IPHYX vs. CWFIX
Compare and contrast key facts about Voya High Yield Portfolio (IPHYX) and Chartwell Short Duration High Yield Fund (CWFIX).
IPHYX is managed by Voya. It was launched on May 3, 2004. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
IPHYX vs. CWFIX - Performance Comparison
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IPHYX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPHYX Voya High Yield Portfolio | -1.94% | 6.80% | 6.74% | 11.47% | -13.75% | 4.15% | 5.66% | 15.24% | -3.18% | 6.24% |
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
Returns By Period
In the year-to-date period, IPHYX achieves a -1.94% return, which is significantly lower than CWFIX's -0.40% return. Over the past 10 years, IPHYX has outperformed CWFIX with an annualized return of 4.53%, while CWFIX has yielded a comparatively lower 4.00% annualized return.
IPHYX
- 1D
- 0.12%
- 1M
- -2.49%
- YTD
- -1.94%
- 6M
- -0.81%
- 1Y
- 3.74%
- 3Y*
- 6.26%
- 5Y*
- 2.35%
- 10Y*
- 4.53%
CWFIX
- 1D
- 0.11%
- 1M
- -1.03%
- YTD
- -0.40%
- 6M
- 1.21%
- 1Y
- 5.08%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
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IPHYX vs. CWFIX - Expense Ratio Comparison
IPHYX has a 0.73% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
IPHYX vs. CWFIX — Risk / Return Rank
IPHYX
CWFIX
IPHYX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya High Yield Portfolio (IPHYX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| IPHYX | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.99 | -1.90 |
Sortino ratioReturn per unit of downside risk | 1.54 | 4.25 | -2.71 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.80 | -0.56 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 3.72 | -2.69 |
Martin ratioReturn relative to average drawdown | 4.60 | 17.45 | -12.86 |
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
| IPHYX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.99 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.35 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 1.30 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 1.08 | -0.07 |
Correlation
The correlation between IPHYX and CWFIX is 0.73, 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
IPHYX vs. CWFIX - Dividend Comparison
IPHYX's dividend yield for the trailing twelve months is around 3.98%, less than CWFIX's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPHYX Voya High Yield Portfolio | 3.98% | 4.47% | 5.90% | 5.68% | 4.36% | 4.26% | 5.03% | 5.14% | 6.03% | 6.82% | 6.44% | 6.32% |
CWFIX Chartwell Short Duration High Yield Fund | 5.22% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
IPHYX vs. CWFIX - Drawdown Comparison
The maximum IPHYX drawdown since its inception was -32.43%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for IPHYX and CWFIX.
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Drawdown Indicators
| IPHYX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -12.41% | -20.02% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -1.37% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.18% | -6.36% | -10.82% |
Max Drawdown (10Y)Largest decline over 10 years | -20.45% | -12.41% | -8.04% |
Current DrawdownCurrent decline from peak | -2.51% | -1.03% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -2.81% | -0.87% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.29% | +0.47% |
Volatility
IPHYX vs. CWFIX - Volatility Comparison
Voya High Yield Portfolio (IPHYX) has a higher volatility of 1.36% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.70%. This indicates that IPHYX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPHYX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 0.70% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.23% | 1.03% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.19% | 1.71% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.16% | 2.75% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 3.09% | +2.41% |