IISNX vs. IRSOX
IISNX (Voya Index Solution 2055 Portfolio) and IRSOX (Voya Target Retirement 2040 Fund) are both Target Retirement Date funds from Voya. Over the past 10 years, IISNX returned 11.96%/yr vs 11.36%/yr for IRSOX. With a 0.99 correlation, they move nearly in lockstep. IISNX charges 0.22%/yr vs 0.23%/yr for IRSOX.
Performance
IISNX vs. IRSOX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IISNX having a 9.74% return and IRSOX slightly lower at 9.27%. Over the past 10 years, IISNX has outperformed IRSOX with an annualized return of 11.96%, while IRSOX has yielded a comparatively lower 11.36% annualized return.
IISNX
- 1D
- -1.87%
- 1M
- -0.29%
- YTD
- 9.74%
- 6M
- 8.75%
- 1Y
- 22.92%
- 3Y*
- 18.59%
- 5Y*
- 9.61%
- 10Y*
- 11.96%
IRSOX
- 1D
- -1.63%
- 1M
- 0.00%
- YTD
- 9.27%
- 6M
- 8.48%
- 1Y
- 21.48%
- 3Y*
- 17.24%
- 5Y*
- 8.78%
- 10Y*
- 11.36%
IISNX vs. IRSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISNX Voya Index Solution 2055 Portfolio | 9.74% | 20.72% | 15.38% | 20.31% | -18.25% | 17.99% | 15.46% | 25.17% | -8.47% | 21.04% |
IRSOX Voya Target Retirement 2040 Fund | 9.27% | 19.10% | 13.74% | 19.25% | -18.43% | 17.65% | 16.93% | 23.69% | -8.31% | 20.15% |
Correlation
The correlation between IISNX and IRSOX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2012 | 0.99 |
The correlation between IISNX and IRSOX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
IISNX vs. IRSOX — Risk / Return Rank
IISNX
IRSOX
IISNX vs. IRSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2055 Portfolio (IISNX) and Voya Target Retirement 2040 Fund (IRSOX). 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 | IRSOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.99 | -0.13 |
| Martin ratioReturn relative to average drawdown | 13.24 | 13.86 | -0.62 |
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Drawdowns
IISNX vs. IRSOX - Drawdown Comparison
The maximum IISNX drawdown since its inception was -32.62%, roughly equal to the maximum IRSOX drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for IISNX and IRSOX.
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Drawdown Indicators
| IISNX | IRSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.62% | -31.25% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -8.38% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -13.84% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -25.24% | -0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -31.25% | -1.37% |
Current DrawdownCurrent decline from peak | -2.35% | -2.15% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.27% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.74% | +0.21% |
Volatility
IISNX vs. IRSOX - Volatility Comparison
Voya Index Solution 2055 Portfolio (IISNX) has a higher volatility of 5.06% compared to Voya Target Retirement 2040 Fund (IRSOX) at 4.58%. This indicates that IISNX's price experiences larger fluctuations and is considered to be riskier than IRSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IISNX | IRSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 4.58% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 9.42% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 11.51% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 13.98% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 14.78% | +1.40% |
IISNX vs. IRSOX - Expense Ratio Comparison
IISNX has a 0.22% expense ratio, which is lower than IRSOX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IISNX vs. IRSOX - Dividend Comparison
IISNX's dividend yield for the trailing twelve months is around 1.50%, less than IRSOX's 12.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IISNX Voya Index Solution 2055 Portfolio | 1.50% | 1.64% | 0.18% | 8.19% | 14.20% | 4.63% | 4.33% | 4.96% | 3.86% | 3.26% | 8.60% | 10.27% |
IRSOX Voya Target Retirement 2040 Fund | 12.54% | 13.71% | 2.25% | 2.13% | 6.01% | 17.52% | 3.71% | 4.14% | 5.84% | 5.86% | 1.98% | 0.41% |
Frequently Asked Questions
With a correlation of 1.00, IISNX and IRSOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IISNX has higher volatility (5.06%) compared to IRSOX (4.58%). In terms of maximum drawdown, IISNX dropped -32.62% vs IRSOX's -31.25%.
IRSOX currently has the higher Sharpe Ratio (2.18 vs 2.05), 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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