IISNX vs. PPLIX
IISNX (Voya Index Solution 2055 Portfolio) and PPLIX (Principal LifeTime 2050 Fund) are both Target Retirement Date funds. Over the past 10 years, IISNX returned 11.87%/yr vs 11.63%/yr for PPLIX. With a 0.97 correlation, they move nearly in lockstep. IISNX charges 0.22%/yr vs 0.01%/yr for PPLIX.
Performance
IISNX vs. PPLIX - Performance Comparison
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Returns By Period
In the year-to-date period, IISNX achieves a 11.88% return, which is significantly higher than PPLIX's 8.79% return. Both investments have delivered pretty close results over the past 10 years, with IISNX having a 11.87% annualized return and PPLIX not far behind at 11.63%.
IISNX
- 1D
- 1.15%
- 1M
- 1.65%
- YTD
- 11.88%
- 6M
- 11.63%
- 1Y
- 27.88%
- 3Y*
- 18.53%
- 5Y*
- 10.51%
- 10Y*
- 11.87%
PPLIX
- 1D
- 1.18%
- 1M
- 1.71%
- YTD
- 8.79%
- 6M
- 8.64%
- 1Y
- 21.85%
- 3Y*
- 17.96%
- 5Y*
- 9.66%
- 10Y*
- 11.63%
IISNX vs. PPLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISNX Voya Index Solution 2055 Portfolio | 11.88% | 20.72% | 15.38% | 20.31% | -18.25% | 17.99% | 15.46% | 25.17% | -8.47% | 21.04% |
PPLIX Principal LifeTime 2050 Fund | 8.79% | 17.55% | 19.12% | 20.36% | -18.78% | 17.04% | 16.56% | 26.67% | -8.74% | 22.12% |
Correlation
The correlation between IISNX and PPLIX 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 PPLIX has been stable across timeframes, ranging from 0.88 to 0.97 - a consistent structural relationship.
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Return for Risk
IISNX vs. PPLIX — Risk / Return Rank
IISNX
PPLIX
IISNX vs. PPLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2055 Portfolio (IISNX) and Principal LifeTime 2050 Fund (PPLIX). 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 | PPLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.32 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 2.51 | +0.71 |
| Martin ratioReturn relative to average drawdown | 14.97 | 11.05 | +3.92 |
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Drawdowns
IISNX vs. PPLIX - Drawdown Comparison
The maximum IISNX drawdown since its inception was -32.62%, smaller than the maximum PPLIX drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for IISNX and PPLIX.
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Drawdown Indicators
| IISNX | PPLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.62% | -55.61% | +22.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -8.57% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -15.59% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -26.85% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -32.67% | +0.05% |
Current DrawdownCurrent decline from peak | -0.45% | -0.61% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -8.29% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.95% | 0.00% |
Volatility
IISNX vs. PPLIX - Volatility Comparison
Voya Index Solution 2055 Portfolio (IISNX) and Principal LifeTime 2050 Fund (PPLIX) have volatilities of 4.80% and 4.79%, 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.
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Volatility by Period
| IISNX | PPLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.79% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 10.10% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 12.23% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 15.58% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 15.63% | +0.60% |
IISNX vs. PPLIX - Expense Ratio Comparison
IISNX has a 0.22% expense ratio, which is higher than PPLIX'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. PPLIX - Dividend Comparison
IISNX's dividend yield for the trailing twelve months is around 1.47%, less than PPLIX's 9.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IISNX Voya Index Solution 2055 Portfolio | 1.47% | 1.64% | 0.18% | 8.19% | 14.20% | 4.63% | 4.33% | 4.96% | 3.86% | 3.26% | 8.60% | 10.27% |
PPLIX Principal LifeTime 2050 Fund | 9.15% | 9.95% | 11.56% | 4.41% | 9.40% | 8.04% | 5.23% | 7.16% | 8.64% | 5.12% | 4.82% | 6.07% |
Frequently Asked Questions
IISNX and PPLIX 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.
IISNX has higher volatility (4.80%) compared to PPLIX (4.79%). In terms of maximum drawdown, IISNX dropped -32.62% vs PPLIX's -55.61%.
IISNX currently has the higher Sharpe Ratio (2.34 vs 1.76), 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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