IPHYX vs. FQTIX
Compare and contrast key facts about Voya High Yield Portfolio (IPHYX) and Franklin Templeton SMACS: Series I (FQTIX).
IPHYX is managed by Voya. It was launched on May 3, 2004. FQTIX is managed by Franklin Templeton. It was launched on Jun 3, 2019.
Performance
IPHYX vs. FQTIX - Performance Comparison
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IPHYX vs. FQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IPHYX Voya High Yield Portfolio | -1.94% | 6.80% | 6.74% | 11.47% | -13.75% | 4.15% | 5.66% | 6.57% |
FQTIX Franklin Templeton SMACS: Series I | 0.52% | 7.51% | 8.03% | 13.44% | -14.39% | 8.51% | 3.68% | 4.11% |
Returns By Period
In the year-to-date period, IPHYX achieves a -1.94% return, which is significantly lower than FQTIX's 0.52% 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%
FQTIX
- 1D
- 0.25%
- 1M
- -1.83%
- YTD
- 0.52%
- 6M
- 2.66%
- 1Y
- 9.72%
- 3Y*
- 7.86%
- 5Y*
- 3.61%
- 10Y*
- —
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IPHYX vs. FQTIX - Expense Ratio Comparison
IPHYX has a 0.73% expense ratio, which is higher than FQTIX's 0.00% expense ratio.
Return for Risk
IPHYX vs. FQTIX — Risk / Return Rank
IPHYX
FQTIX
IPHYX vs. FQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya High Yield Portfolio (IPHYX) and Franklin Templeton SMACS: Series I (FQTIX). 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 | FQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.55 | -1.47 |
Sortino ratioReturn per unit of downside risk | 1.54 | 3.46 | -1.92 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.61 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 3.85 | -2.82 |
Martin ratioReturn relative to average drawdown | 4.60 | 17.15 | -12.55 |
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 | FQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.55 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.61 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.55 | +0.46 |
Correlation
The correlation between IPHYX and FQTIX is 0.75, 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. FQTIX - Dividend Comparison
IPHYX's dividend yield for the trailing twelve months is around 3.98%, less than FQTIX's 7.03% 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% |
FQTIX Franklin Templeton SMACS: Series I | 7.03% | 5.70% | 7.86% | 7.64% | 8.10% | 7.15% | 6.89% | 5.63% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IPHYX vs. FQTIX - Drawdown Comparison
The maximum IPHYX drawdown since its inception was -32.43%, which is greater than FQTIX's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for IPHYX and FQTIX.
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Drawdown Indicators
| IPHYX | FQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -24.62% | -7.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -2.41% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.18% | -18.81% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -20.45% | — | — |
Current DrawdownCurrent decline from peak | -2.51% | -1.95% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -2.81% | -4.42% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.54% | +0.22% |
Volatility
IPHYX vs. FQTIX - Volatility Comparison
The current volatility for Voya High Yield Portfolio (IPHYX) is 1.36%, while Franklin Templeton SMACS: Series I (FQTIX) has a volatility of 1.57%. This indicates that IPHYX experiences smaller price fluctuations and is considered to be less risky than FQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPHYX | FQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 1.57% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.23% | 2.38% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.19% | 3.85% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.16% | 5.92% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 7.80% | -2.30% |