IISPX vs. FDFPX
IISPX (Voya Solution 2055 Portfolio) and FDFPX (Fidelity Flex Freedom Blend 2065 Fund) are both Target Retirement Date funds. Over the past 5 years, IISPX returned 9.16%/yr vs 10.66%/yr for FDFPX. Their 0.95 correlation means they have historically moved very closely together. IISPX charges 0.19%/yr vs 0.00%/yr for FDFPX.
Performance
IISPX vs. FDFPX - Performance Comparison
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Returns By Period
In the year-to-date period, IISPX achieves a 10.33% return, which is significantly lower than FDFPX's 12.26% return.
IISPX
- 1D
- 1.96%
- 1M
- -0.57%
- 6M
- 6.34%
- YTD
- 10.33%
- 1Y
- 21.53%
- 3Y*
- 16.50%
- 5Y*
- 9.16%
- 10Y*
- 11.05%
- ALL TIME*
- 10.14%
FDFPX
- 1D
- 2.29%
- 1M
- -0.99%
- 6M
- 8.37%
- YTD
- 12.26%
- 1Y
- 24.70%
- 3Y*
- 18.92%
- 5Y*
- 10.66%
- 10Y*
- —
- ALL TIME*
- 13.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IISPX vs. FDFPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IISPX Voya Solution 2055 Portfolio | 10.33% | 20.07% | 15.30% | 20.87% | -19.26% | 17.64% | 16.42% | 8.56% |
FDFPX Fidelity Flex Freedom Blend 2065 Fund | 12.26% | 22.81% | 17.81% | 20.93% | -18.57% | 16.84% | 18.54% | 9.17% |
Correlation
The correlation between IISPX and FDFPX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019 | 0.95 |
The correlation between IISPX and FDFPX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
IISPX vs. FDFPX — Risk / Return Rank
IISPX
FDFPX
IISPX vs. FDFPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2055 Portfolio (IISPX) and Fidelity Flex Freedom Blend 2065 Fund (FDFPX). 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.
| IISPX | FDFPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.40 | -0.16 |
| Martin ratioReturn relative to average drawdown | 9.94 | 10.04 | -0.10 |
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Drawdowns
IISPX vs. FDFPX - Drawdown Comparison
The maximum IISPX drawdown since its inception was -34.45%, which is greater than FDFPX's maximum drawdown of -31.22%. Use the drawdown chart below to compare losses from any high point for IISPX and FDFPX.
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Drawdown Indicators
| IISPX | FDFPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.45% | -31.22% | -3.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -9.54% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.98% | -15.42% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -27.41% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | — | — |
Current DrawdownCurrent decline from peak | -2.20% | -2.19% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -5.76% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.28% | -0.21% |
Volatility
IISPX vs. FDFPX - Volatility Comparison
The current volatility for Voya Solution 2055 Portfolio (IISPX) is 3.82%, while Fidelity Flex Freedom Blend 2065 Fund (FDFPX) has a volatility of 4.37%. This indicates that IISPX experiences smaller price fluctuations and is considered to be less risky than FDFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IISPX | FDFPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 4.37% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 12.20% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 14.21% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 15.34% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 17.21% | -0.86% |
IISPX vs. FDFPX - Expense Ratio Comparison
IISPX has a 0.19% expense ratio, which is higher than FDFPX's 0.00% 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
IISPX vs. FDFPX - Dividend Comparison
IISPX's dividend yield for the trailing twelve months is around 7.78%, more than FDFPX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDFPX Fidelity Flex Freedom Blend 2065 Fund | 3.81% | 2.87% | 6.56% | 2.22% | 5.41% | 8.52% | 5.38% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% |
IISPX Voya Solution 2055 Portfolio | 7.78% | 8.58% | 1.54% | 5.14% | 29.36% | 14.46% | 6.23% | 10.08% | 5.84% | 2.98% | 8.44% | 13.57% |
Frequently Asked Questions
IISPX and FDFPX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDFPX has higher volatility (4.37%) compared to IISPX (3.82%). In terms of maximum drawdown, IISPX dropped -34.45% vs FDFPX's -31.22%.
FDFPX currently has the higher Sharpe Ratio (1.61 vs 1.60), 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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