IISPX vs. PLWIX
IISPX (Voya Solution 2055 Portfolio) and PLWIX (Principal LifeTime 2020 Fund) are both Target Retirement Date funds. Over the past 10 years, IISPX returned 11.05%/yr vs 7.07%/yr for PLWIX. Their correlation of 0.95 means they have usually moved in the same direction. IISPX charges 0.19%/yr vs 0.01%/yr for PLWIX.
Performance
IISPX vs. PLWIX - 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 PLWIX's 3.96% return. Over the past 10 years, IISPX has outperformed PLWIX with an annualized return of 11.05%, while PLWIX has yielded a comparatively lower 7.07% 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%
PLWIX
- 1D
- 0.72%
- 1M
- -0.16%
- 6M
- 2.52%
- YTD
- 3.96%
- 1Y
- 9.09%
- 3Y*
- 10.38%
- 5Y*
- 4.88%
- 10Y*
- 7.07%
- ALL TIME*
- 5.98%
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. PLWIX - 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% |
PLWIX Principal LifeTime 2020 Fund | 3.96% | 11.32% | 12.21% | 12.23% | -14.36% | 9.05% | 12.70% | 18.40% | -5.72% | 14.96% |
Correlation
The correlation between IISPX and PLWIX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2010 | 0.95 |
The correlation between IISPX and PLWIX has been stable across timeframes, ranging from 0.85 to 0.95 - a consistent structural relationship.
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Return for Risk
IISPX vs. PLWIX — Risk / Return Rank
IISPX
PLWIX
IISPX vs. PLWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2055 Portfolio (IISPX) and Principal LifeTime 2020 Fund (PLWIX). 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 | PLWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.81 | +0.43 |
| Martin ratioReturn relative to average drawdown | 9.94 | 7.75 | +2.19 |
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Drawdowns
IISPX vs. PLWIX - Drawdown Comparison
The maximum IISPX drawdown since its inception was -34.45%, smaller than the maximum PLWIX drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for IISPX and PLWIX.
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Drawdown Indicators
| IISPX | PLWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.45% | -49.07% | +14.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -4.75% | -4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.98% | -6.97% | -9.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -19.73% | -7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -20.29% | -14.16% |
Current DrawdownCurrent decline from peak | -2.20% | -0.71% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -5.69% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.11% | +0.96% |
Volatility
IISPX vs. PLWIX - Volatility Comparison
Voya Solution 2055 Portfolio (IISPX) has a higher volatility of 3.82% compared to Principal LifeTime 2020 Fund (PLWIX) at 1.73%. This indicates that IISPX's price experiences larger fluctuations and is considered to be riskier than PLWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IISPX | PLWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 1.73% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 5.32% | +5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 6.39% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 8.29% | +7.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 8.52% | +7.83% |
IISPX vs. PLWIX - Expense Ratio Comparison
IISPX has a 0.19% expense ratio, which is higher than PLWIX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IISPX vs. PLWIX - Dividend Comparison
IISPX's dividend yield for the trailing twelve months is around 7.78%, less than PLWIX's 9.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PLWIX Principal LifeTime 2020 Fund | 9.70% | 10.08% | 11.91% | 5.12% | 9.82% | 9.40% | 5.90% | 8.69% | 7.35% | 5.74% | 3.73% | 8.75% |
Frequently Asked Questions
IISPX and PLWIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IISPX has higher volatility (3.82%) compared to PLWIX (1.73%). In terms of maximum drawdown, IISPX dropped -34.45% vs PLWIX's -49.07%.
IISPX currently has the higher Sharpe Ratio (1.60 vs 1.35), 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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