PortfoliosLab logoPortfoliosLab logo
IIIIX vs. IPHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIIIX vs. IPHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya International Index Portfolio (IIIIX) and Voya High Yield Portfolio (IPHYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IIIIX vs. IPHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIIIX
Voya International Index Portfolio
-2.04%30.88%3.03%17.70%-14.60%10.83%7.87%21.37%-13.73%24.91%
IPHYX
Voya High Yield Portfolio
-1.94%6.80%6.74%11.47%-13.75%4.15%5.66%15.24%-3.18%6.24%

Returns By Period

The year-to-date returns for both investments are quite close, with IIIIX having a -2.04% return and IPHYX slightly higher at -1.94%. Over the past 10 years, IIIIX has outperformed IPHYX with an annualized return of 8.11%, while IPHYX has yielded a comparatively lower 4.53% annualized return.


IIIIX

1D
0.43%
1M
-11.07%
YTD
-2.04%
6M
2.36%
1Y
18.70%
3Y*
12.75%
5Y*
7.32%
10Y*
8.11%

IPHYX

1D
0.12%
1M
-2.49%
YTD
-1.94%
6M
-0.81%
1Y
3.74%
3Y*
6.26%
5Y*
2.35%
10Y*
4.53%
*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.


IIIIX vs. IPHYX - Expense Ratio Comparison

IIIIX has a 0.45% expense ratio, which is lower than IPHYX's 0.73% expense ratio.


Return for Risk

IIIIX vs. IPHYX — Risk / Return Rank

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

IIIIX
IIIIX Risk / Return Rank: 5050
Overall Rank
IIIIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IIIIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
IIIIX Omega Ratio Rank: 4747
Omega Ratio Rank
IIIIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
IIIIX Martin Ratio Rank: 5252
Martin Ratio Rank

IPHYX
IPHYX Risk / Return Rank: 5454
Overall Rank
IPHYX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IPHYX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IPHYX Omega Ratio Rank: 6464
Omega Ratio Rank
IPHYX Calmar Ratio Rank: 3939
Calmar Ratio Rank
IPHYX Martin Ratio Rank: 4545
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.

IIIIX vs. IPHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya International Index Portfolio (IIIIX) and Voya High Yield Portfolio (IPHYX). 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.


IIIIXIPHYXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.09

-0.11

Sortino ratio

Return per unit of downside risk

1.42

1.54

-0.12

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.22

1.03

+0.18

Martin ratio

Return relative to average drawdown

5.09

4.60

+0.49

IIIIX vs. IPHYX - Sharpe Ratio Comparison

The current IIIIX Sharpe Ratio is 0.98, which is comparable to the IPHYX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IIIIX and IPHYX, 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


IIIIXIPHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.09

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.47

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.84

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.01

-0.78

Correlation

The correlation between IIIIX and IPHYX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IIIIX vs. IPHYX - Dividend Comparison

IIIIX's dividend yield for the trailing twelve months is around 2.27%, less than IPHYX's 3.98% yield.


TTM20252024202320222021202020192018201720162015
IIIIX
Voya International Index Portfolio
2.27%2.22%2.94%4.82%3.64%2.02%2.43%2.90%3.21%2.21%3.12%3.29%
IPHYX
Voya High Yield Portfolio
3.98%4.47%5.90%5.68%4.36%4.26%5.03%5.14%6.03%6.82%6.44%6.32%

Drawdowns

IIIIX vs. IPHYX - Drawdown Comparison

The maximum IIIIX drawdown since its inception was -58.10%, which is greater than IPHYX's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for IIIIX and IPHYX.


Loading graphics...

Drawdown Indicators


IIIIXIPHYXDifference

Max Drawdown

Largest peak-to-trough decline

-58.10%

-32.43%

-25.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-3.00%

-8.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.79%

-17.18%

-12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

-20.45%

-13.89%

Current Drawdown

Current decline from peak

-11.07%

-2.51%

-8.56%

Average Drawdown

Average peak-to-trough decline

-12.51%

-2.81%

-9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

0.76%

+2.51%

Volatility

IIIIX vs. IPHYX - Volatility Comparison

Voya International Index Portfolio (IIIIX) has a higher volatility of 7.26% compared to Voya High Yield Portfolio (IPHYX) at 1.36%. This indicates that IIIIX's price experiences larger fluctuations and is considered to be riskier than IPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IIIIXIPHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

1.36%

+5.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

2.23%

+9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.86%

4.19%

+14.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

5.16%

+11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

5.50%

+11.42%