IISPX vs. VYMSX

Last updated Aug 1, 2026

IISPX (Voya Solution 2055 Portfolio) and VYMSX (Voya Mid Cap Research Enhanced Index Fund) are both mutual funds - IISPX is a Target Retirement Date fund managed by Voya, while VYMSX is a Mid Cap Blend Equities fund managed by Voya. Over the past 10 years, IISPX returned 11.05%/yr vs 10.22%/yr for VYMSX. Their correlation of 0.88 means they have usually moved in the same direction. IISPX charges 0.19%/yr vs 0.82%/yr for VYMSX.

Performance

IISPX vs. VYMSX - Performance Comparison

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

Returns By Period

In the year-to-date period, IISPX achieves a 10.33% return, which is significantly lower than VYMSX's 17.08% return. Over the past 10 years, IISPX has outperformed VYMSX with an annualized return of 11.05%, while VYMSX has yielded a comparatively lower 10.22% 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%

VYMSX

• 1D: 0.64%
• 1M: -0.90%
• 6M: 13.00%
• YTD: 17.08%
• 1Y: 23.06%
• 3Y*: 14.06%
• 5Y*: 8.70%
• 10Y*: 10.22%
• ALL TIME*: 8.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IISPX Voya Solution 2055 Portfolio	$0.00	$0.00	$0.00
VYMSX Voya Mid Cap Research Enhanced Index Fund	$0.00	$0.00	$0.00

IISPX vs. VYMSX - 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%
VYMSX Voya Mid Cap Research Enhanced Index Fund	17.08%	6.79%	14.92%	17.35%	-14.63%	27.47%	8.26%	28.18%	-14.55%	13.43%

Correlation

The correlation between IISPX and VYMSX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.82
Correlation (10Y) Provides a long-term view across more market conditions.	0.84
Correlation (All Time) Calculated using the full available price history since Mar 8, 2010	0.88

Over the past year, the correlation between IISPX and VYMSX has dropped to 0.66 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.

Return for Risk

IISPX vs. VYMSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IISPX

IISPX Risk / Return Rank: 67
IISPX Sharpe Ratio Rank: 64
IISPX Sortino Ratio Rank: 65
IISPX Omega Ratio Rank: 62
IISPX Calmar Ratio Rank: 65
IISPX Martin Ratio Rank: 79

VYMSX

VYMSX Risk / Return Rank: 58
VYMSX Sharpe Ratio Rank: 51
VYMSX Sortino Ratio Rank: 54
VYMSX Omega Ratio Rank: 43
VYMSX Calmar Ratio Rank: 72
VYMSX Martin Ratio Rank: 71

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IISPX vs. VYMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2055 Portfolio (IISPX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX). 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	VYMSX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	1.36	+0.24
Sortino ratio: Return per unit of downside risk	2.32	2.01	+0.31
Omega ratio: Gain probability vs. loss probability	1.29	1.23	+0.06
Calmar ratio: Return relative to maximum drawdown	2.24	2.33	-0.09
Martin ratio: Return relative to average drawdown	9.94	8.77	+1.18

IISPX vs. VYMSX - Sharpe Ratio Comparison

The current IISPX Sharpe Ratio is 1.60, which is comparable to the VYMSX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of IISPX and VYMSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IISPX vs. VYMSX - Drawdown Comparison

The maximum IISPX drawdown since its inception was -34.45%, smaller than the maximum VYMSX drawdown of -57.85%. Use the drawdown chart below to compare losses from any high point for IISPX and VYMSX.

Drawdown Indicators

	IISPX	VYMSX	Difference
Max Drawdown Largest peak-to-trough decline	-34.45%	-57.85%	+23.40%
Max Drawdown (1Y) Largest decline over 1 year	-9.51%	-10.34%	+0.83%
Max Drawdown (3Y) Largest decline over 3 years	-15.98%	-24.02%	+8.04%
Max Drawdown (5Y) Largest decline over 5 years	-27.04%	-31.71%	+4.67%
Max Drawdown (10Y) Largest decline over 10 years	-34.45%	-43.69%	+9.24%
Current Drawdown Current decline from peak	-2.20%	-3.15%	+0.95%
Average Drawdown Average peak-to-trough decline	-4.91%	-9.12%	+4.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	2.69%	-0.62%

Volatility

IISPX vs. VYMSX - Volatility Comparison

Voya Solution 2055 Portfolio (IISPX) and Voya Mid Cap Research Enhanced Index Fund (VYMSX) have volatilities of 3.82% and 4.02%, 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.

Volatility by Period

	IISPX	VYMSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	4.02%	-0.20%
Volatility (6M) Calculated over the trailing 6-month period	10.79%	13.39%	-2.60%
Volatility (1Y) Calculated over the trailing 1-year period	13.37%	17.77%	-4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.54%	23.36%	-7.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.35%	22.90%	-6.55%

IISPX vs. VYMSX - Expense Ratio Comparison

IISPX has a 0.19% expense ratio, which is lower than VYMSX's 0.82% expense ratio.

Dividends

IISPX vs. VYMSX - Dividend Comparison

IISPX's dividend yield for the trailing twelve months is around 7.78%, less than VYMSX's 25.42% 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%
VYMSX Voya Mid Cap Research Enhanced Index Fund	25.42%	29.77%	11.50%	0.96%	6.78%	14.81%	0.79%	2.00%	13.24%	7.58%	1.83%	6.83%

Frequently Asked Questions

Can I hold both IISPX and VYMSX in my portfolio?

IISPX and VYMSX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IISPX or VYMSX?

VYMSX has higher volatility (4.02%) compared to IISPX (3.82%). In terms of maximum drawdown, IISPX dropped -34.45% vs VYMSX's -57.85%.

Which has better risk-adjusted returns?

IISPX currently has the higher Sharpe Ratio (1.60 vs 1.36), 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.