IJPIX vs. IFTIX
Compare and contrast key facts about VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX).
IJPIX is managed by Voya. It was launched on Feb 17, 1998. IFTIX is managed by Voya. It was launched on Jan 2, 2006.
Performance
IJPIX vs. IFTIX - Performance Comparison
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IJPIX vs. IFTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJPIX VY JPMorgan Emerging Markets Equity Portfolio | 0.96% | 38.95% | 1.91% | 6.58% | -26.16% | -10.00% | 33.28% | 31.72% | -16.76% | 43.11% |
IFTIX Voya International High Dividend Low Volatility Portfolio | 1.94% | 37.73% | 7.31% | 14.73% | -8.89% | 12.10% | -0.52% | 16.67% | -14.95% | 22.34% |
Returns By Period
In the year-to-date period, IJPIX achieves a 0.96% return, which is significantly lower than IFTIX's 1.94% return. Both investments have delivered pretty close results over the past 10 years, with IJPIX having a 8.49% annualized return and IFTIX not far ahead at 8.53%.
IJPIX
- 1D
- -1.16%
- 1M
- -11.80%
- YTD
- 0.96%
- 6M
- 7.33%
- 1Y
- 34.68%
- 3Y*
- 13.36%
- 5Y*
- 0.66%
- 10Y*
- 8.49%
IFTIX
- 1D
- 0.72%
- 1M
- -7.39%
- YTD
- 1.94%
- 6M
- 6.87%
- 1Y
- 23.18%
- 3Y*
- 18.09%
- 5Y*
- 10.85%
- 10Y*
- 8.53%
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IJPIX vs. IFTIX - Expense Ratio Comparison
IJPIX has a 1.51% expense ratio, which is higher than IFTIX's 0.72% expense ratio.
Return for Risk
IJPIX vs. IFTIX — Risk / Return Rank
IJPIX
IFTIX
IJPIX vs. IFTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) 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.
| IJPIX | IFTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.66 | +0.03 |
Sortino ratioReturn per unit of downside risk | 2.31 | 2.21 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.85 | -0.65 |
Martin ratioReturn relative to average drawdown | 9.02 | 11.81 | -2.79 |
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
| IJPIX | IFTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.66 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.84 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.58 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.30 | -0.02 |
Correlation
The correlation between IJPIX and IFTIX is 0.76, 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
IJPIX vs. IFTIX - Dividend Comparison
IJPIX's dividend yield for the trailing twelve months is around 25.63%, less than IFTIX's 45.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJPIX VY JPMorgan Emerging Markets Equity Portfolio | 25.63% | 25.88% | 0.82% | 1.67% | 42.85% | 8.66% | 5.75% | 5.37% | 0.66% | 0.40% | 1.15% | 9.47% |
IFTIX Voya International High Dividend Low Volatility Portfolio | 45.41% | 5.45% | 4.88% | 4.42% | 4.87% | 2.41% | 17.71% | 10.80% | 2.45% | 1.89% | 3.45% | 4.29% |
Drawdowns
IJPIX vs. IFTIX - Drawdown Comparison
The maximum IJPIX drawdown since its inception was -64.21%, which is greater than IFTIX's maximum drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IJPIX and IFTIX.
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Drawdown Indicators
| IJPIX | IFTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -57.91% | -6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -9.20% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -45.22% | -25.56% | -19.66% |
Max Drawdown (10Y)Largest decline over 10 years | -49.88% | -37.08% | -12.80% |
Current DrawdownCurrent decline from peak | -12.53% | -7.39% | -5.14% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -11.63% | -8.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.46% | +1.10% |
Volatility
IJPIX vs. IFTIX - Volatility Comparison
VY JPMorgan Emerging Markets Equity Portfolio (IJPIX) has a higher volatility of 9.09% compared to Voya International High Dividend Low Volatility Portfolio (IFTIX) at 5.42%. This indicates that IJPIX'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.
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Volatility by Period
| IJPIX | IFTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 5.42% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 8.57% | +5.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.75% | 14.83% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 13.38% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 14.93% | +4.37% |