IISPX vs. IRLNX
Compare and contrast key facts about Voya Solution 2055 Portfolio (IISPX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX).
IISPX is managed by Voya. It was launched on Mar 7, 2010. IRLNX is managed by Voya. It was launched on May 1, 2009.
Performance
IISPX vs. IRLNX - Performance Comparison
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IISPX vs. IRLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISPX Voya Solution 2055 Portfolio | -2.41% | 20.07% | 15.30% | 20.87% | -19.26% | 17.64% | 16.42% | 24.65% | -10.28% | 21.95% |
IRLNX Voya Russell Large Cap Growth Index Portfolio | -10.12% | 18.20% | 34.60% | 46.01% | -30.06% | 30.63% | 38.32% | 35.61% | -2.02% | 31.27% |
Returns By Period
In the year-to-date period, IISPX achieves a -2.41% return, which is significantly higher than IRLNX's -10.12% return. Over the past 10 years, IISPX has underperformed IRLNX with an annualized return of 10.21%, while IRLNX has yielded a comparatively higher 17.05% annualized return.
IISPX
- 1D
- 2.83%
- 1M
- -5.93%
- YTD
- -2.41%
- 6M
- 0.22%
- 1Y
- 17.92%
- 3Y*
- 15.08%
- 5Y*
- 7.72%
- 10Y*
- 10.21%
IRLNX
- 1D
- 3.72%
- 1M
- -5.47%
- YTD
- -10.12%
- 6M
- -9.58%
- 1Y
- 17.38%
- 3Y*
- 21.84%
- 5Y*
- 13.18%
- 10Y*
- 17.05%
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IISPX vs. IRLNX - Expense Ratio Comparison
IISPX has a 0.19% expense ratio, which is lower than IRLNX's 0.43% expense ratio.
Return for Risk
IISPX vs. IRLNX — Risk / Return Rank
IISPX
IRLNX
IISPX vs. IRLNX - 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 Growth Index Portfolio (IRLNX). 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 | IRLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.88 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.47 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.14 | +1.06 |
Martin ratioReturn relative to average drawdown | 5.80 | 0.43 | +5.37 |
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 | IRLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.88 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.62 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.81 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.87 | -0.28 |
Correlation
The correlation between IISPX and IRLNX is 0.87, 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. IRLNX - Dividend Comparison
IISPX's dividend yield for the trailing twelve months is around 8.79%, less than IRLNX's 10.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IISPX Voya Solution 2055 Portfolio | 8.79% | 8.58% | 1.54% | 5.14% | 29.36% | 14.46% | 6.23% | 10.08% | 5.84% | 2.98% | 8.44% | 13.57% |
IRLNX Voya Russell Large Cap Growth Index Portfolio | 10.62% | 9.54% | 3.55% | 4.60% | 11.22% | 0.83% | 4.18% | 4.95% | 3.70% | 0.99% | 1.23% | 1.14% |
Drawdowns
IISPX vs. IRLNX - Drawdown Comparison
The maximum IISPX drawdown since its inception was -34.45%, roughly equal to the maximum IRLNX drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for IISPX and IRLNX.
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Drawdown Indicators
| IISPX | IRLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.45% | -32.90% | -1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -16.64% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -32.90% | +5.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -32.90% | -1.55% |
Current DrawdownCurrent decline from peak | -6.95% | -13.53% | +6.58% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -4.75% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 7.48% | -4.69% |
Volatility
IISPX vs. IRLNX - Volatility Comparison
The current volatility for Voya Solution 2055 Portfolio (IISPX) is 5.15%, while Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a volatility of 6.63%. This indicates that IISPX experiences smaller price fluctuations and is considered to be less risky than IRLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IISPX | IRLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 6.63% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 12.21% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 23.71% | -6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 21.95% | -6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 21.36% | -5.04% |