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IISPX vs. IRVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IISPX vs. IRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2055 Portfolio (IISPX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). The values are adjusted to include any dividend payments, if applicable.

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IISPX vs. IRVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IRVIX
Voya Russell Large Cap Value Index Portfolio
-0.72%18.08%14.99%10.26%-5.48%22.95%1.38%25.75%-6.61%13.47%

Returns By Period

In the year-to-date period, IISPX achieves a -5.10% return, which is significantly lower than IRVIX's -0.72% return. Both investments have delivered pretty close results over the past 10 years, with IISPX having a 9.90% annualized return and IRVIX not far ahead at 10.33%.


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%

IRVIX

1D
-0.18%
1M
-6.61%
YTD
-0.72%
6M
4.06%
1Y
12.37%
3Y*
13.83%
5Y*
9.41%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IISPX vs. IRVIX - Expense Ratio Comparison

IISPX has a 0.19% expense ratio, which is lower than IRVIX's 0.35% expense ratio.


Return for Risk

IISPX vs. IRVIX — Risk / Return Rank

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

IISPX
IISPX Risk / Return Rank: 4747
Overall Rank
IISPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IISPX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IISPX Omega Ratio Rank: 5656
Omega Ratio Rank
IISPX Calmar Ratio Rank: 3232
Calmar Ratio Rank
IISPX Martin Ratio Rank: 4242
Martin Ratio Rank

IRVIX
IRVIX Risk / Return Rank: 3838
Overall Rank
IRVIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IRVIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
IRVIX Omega Ratio Rank: 4646
Omega Ratio Rank
IRVIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
IRVIX Martin Ratio Rank: 2626
Martin Ratio Rank
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. IRVIX - 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 Value Index Portfolio (IRVIX). 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.


IISPXIRVIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.88

+0.12

Sortino ratio

Return per unit of downside risk

1.51

1.39

+0.11

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

0.90

0.70

+0.21

Martin ratio

Return relative to average drawdown

4.40

2.83

+1.57

IISPX vs. IRVIX - Sharpe Ratio Comparison

The current IISPX Sharpe Ratio is 1.00, which is comparable to the IRVIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IISPX and IRVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IISPXIRVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.88

+0.12

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

0.62

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.68

-0.09

Correlation

The correlation between IISPX and IRVIX 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. IRVIX - Dividend Comparison

IISPX's dividend yield for the trailing twelve months is around 9.04%, less than IRVIX's 30.10% yield.


TTM20252024202320222021202020192018201720162015
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%
IRVIX
Voya Russell Large Cap Value Index Portfolio
30.10%29.89%3.60%2.01%1.36%1.94%3.78%5.91%6.32%1.94%2.90%3.11%

Drawdowns

IISPX vs. IRVIX - Drawdown Comparison

The maximum IISPX drawdown since its inception was -34.45%, roughly equal to the maximum IRVIX drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for IISPX and IRVIX.


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Drawdown Indicators


IISPXIRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.45%

-35.67%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-11.04%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-18.37%

-8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.45%

-35.67%

+1.22%

Current Drawdown

Current decline from peak

-9.51%

-6.64%

-2.87%

Average Drawdown

Average peak-to-trough decline

-4.98%

-3.86%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.30%

-0.54%

Volatility

IISPX vs. IRVIX - Volatility Comparison

Voya Solution 2055 Portfolio (IISPX) has a higher volatility of 4.03% compared to Voya Russell Large Cap Value Index Portfolio (IRVIX) at 3.31%. This indicates that IISPX's price experiences larger fluctuations and is considered to be riskier than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IISPXIRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

3.31%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

7.51%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

16.09%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

14.14%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

16.81%

-0.51%