INGIX vs. IFTIX

Last updated Aug 1, 2026

INGIX (Voya U.S. Stock Index Portfolio) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - INGIX is a Large Cap Blend Equities fund managed by Voya, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, INGIX returned 14.57%/yr vs 9.65%/yr for IFTIX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. INGIX charges 0.27%/yr vs 0.72%/yr for IFTIX.

Performance

INGIX vs. IFTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya U.S. Stock Index Portfolio (INGIX) 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, INGIX achieves a 9.47% return, which is significantly lower than IFTIX's 15.40% return. Over the past 10 years, INGIX has outperformed IFTIX with an annualized return of 14.57%, while IFTIX has yielded a comparatively lower 9.65% annualized return.

INGIX

• 1D: 1.67%
• 1M: -0.33%
• 6M: 7.93%
• YTD: 9.47%
• 1Y: 17.08%
• 3Y*: 18.27%
• 5Y*: 12.13%
• 10Y*: 14.57%
• ALL TIME*: 8.52%

IFTIX

• 1D: 1.56%
• 1M: 5.94%
• 6M: 10.86%
• YTD: 15.40%
• 1Y: 27.14%
• 3Y*: 20.70%
• 5Y*: 12.65%
• 10Y*: 9.65%
• ALL TIME*: 6.20%

*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)
IFTIX Voya International High Dividend Low Volatility Portfolio	$0.00	$0.00	$0.00
INGIX Voya U.S. Stock Index Portfolio	$0.00	$0.00	$0.00

INGIX vs. IFTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INGIX Voya U.S. Stock Index Portfolio	9.47%	15.88%	24.71%	26.04%	-18.40%	28.33%	18.07%	31.15%	-4.62%	21.49%
IFTIX Voya International High Dividend Low Volatility Portfolio	15.40%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between INGIX and IFTIX is 0.49, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.49
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (5Y) Shows whether the relationship held over a longer period.	0.61
Correlation (10Y) Provides a long-term view across more market conditions.	0.68
Correlation (All Time) Calculated using the full available price history since Jan 4, 2006	0.77

Over the past year, the correlation between INGIX and IFTIX has dropped to 0.49 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

Return for Risk

INGIX vs. IFTIX — Risk / Return Rank

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

INGIX

INGIX Risk / Return Rank: 43
INGIX Sharpe Ratio Rank: 32
INGIX Sortino Ratio Rank: 33
INGIX Omega Ratio Rank: 44
INGIX Calmar Ratio Rank: 52
INGIX Martin Ratio Rank: 57

IFTIX

IFTIX Risk / Return Rank: 89
IFTIX Sharpe Ratio Rank: 93
IFTIX Sortino Ratio Rank: 90
IFTIX Omega Ratio Rank: 87
IFTIX Calmar Ratio Rank: 91
IFTIX Martin Ratio Rank: 87

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.

INGIX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya U.S. Stock Index Portfolio (INGIX) 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.

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.

	INGIX	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	1.03	2.41	-1.38
Sortino ratio: Return per unit of downside risk	1.55	3.39	-1.84
Omega ratio: Gain probability vs. loss probability	1.23	1.45	-0.21
Calmar ratio: Return relative to maximum drawdown	1.90	3.45	-1.55
Martin ratio: Return relative to average drawdown	7.56	11.19	-3.63

INGIX vs. IFTIX - Sharpe Ratio Comparison

The current INGIX Sharpe Ratio is 1.03, which is lower than the IFTIX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of INGIX 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.

Drawdowns

INGIX vs. IFTIX - Drawdown Comparison

The maximum INGIX drawdown since its inception was -55.38%, roughly equal to the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for INGIX and IFTIX.

Drawdown Indicators

	INGIX	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-55.38%	-57.91%	+2.53%
Max Drawdown (1Y) Largest decline over 1 year	-9.53%	-8.44%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-19.08%	-10.20%	-8.88%
Max Drawdown (5Y) Largest decline over 5 years	-24.69%	-25.56%	+0.87%
Max Drawdown (10Y) Largest decline over 10 years	-33.84%	-37.08%	+3.24%
Current Drawdown Current decline from peak	-1.90%	0.00%	-1.90%
Average Drawdown Average peak-to-trough decline	-8.13%	-11.47%	+3.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	2.53%	-0.22%

Volatility

INGIX vs. IFTIX - Volatility Comparison

Voya U.S. Stock Index Portfolio (INGIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX) have volatilities of 3.49% and 3.39%, 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

	INGIX	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.49%	3.39%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	15.14%	9.67%	+5.47%
Volatility (1Y) Calculated over the trailing 1-year period	17.57%	12.14%	+5.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.13%	13.47%	+4.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.61%	14.41%	+4.20%

INGIX vs. IFTIX - Expense Ratio Comparison

INGIX has a 0.27% expense ratio, which is lower than IFTIX's 0.72% expense ratio.

Dividends

INGIX vs. IFTIX - Dividend Comparison

INGIX's dividend yield for the trailing twelve months is around 65.18%, more than IFTIX's 40.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	40.11%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
INGIX Voya U.S. Stock Index Portfolio	65.18%	10.66%	9.12%	11.02%	12.95%	10.29%	5.21%	6.82%	8.29%	6.30%	7.74%	11.51%

Frequently Asked Questions

Can I hold both INGIX and IFTIX in my portfolio?

INGIX and IFTIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INGIX or IFTIX?

INGIX has higher volatility (3.49%) compared to IFTIX (3.39%). In terms of maximum drawdown, INGIX dropped -55.38% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

IFTIX currently has the higher Sharpe Ratio (2.41 vs 1.03), 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.