IJMIX vs. IFTIX

Last updated Jun 4, 2026

IJMIX (VY JPMorgan Mid Cap Value Portfolio) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - IJMIX is a Mid Cap Value Equities fund managed by Voya, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, IJMIX returned 8.74%/yr vs 8.67%/yr for IFTIX. A 0.74 correlation means they provide meaningful diversification when combined. IJMIX charges 0.88%/yr vs 0.72%/yr for IFTIX.

Performance

IJMIX vs. IFTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY JPMorgan Mid Cap Value Portfolio (IJMIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IJMIX achieves a 7.26% return, which is significantly higher than IFTIX's 6.84% return. Both investments have delivered pretty close results over the past 10 years, with IJMIX having a 8.74% annualized return and IFTIX not far behind at 8.67%.

IJMIX

• 1D: 0.58%
• 1M: 0.78%
• YTD: 7.26%
• 6M: 6.23%
• 1Y: 12.46%
• 3Y*: 12.54%
• 5Y*: 6.10%
• 10Y*: 8.74%

IFTIX

• 1D: -0.19%
• 1M: 0.59%
• YTD: 6.84%
• 6M: 9.75%
• 1Y: 18.28%
• 3Y*: 19.53%
• 5Y*: 10.71%
• 10Y*: 8.67%

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

IJMIX vs. IFTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IJMIX VY JPMorgan Mid Cap Value Portfolio	7.26%	3.49%	14.20%	10.81%	-8.20%	29.83%	0.61%	26.34%	-11.91%	14.06%
IFTIX Voya International High Dividend Low Volatility Portfolio	6.84%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between IJMIX and IFTIX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Jan 5, 2006	0.74

Over the past year, the correlation between IJMIX and IFTIX has dropped to 0.51 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

Return for Risk

IJMIX vs. IFTIX — Risk / Return Rank

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

IJMIX

IJMIX Risk / Return Rank: 18
IJMIX Sharpe Ratio Rank: 12
IJMIX Sortino Ratio Rank: 12
IJMIX Omega Ratio Rank: 15
IJMIX Calmar Ratio Rank: 24
IJMIX Martin Ratio Rank: 29

IFTIX

IFTIX Risk / Return Rank: 33
IFTIX Sharpe Ratio Rank: 31
IFTIX Sortino Ratio Rank: 30
IFTIX Omega Ratio Rank: 31
IFTIX Calmar Ratio Rank: 37
IFTIX Martin Ratio Rank: 35

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.

IJMIX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Mid Cap Value Portfolio (IJMIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). 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.

	IJMIX	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	0.90	1.60	-0.70
Sortino ratio: Return per unit of downside risk	1.37	2.27	-0.90
Omega ratio: Gain probability vs. loss probability	1.20	1.29	-0.09
Calmar ratio: Return relative to maximum drawdown	1.82	2.30	-0.48
Martin ratio: Return relative to average drawdown	6.75	7.71	-0.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IJMIX vs. IFTIX - Sharpe Ratio Comparison

The current IJMIX Sharpe Ratio is 0.90, which is lower than the IFTIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of IJMIX and IFTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IJMIX	IFTIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.60	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.82	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.59	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.31	+0.01

Drawdowns

IJMIX vs. IFTIX - Drawdown Comparison

The maximum IJMIX drawdown since its inception was -54.73%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IJMIX and IFTIX.

Drawdown Indicators

	IJMIX	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.73%	-57.91%	+3.18%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-8.44%	+0.18%
Max Drawdown (3Y) Largest decline over 3 years	-18.61%	-10.20%	-8.41%
Max Drawdown (5Y) Largest decline over 5 years	-18.96%	-25.56%	+6.60%
Max Drawdown (10Y) Largest decline over 10 years	-43.18%	-37.08%	-6.10%
Current Drawdown Current decline from peak	-0.70%	-2.94%	+2.24%
Average Drawdown Average peak-to-trough decline	-10.22%	-11.55%	+1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	2.40%	-0.21%

Volatility

IJMIX vs. IFTIX - Volatility Comparison

VY JPMorgan Mid Cap Value Portfolio (IJMIX) has a higher volatility of 11.39% compared to Voya International High Dividend Low Volatility Portfolio (IFTIX) at 3.77%. This indicates that IJMIX's price experiences larger fluctuations and is considered to be riskier than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IJMIX	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.39%	3.77%	+7.62%
Volatility (6M) Calculated over the trailing 6-month period	13.79%	9.37%	+4.42%
Volatility (1Y) Calculated over the trailing 1-year period	16.72%	12.22%	+4.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.74%	13.48%	+4.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.69%	14.92%	+4.77%

IJMIX vs. IFTIX - Expense Ratio Comparison

IJMIX has a 0.88% expense ratio, which is higher than IFTIX's 0.72% expense ratio.

Dividends

IJMIX vs. IFTIX - Dividend Comparison

IJMIX's dividend yield for the trailing twelve months is around 14.66%, less than IFTIX's 43.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	43.33%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
IJMIX VY JPMorgan Mid Cap Value Portfolio	14.66%	15.72%	6.03%	11.36%	20.71%	4.23%	9.14%	14.29%	11.98%	10.41%	10.24%	17.53%

Frequently Asked Questions

Can I hold both IJMIX and IFTIX in my portfolio?

IJMIX and IFTIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IJMIX or IFTIX?

IJMIX has higher volatility (11.39%) compared to IFTIX (3.77%). In terms of maximum drawdown, IJMIX dropped -54.73% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

IFTIX currently has the higher Sharpe Ratio (1.60 vs 0.90), 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.