IISPX vs. IIRLX
Compare and contrast key facts about Voya Solution 2055 Portfolio (IISPX) and Voya Russell Large Cap Index Portfolio (IIRLX).
IISPX is managed by Voya. It was launched on Mar 7, 2010. IIRLX is managed by Voya. It was launched on Mar 10, 2008.
Performance
IISPX vs. IIRLX - Performance Comparison
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IISPX vs. IIRLX - 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% |
IIRLX Voya Russell Large Cap Index Portfolio | -8.38% | 18.77% | 26.95% | 29.41% | -20.07% | 27.26% | 21.71% | 31.18% | -3.45% | 22.58% |
Returns By Period
In the year-to-date period, IISPX achieves a -5.10% return, which is significantly higher than IIRLX's -8.38% return. Over the past 10 years, IISPX has underperformed IIRLX with an annualized return of 9.90%, while IIRLX has yielded a comparatively higher 14.17% 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%
IIRLX
- 1D
- -0.27%
- 1M
- -7.68%
- YTD
- -8.38%
- 6M
- -5.73%
- 1Y
- 14.40%
- 3Y*
- 18.08%
- 5Y*
- 11.61%
- 10Y*
- 14.17%
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IISPX vs. IIRLX - Expense Ratio Comparison
IISPX has a 0.19% expense ratio, which is lower than IIRLX's 0.36% expense ratio.
Return for Risk
IISPX vs. IIRLX — Risk / Return Rank
IISPX
IIRLX
IISPX vs. IIRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2055 Portfolio (IISPX) and Voya Russell Large Cap Index Portfolio (IIRLX). 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 | IIRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.74 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.26 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.22 | +0.68 |
Martin ratioReturn relative to average drawdown | 4.40 | 0.81 | +3.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IISPX | IIRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.74 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.68 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.78 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.56 | +0.02 |
Correlation
The correlation between IISPX and IIRLX is 0.93, 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. IIRLX - Dividend Comparison
IISPX's dividend yield for the trailing twelve months is around 9.04%, more than IIRLX's 4.11% 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% |
IIRLX Voya Russell Large Cap Index Portfolio | 4.11% | 3.76% | 0.96% | 1.14% | 5.04% | 4.77% | 4.71% | 4.35% | 1.73% | 1.47% | 1.77% | 1.66% |
Drawdowns
IISPX vs. IIRLX - Drawdown Comparison
The maximum IISPX drawdown since its inception was -34.45%, smaller than the maximum IIRLX drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for IISPX and IIRLX.
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Drawdown Indicators
| IISPX | IIRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.45% | -50.33% | +15.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -11.99% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -25.83% | -1.21% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -32.60% | -1.85% |
Current DrawdownCurrent decline from peak | -9.51% | -9.83% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -6.83% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 5.36% | -2.60% |
Volatility
IISPX vs. IIRLX - Volatility Comparison
The current volatility for Voya Solution 2055 Portfolio (IISPX) is 4.03%, while Voya Russell Large Cap Index Portfolio (IIRLX) has a volatility of 4.31%. This indicates that IISPX experiences smaller price fluctuations and is considered to be less risky than IIRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IISPX | IIRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 4.31% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 9.23% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 19.71% | -3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 17.56% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 18.39% | -2.09% |