Comparison
IICIX has a 0.36% expense ratio, which is lower than TNUIX's 0.50% expense ratio.
Dividends
IICIX vs. TNUIX - Dividend Comparison
IICIX's dividend yield for the trailing twelve months is around 3.94%, more than TNUIX's 3.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IICIX Voya Intermediate Bond Fund Class I | 3.94% | 3.34% | 4.88% | 4.46% | 2.27% | 2.31% | 5.02% | 3.62% | 3.29% | 3.22% | 3.31% | 2.77% |
TNUIX 1290 Diversified Bond Fund | 3.47% | 7.28% | 6.39% | 3.71% | 3.51% | 4.61% | 2.68% | 8.07% | 3.67% | 2.94% | 0.12% | 0.00% |
Frequently Asked Questions
IICIX and TNUIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IICIX has higher volatility (1.18%) compared to TNUIX (1.05%). In terms of maximum drawdown, IICIX dropped -19.96% vs TNUIX's -26.30%.
TNUIX currently has the higher Sharpe Ratio (1.46 vs 0.97), 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.
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