IIFIX vs. IFTIX
Compare and contrast key facts about Voya Balanced Income Portfolio (IIFIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX).
IIFIX is managed by Voya. It was launched on Apr 27, 2006. IFTIX is managed by Voya. It was launched on Jan 2, 2006.
Performance
IIFIX vs. IFTIX - Performance Comparison
Loading graphics...
IIFIX vs. IFTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIFIX Voya Balanced Income Portfolio | -2.44% | 4.26% | 13.11% | 11.70% | -13.81% | 9.40% | 3.32% | 18.76% | -4.78% | 10.58% |
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% |
Returns By Period
In the year-to-date period, IIFIX achieves a -2.44% return, which is significantly lower than IFTIX's 1.94% return. Over the past 10 years, IIFIX has underperformed IFTIX with an annualized return of 5.92%, while IFTIX has yielded a comparatively higher 8.53% annualized return.
IIFIX
- 1D
- 0.20%
- 1M
- -4.56%
- YTD
- -2.44%
- 6M
- -0.91%
- 1Y
- 0.73%
- 3Y*
- 7.63%
- 5Y*
- 3.42%
- 10Y*
- 5.92%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IIFIX vs. IFTIX - Expense Ratio Comparison
IIFIX has a 0.60% expense ratio, which is lower than IFTIX's 0.72% expense ratio.
Return for Risk
IIFIX vs. IFTIX — Risk / Return Rank
IIFIX
IFTIX
IIFIX vs. IFTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Balanced Income Portfolio (IIFIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). 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.
| IIFIX | IFTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 1.66 | -1.60 |
Sortino ratioReturn per unit of downside risk | 0.15 | 2.21 | -2.06 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.34 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.85 | -2.98 |
Martin ratioReturn relative to average drawdown | -0.24 | 11.81 | -12.06 |
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
| IIFIX | IFTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 1.66 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.84 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.58 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.30 | +0.31 |
Correlation
The correlation between IIFIX and IFTIX is 0.79, 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
IIFIX vs. IFTIX - Dividend Comparison
IIFIX's dividend yield for the trailing twelve months is around 5.84%, less than IFTIX's 45.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIFIX Voya Balanced Income Portfolio | 5.84% | 2.61% | 1.40% | 2.98% | 12.50% | 2.56% | 11.06% | 11.05% | 6.00% | 4.66% | 6.56% | 5.50% |
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% |
Drawdowns
IIFIX vs. IFTIX - Drawdown Comparison
The maximum IIFIX drawdown since its inception was -40.61%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IIFIX and IFTIX.
Loading graphics...
Drawdown Indicators
| IIFIX | IFTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.61% | -57.91% | +17.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -9.20% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -17.36% | -25.56% | +8.20% |
Max Drawdown (10Y)Largest decline over 10 years | -22.59% | -37.08% | +14.49% |
Current DrawdownCurrent decline from peak | -6.85% | -7.39% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -11.63% | +6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 2.46% | +1.28% |
Volatility
IIFIX vs. IFTIX - Volatility Comparison
The current volatility for Voya Balanced Income Portfolio (IIFIX) is 2.55%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 5.42%. This indicates that IIFIX experiences smaller price fluctuations and is considered to be less risky than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IIFIX | IFTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 5.42% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 4.23% | 8.57% | -4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 14.83% | -4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.09% | 13.38% | -5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.26% | 14.93% | -6.67% |