IISPX vs. IIRLX
IISPX (Voya Solution 2055 Portfolio) and IIRLX (Voya Russell Large Cap Index Portfolio) are both mutual funds - IISPX is a Target Retirement Date fund managed by Voya, while IIRLX is a Large Cap Blend Equities fund managed by Voya. Over the past 10 years, IISPX returned 11.05%/yr vs 15.48%/yr for IIRLX. Their correlation of 0.93 means they have usually moved in the same direction. IISPX charges 0.19%/yr vs 0.36%/yr for IIRLX.
Performance
IISPX vs. IIRLX - Performance Comparison
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Returns By Period
In the year-to-date period, IISPX achieves a 10.33% return, which is significantly higher than IIRLX's 7.81% return. Over the past 10 years, IISPX has underperformed IIRLX with an annualized return of 11.05%, while IIRLX has yielded a comparatively higher 15.48% annualized 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%
IIRLX
- 1D
- 1.94%
- 1M
- -0.87%
- 6M
- 6.83%
- YTD
- 7.81%
- 1Y
- 17.78%
- 3Y*
- 19.57%
- 5Y*
- 12.83%
- 10Y*
- 15.48%
- ALL TIME*
- 11.91%
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. IIRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISPX Voya Solution 2055 Portfolio | 10.33% | 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 | 7.81% | 18.77% | 26.95% | 29.41% | -20.07% | 27.26% | 21.71% | 31.18% | -3.45% | 22.58% |
Correlation
The correlation between IISPX and IIRLX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2010 | 0.93 |
The correlation between IISPX and IIRLX shifts across timeframes, from 0.79 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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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.
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 | IIRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.93 | +0.31 |
| Martin ratioReturn relative to average drawdown | 9.94 | 7.58 | +2.37 |
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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 | -9.51% | -9.83% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -15.98% | -19.58% | +3.60% |
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 | -2.20% | -2.95% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -6.74% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.42% | -0.35% |
Volatility
IISPX vs. IIRLX - Volatility Comparison
Voya Solution 2055 Portfolio (IISPX) and Voya Russell Large Cap Index Portfolio (IIRLX) have volatilities of 3.82% and 3.87%, 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
| IISPX | IIRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.87% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 11.79% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 14.57% | -1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 17.93% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 18.54% | -2.19% |
IISPX vs. IIRLX - Expense Ratio Comparison
IISPX has a 0.19% expense ratio, which is lower than IIRLX's 0.36% expense ratio.
Dividends
IISPX vs. IIRLX - Dividend Comparison
IISPX's dividend yield for the trailing twelve months is around 7.78%, more than IIRLX's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIRLX Voya Russell Large Cap Index Portfolio | 4.91% | 3.76% | 0.96% | 1.14% | 5.04% | 4.77% | 4.71% | 4.35% | 1.73% | 1.47% | 1.77% | 1.66% |
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 IIRLX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IIRLX has higher volatility (3.87%) compared to IISPX (3.82%). In terms of maximum drawdown, IISPX dropped -34.45% vs IIRLX's -50.33%.
IISPX currently has the higher Sharpe Ratio (1.60 vs 1.30), 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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