IISNX vs. LTFIX

Last updated Jun 25, 2026

IISNX (Voya Index Solution 2055 Portfolio) and LTFIX (Principal LifeTime 2055 Fund) are both Target Retirement Date funds. Over the past 10 years, IISNX returned 11.96%/yr vs 11.73%/yr for LTFIX. With a 0.97 correlation, they move nearly in lockstep. IISNX charges 0.22%/yr vs 0.01%/yr for LTFIX.

Performance

IISNX vs. LTFIX - Performance Comparison

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

Returns By Period

In the year-to-date period, IISNX achieves a 9.74% return, which is significantly higher than LTFIX's 6.75% return. Both investments have delivered pretty close results over the past 10 years, with IISNX having a 11.96% annualized return and LTFIX not far behind at 11.73%.

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%

LTFIX

• 1D: -1.74%
• 1M: -0.32%
• YTD: 6.75%
• 6M: 5.96%
• 1Y: 17.19%
• 3Y*: 17.44%
• 5Y*: 8.56%
• 10Y*: 11.73%

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

IISNX vs. LTFIX - 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%
LTFIX Principal LifeTime 2055 Fund	6.75%	17.80%	17.28%	20.33%	-18.84%	17.73%	16.47%	27.27%	-9.03%	22.52%

Correlation

The correlation between IISNX and LTFIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Mar 9, 2010	0.97

The correlation between IISNX and LTFIX has been stable across timeframes, ranging from 0.88 to 0.97 - a consistent structural relationship.

Return for Risk

IISNX vs. LTFIX — Risk / Return Rank

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

IISNX

IISNX Risk / Return Rank: 72
IISNX Sharpe Ratio Rank: 69
IISNX Sortino Ratio Rank: 70
IISNX Omega Ratio Rank: 67
IISNX Calmar Ratio Rank: 70
IISNX Martin Ratio Rank: 83

LTFIX

LTFIX Risk / Return Rank: 37
LTFIX Sharpe Ratio Rank: 33
LTFIX Sortino Ratio Rank: 31
LTFIX Omega Ratio Rank: 33
LTFIX Calmar Ratio Rank: 37
LTFIX Martin Ratio Rank: 50

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. LTFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2055 Portfolio (IISNX) and Principal LifeTime 2055 Fund (LTFIX). 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	LTFIX	Difference
Sharpe ratio: Return per unit of total volatility	2.05	1.49	+0.56
Sortino ratio: Return per unit of downside risk	2.93	2.11	+0.83
Omega ratio: Gain probability vs. loss probability	1.38	1.27	+0.10
Calmar ratio: Return relative to maximum drawdown	2.86	2.17	+0.69
Martin ratio: Return relative to average drawdown	13.24	9.48	+3.76

IISNX vs. LTFIX - Sharpe Ratio Comparison

The current IISNX Sharpe Ratio is 2.05, which is higher than the LTFIX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IISNX and LTFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IISNX vs. LTFIX - Drawdown Comparison

The maximum IISNX drawdown since its inception was -32.62%, smaller than the maximum LTFIX drawdown of -52.73%. Use the drawdown chart below to compare losses from any high point for IISNX and LTFIX.

Drawdown Indicators

	IISNX	LTFIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.62%	-52.73%	+20.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	-8.71%	-0.67%
Max Drawdown (3Y) Largest decline over 3 years	-15.82%	-15.70%	-0.12%
Max Drawdown (5Y) Largest decline over 5 years	-25.85%	-26.80%	+0.95%
Max Drawdown (10Y) Largest decline over 10 years	-32.62%	-33.50%	+0.88%
Current Drawdown Current decline from peak	-2.35%	-2.66%	+0.31%
Average Drawdown Average peak-to-trough decline	-4.63%	-7.62%	+2.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	1.98%	-0.03%

Volatility

IISNX vs. LTFIX - Volatility Comparison

Voya Index Solution 2055 Portfolio (IISNX) and Principal LifeTime 2055 Fund (LTFIX) have volatilities of 5.06% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IISNX	LTFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.06%	5.17%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	10.48%	+0.11%
Volatility (1Y) Calculated over the trailing 1-year period	13.07%	12.66%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	15.59%	-0.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.18%	15.82%	+0.36%

IISNX vs. LTFIX - Expense Ratio Comparison

IISNX has a 0.22% expense ratio, which is higher than LTFIX's 0.01% expense ratio. However, 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. LTFIX - Dividend Comparison

IISNX's dividend yield for the trailing twelve months is around 1.50%, less than LTFIX's 8.18% 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%
LTFIX Principal LifeTime 2055 Fund	8.18%	8.73%	8.47%	4.17%	8.60%	5.83%	3.91%	6.03%	6.60%	3.51%	3.99%	4.51%

Frequently Asked Questions

Can I hold both IISNX and LTFIX in my portfolio?

IISNX and LTFIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IISNX or LTFIX?

LTFIX has higher volatility (5.17%) compared to IISNX (5.06%). In terms of maximum drawdown, IISNX dropped -32.62% vs LTFIX's -52.73%.

Which has better risk-adjusted returns?

IISNX currently has the higher Sharpe Ratio (2.05 vs 1.49), 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.