IISPX vs. IFTIX

Last updated Jun 4, 2026

IISPX (Voya Solution 2055 Portfolio) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - IISPX is a Target Retirement Date fund managed by Voya, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, IISPX returned 11.59%/yr vs 8.67%/yr for IFTIX. Their correlation of 0.81 suggests significant overlap in exposure. IISPX charges 0.19%/yr vs 0.72%/yr for IFTIX.

Performance

IISPX vs. IFTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2055 Portfolio (IISPX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IISPX achieves a 12.81% return, which is significantly higher than IFTIX's 6.84% return. Over the past 10 years, IISPX has outperformed IFTIX with an annualized return of 11.59%, while IFTIX has yielded a comparatively lower 8.67% annualized return.

IISPX

• 1D: 0.38%
• 1M: 5.91%
• YTD: 12.81%
• 6M: 13.61%
• 1Y: 28.47%
• 3Y*: 19.80%
• 5Y*: 10.03%
• 10Y*: 11.59%

IFTIX

• 1D: -0.19%
• 1M: 0.59%
• YTD: 6.84%
• 6M: 9.75%
• 1Y: 18.28%
• 3Y*: 19.53%
• 5Y*: 10.71%
• 10Y*: 8.67%

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

IISPX vs. IFTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IISPX Voya Solution 2055 Portfolio	12.81%	20.07%	15.30%	20.87%	-19.26%	17.64%	16.42%	24.65%	-10.28%	21.95%
IFTIX Voya International High Dividend Low Volatility Portfolio	6.84%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between IISPX and IFTIX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Mar 9, 2010	0.81

Over the past year, the correlation between IISPX and IFTIX has dropped to 0.50 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

Return for Risk

IISPX vs. IFTIX — Risk / Return Rank

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

IISPX

IISPX Risk / Return Rank: 77
IISPX Sharpe Ratio Rank: 79
IISPX Sortino Ratio Rank: 77
IISPX Omega Ratio Rank: 73
IISPX Calmar Ratio Rank: 72
IISPX Martin Ratio Rank: 85

IFTIX

IFTIX Risk / Return Rank: 33
IFTIX Sharpe Ratio Rank: 31
IFTIX Sortino Ratio Rank: 30
IFTIX Omega Ratio Rank: 31
IFTIX Calmar Ratio Rank: 37
IFTIX Martin Ratio Rank: 35

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.

IISPX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2055 Portfolio (IISPX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). 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	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.60	1.60	+1.00
Sortino ratio: Return per unit of downside risk	3.71	2.27	+1.44
Omega ratio: Gain probability vs. loss probability	1.48	1.29	+0.19
Calmar ratio: Return relative to maximum drawdown	3.32	2.30	+1.02
Martin ratio: Return relative to average drawdown	16.09	7.71	+8.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IISPX vs. IFTIX - Sharpe Ratio Comparison

The current IISPX Sharpe Ratio is 2.60, which is higher than the IFTIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of IISPX and IFTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IISPX	IFTIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	1.60	+1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.82	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.59	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.31	+0.34

Drawdowns

IISPX vs. IFTIX - Drawdown Comparison

The maximum IISPX drawdown since its inception was -34.45%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IISPX and IFTIX.

Drawdown Indicators

	IISPX	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-34.45%	-57.91%	+23.46%
Max Drawdown (1Y) Largest decline over 1 year	-9.51%	-8.44%	-1.07%
Max Drawdown (3Y) Largest decline over 3 years	-15.98%	-10.20%	-5.78%
Max Drawdown (5Y) Largest decline over 5 years	-27.04%	-25.56%	-1.48%
Max Drawdown (10Y) Largest decline over 10 years	-34.45%	-37.08%	+2.63%
Current Drawdown Current decline from peak	0.00%	-2.94%	+2.94%
Average Drawdown Average peak-to-trough decline	-4.94%	-11.55%	+6.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.40%	-0.51%

Volatility

IISPX vs. IFTIX - Volatility Comparison

The current volatility for Voya Solution 2055 Portfolio (IISPX) is 3.49%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 3.77%. This indicates that IISPX experiences smaller price fluctuations and is considered to be less risky than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IISPX	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.49%	3.77%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	9.37%	+0.51%
Volatility (1Y) Calculated over the trailing 1-year period	12.14%	12.22%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	13.48%	+1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.37%	14.92%	+1.45%

IISPX vs. IFTIX - Expense Ratio Comparison

IISPX has a 0.19% expense ratio, which is lower than IFTIX's 0.72% expense ratio.

Dividends

IISPX vs. IFTIX - Dividend Comparison

IISPX's dividend yield for the trailing twelve months is around 7.61%, less than IFTIX's 43.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	43.33%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
IISPX Voya Solution 2055 Portfolio	7.61%	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

Can I hold both IISPX and IFTIX in my portfolio?

IISPX and IFTIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IISPX or IFTIX?

IFTIX has higher volatility (3.77%) compared to IISPX (3.49%). In terms of maximum drawdown, IISPX dropped -34.45% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

IISPX currently has the higher Sharpe Ratio (2.60 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.