IISPX vs. IPHYX
IISPX (Voya Solution 2055 Portfolio) and IPHYX (Voya High Yield Portfolio) are both mutual funds - IISPX is a Target Retirement Date fund managed by Voya, while IPHYX is a High Yield Bonds fund managed by Voya. Over the past 10 years, IISPX returned 11.91%/yr vs 4.55%/yr for IPHYX. At a 0.46 correlation, their price movements are largely independent. IISPX charges 0.19%/yr vs 0.73%/yr for IPHYX.
Performance
IISPX vs. IPHYX - Performance Comparison
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Returns By Period
In the year-to-date period, IISPX achieves a 11.89% return, which is significantly higher than IPHYX's 1.17% return. Over the past 10 years, IISPX has outperformed IPHYX with an annualized return of 11.91%, while IPHYX has yielded a comparatively lower 4.55% annualized return.
IISPX
- 1D
- 0.00%
- 1M
- 1.61%
- YTD
- 11.89%
- 6M
- 11.34%
- 1Y
- 26.31%
- 3Y*
- 19.11%
- 5Y*
- 9.77%
- 10Y*
- 11.91%
IPHYX
- 1D
- 0.00%
- 1M
- 0.81%
- YTD
- 1.17%
- 6M
- 1.76%
- 1Y
- 5.00%
- 3Y*
- 7.34%
- 5Y*
- 2.58%
- 10Y*
- 4.55%
IISPX vs. IPHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISPX Voya Solution 2055 Portfolio | 11.89% | 20.07% | 15.30% | 20.87% | -19.26% | 17.64% | 16.42% | 24.65% | -10.28% | 21.95% |
IPHYX Voya High Yield Portfolio | 1.17% | 6.80% | 6.74% | 11.47% | -13.75% | 4.15% | 5.66% | 15.24% | -3.18% | 6.24% |
Correlation
The correlation between IISPX and IPHYX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2010 | 0.46 |
The correlation between IISPX and IPHYX has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
IISPX vs. IPHYX — Risk / Return Rank
IISPX
IPHYX
IISPX vs. IPHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2055 Portfolio (IISPX) and Voya High Yield Portfolio (IPHYX). 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 | IPHYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.15 | +1.00 |
| Martin ratioReturn relative to average drawdown | 14.78 | 10.09 | +4.70 |
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Drawdowns
IISPX vs. IPHYX - Drawdown Comparison
The maximum IISPX drawdown since its inception was -34.45%, which is greater than IPHYX's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for IISPX and IPHYX.
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Drawdown Indicators
| IISPX | IPHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.45% | -32.43% | -2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -2.62% | -6.89% |
Max Drawdown (3Y)Largest decline over 3 years | -15.98% | -3.81% | -12.17% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -17.18% | -9.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -20.45% | -14.00% |
Current DrawdownCurrent decline from peak | -0.82% | -0.23% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -2.78% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 0.54% | +1.42% |
Volatility
IISPX vs. IPHYX - Volatility Comparison
Voya Solution 2055 Portfolio (IISPX) has a higher volatility of 4.80% compared to Voya High Yield Portfolio (IPHYX) at 1.01%. This indicates that IISPX's price experiences larger fluctuations and is considered to be riskier than IPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IISPX | IPHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 1.01% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 2.77% | +7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 3.53% | +9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.50% | 5.22% | +10.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 5.51% | +10.90% |
IISPX vs. IPHYX - Expense Ratio Comparison
IISPX has a 0.19% expense ratio, which is lower than IPHYX's 0.73% expense ratio.
Dividends
IISPX vs. IPHYX - Dividend Comparison
IISPX's dividend yield for the trailing twelve months is around 7.67%, more than IPHYX's 4.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IISPX Voya Solution 2055 Portfolio | 7.67% | 8.58% | 1.54% | 5.14% | 29.36% | 14.46% | 6.23% | 10.08% | 5.84% | 2.98% | 8.44% | 13.57% |
IPHYX Voya High Yield Portfolio | 4.77% | 4.47% | 5.90% | 5.68% | 4.36% | 4.26% | 5.03% | 5.14% | 6.03% | 6.82% | 6.44% | 6.32% |
Frequently Asked Questions
IISPX and IPHYX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IISPX has higher volatility (4.80%) compared to IPHYX (1.01%). In terms of maximum drawdown, IISPX dropped -34.45% vs IPHYX's -32.43%.
IISPX currently has the higher Sharpe Ratio (2.34 vs 1.61), 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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