IISNX vs. FIRQX

Last updated Jul 15, 2026

IISNX (Voya Index Solution 2055 Portfolio) and FIRQX (Fidelity Managed Retirement 2010 Fund) are both Target Retirement Date funds. Their correlation of 0.86 suggests significant overlap in exposure. IISNX charges 0.22%/yr vs 0.46%/yr for FIRQX.

Performance

IISNX vs. FIRQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Solution 2055 Portfolio (IISNX) and Fidelity Managed Retirement 2010 Fund (FIRQX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IISNX

• 1D: -1.06%
• 1M: 0.21%
• 6M: 8.08%
• YTD: 10.83%
• 1Y: 21.41%
• 3Y*: 17.44%
• 5Y*: 9.72%
• 10Y*: 11.45%

FIRQX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IISNX vs. FIRQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IISNX Voya Index Solution 2055 Portfolio	10.83%	20.72%	15.38%	20.31%	-18.25%	17.99%	15.46%	25.17%	-8.47%	21.04%
FIRQX Fidelity Managed Retirement 2010 Fund	3.60%	9.97%	4.48%	8.52%	-12.39%	3.82%	9.59%	12.62%	-2.83%	10.63%

Correlation

The correlation between IISNX and FIRQX is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Mar 9, 2010	0.86

The correlation between IISNX and FIRQX shifts across timeframes, from 0.70 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IISNX vs. FIRQX — Risk / Return Rank

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

IISNX

IISNX Risk / Return Rank: 71
IISNX Sharpe Ratio Rank: 68
IISNX Sortino Ratio Rank: 70
IISNX Omega Ratio Rank: 66
IISNX Calmar Ratio Rank: 69
IISNX Martin Ratio Rank: 83

FIRQX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IISNX vs. FIRQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2055 Portfolio (IISNX) and Fidelity Managed Retirement 2010 Fund (FIRQX). 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.

	IISNX	FIRQX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	—	—
Sortino ratio: Return per unit of downside risk	2.60	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.52	—	—
Martin ratio: Return relative to average drawdown	11.53	—	—

Drawdowns

Drawdown Indicators

	IISNX	FIRQX	Difference
Max Drawdown Largest peak-to-trough decline	-32.62%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.85%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.62%	—	—
Current Drawdown Current decline from peak	-1.38%	—	—
Average Drawdown Average peak-to-trough decline	-4.62%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	—	—

Volatility

Volatility by Period

	IISNX	FIRQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.14%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.41%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	—	—

IISNX vs. FIRQX - Expense Ratio Comparison

IISNX has a 0.22% expense ratio, which is lower than FIRQX's 0.46% expense ratio.

Dividends

IISNX vs. FIRQX - Dividend Comparison

IISNX's dividend yield for the trailing twelve months is around 1.48%, less than FIRQX's 3.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIRQX Fidelity Managed Retirement 2010 Fund	3.17%	3.14%	2.95%	2.75%	5.01%	6.00%	3.50%	3.15%	5.59%	16.31%	2.43%	4.08%
IISNX Voya Index Solution 2055 Portfolio	1.48%	1.64%	0.18%	8.19%	14.20%	4.63%	4.33%	4.96%	3.86%	3.26%	8.60%	10.27%

Frequently Asked Questions

Can I hold both IISNX and FIRQX in my portfolio?

IISNX and FIRQX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.