IISPX vs. IEDAX
Compare and contrast key facts about Voya Solution 2055 Portfolio (IISPX) and Voya Large Cap Value Fund (IEDAX).
IISPX is managed by Voya. It was launched on Mar 7, 2010. IEDAX is managed by Voya. It was launched on Dec 18, 2007.
Performance
IISPX vs. IEDAX - Performance Comparison
Loading graphics...
IISPX vs. IEDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISPX Voya Solution 2055 Portfolio | -5.10% | 20.07% | 15.30% | 20.87% | -19.26% | 17.64% | 16.42% | 24.65% | -10.28% | 21.95% |
IEDAX Voya Large Cap Value Fund | -5.90% | 12.42% | 16.47% | 13.26% | -3.86% | 26.38% | 5.53% | 35.63% | -8.29% | 13.36% |
Returns By Period
In the year-to-date period, IISPX achieves a -5.10% return, which is significantly higher than IEDAX's -5.90% return. Over the past 10 years, IISPX has underperformed IEDAX with an annualized return of 9.90%, while IEDAX has yielded a comparatively higher 11.18% annualized return.
IISPX
- 1D
- -1.61%
- 1M
- -9.33%
- YTD
- -5.10%
- 6M
- -2.19%
- 1Y
- 15.03%
- 3Y*
- 14.01%
- 5Y*
- 7.40%
- 10Y*
- 9.90%
IEDAX
- 1D
- -0.28%
- 1M
- -8.14%
- YTD
- -5.90%
- 6M
- -2.15%
- 1Y
- 2.54%
- 3Y*
- 10.82%
- 5Y*
- 8.70%
- 10Y*
- 11.18%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IISPX vs. IEDAX - Expense Ratio Comparison
IISPX has a 0.19% expense ratio, which is lower than IEDAX's 1.10% expense ratio.
Return for Risk
IISPX vs. IEDAX — Risk / Return Rank
IISPX
IEDAX
IISPX vs. IEDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2055 Portfolio (IISPX) and Voya Large Cap Value Fund (IEDAX). 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.
| IISPX | IEDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.17 | +0.82 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.35 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.05 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.02 | +0.88 |
Martin ratioReturn relative to average drawdown | 4.40 | 0.10 | +4.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IISPX | IEDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.17 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.52 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.45 | +0.14 |
Correlation
The correlation between IISPX and IEDAX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IISPX vs. IEDAX - Dividend Comparison
IISPX's dividend yield for the trailing twelve months is around 9.04%, more than IEDAX's 8.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IISPX Voya Solution 2055 Portfolio | 9.04% | 8.58% | 1.54% | 5.14% | 29.36% | 14.46% | 6.23% | 10.08% | 5.84% | 2.98% | 8.44% | 13.57% |
IEDAX Voya Large Cap Value Fund | 8.53% | 8.03% | 15.43% | 10.92% | 8.06% | 16.02% | 9.13% | 17.61% | 11.75% | 11.03% | 1.89% | 8.59% |
Drawdowns
IISPX vs. IEDAX - Drawdown Comparison
The maximum IISPX drawdown since its inception was -34.45%, smaller than the maximum IEDAX drawdown of -47.31%. Use the drawdown chart below to compare losses from any high point for IISPX and IEDAX.
Loading graphics...
Drawdown Indicators
| IISPX | IEDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.45% | -47.31% | +12.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -12.05% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -22.40% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -39.36% | +4.91% |
Current DrawdownCurrent decline from peak | -9.51% | -10.04% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -6.54% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.58% | -0.82% |
Volatility
IISPX vs. IEDAX - Volatility Comparison
Voya Solution 2055 Portfolio (IISPX) and Voya Large Cap Value Fund (IEDAX) have volatilities of 4.03% and 3.89%, 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.
Loading graphics...
Volatility by Period
| IISPX | IEDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.89% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 8.41% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 15.52% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 17.18% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 18.79% | -2.49% |