IISPX vs. PTDIX
Compare and contrast key facts about Voya Solution 2055 Portfolio (IISPX) and Principal LifeTime 2040 Fund (PTDIX).
IISPX is managed by Voya. It was launched on Mar 7, 2010. PTDIX is managed by Principal. It was launched on Feb 28, 2001.
Performance
IISPX vs. PTDIX - Performance Comparison
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IISPX vs. PTDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTDIX Principal LifeTime 2040 Fund | -4.20% | 15.59% | 17.43% | 18.33% | -18.13% | 15.35% | 16.04% | 24.91% | -7.95% | 20.69% |
Returns By Period
In the year-to-date period, IISPX achieves a -5.10% return, which is significantly lower than PTDIX's -4.20% return. Both investments have delivered pretty close results over the past 10 years, with IISPX having a 9.90% annualized return and PTDIX not far behind at 9.48%.
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%
PTDIX
- 1D
- -0.13%
- 1M
- -7.05%
- YTD
- -4.20%
- 6M
- -2.23%
- 1Y
- 11.01%
- 3Y*
- 13.35%
- 5Y*
- 6.84%
- 10Y*
- 9.48%
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IISPX vs. PTDIX - Expense Ratio Comparison
IISPX has a 0.19% expense ratio, which is higher than PTDIX'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%.
Return for Risk
IISPX vs. PTDIX — Risk / Return Rank
IISPX
PTDIX
IISPX vs. PTDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2055 Portfolio (IISPX) and Principal LifeTime 2040 Fund (PTDIX). 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 | PTDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.86 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.30 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.00 | -0.10 |
Martin ratioReturn relative to average drawdown | 4.40 | 4.85 | -0.46 |
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 | PTDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.86 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.51 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.69 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.45 | +0.14 |
Correlation
The correlation between IISPX and PTDIX is 0.97, 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. PTDIX - Dividend Comparison
IISPX's dividend yield for the trailing twelve months is around 9.04%, less than PTDIX's 10.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTDIX Principal LifeTime 2040 Fund | 10.23% | 9.80% | 12.28% | 4.40% | 8.61% | 8.92% | 6.01% | 7.26% | 9.28% | 6.07% | 4.86% | 6.73% |
Drawdowns
IISPX vs. PTDIX - Drawdown Comparison
The maximum IISPX drawdown since its inception was -34.45%, smaller than the maximum PTDIX drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for IISPX and PTDIX.
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Drawdown Indicators
| IISPX | PTDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.45% | -54.38% | +19.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -9.72% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -25.43% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -30.02% | -4.43% |
Current DrawdownCurrent decline from peak | -9.51% | -7.32% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -7.54% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.01% | +0.75% |
Volatility
IISPX vs. PTDIX - Volatility Comparison
Voya Solution 2055 Portfolio (IISPX) and Principal LifeTime 2040 Fund (PTDIX) have volatilities of 4.03% and 4.17%, 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 | PTDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 4.17% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 7.34% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 12.99% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 13.44% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 13.79% | +2.51% |