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IPHYX vs. FQTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPHYX vs. FQTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya High Yield Portfolio (IPHYX) and Franklin Templeton SMACS: Series I (FQTIX). The values are adjusted to include any dividend payments, if applicable.

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IPHYX vs. FQTIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IPHYX
IPHYX Risk / Return Rank: 5454
Overall Rank
IPHYX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IPHYX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IPHYX Omega Ratio Rank: 6464
Omega Ratio Rank
IPHYX Calmar Ratio Rank: 3939
Calmar Ratio Rank
IPHYX Martin Ratio Rank: 4545
Martin Ratio Rank

FQTIX
FQTIX Risk / Return Rank: 9797
Overall Rank
FQTIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FQTIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FQTIX Omega Ratio Rank: 9797
Omega Ratio Rank
FQTIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FQTIX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

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.


IPHYXFQTIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

2.55

-1.47

Sortino ratio

Return per unit of downside risk

1.54

3.46

-1.92

Omega ratio

Gain probability vs. loss probability

1.24

1.61

-0.37

Calmar ratio

Return relative to maximum drawdown

1.03

3.85

-2.82

Martin ratio

Return relative to average drawdown

4.60

17.15

-12.55

IPHYX vs. FQTIX - Sharpe Ratio Comparison

The current IPHYX Sharpe Ratio is 1.09, which is lower than the FQTIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of IPHYX and FQTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IPHYXFQTIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


IPHYXFQTIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.51%

-1.95%

-0.56%

Average Drawdown

Average peak-to-trough decline

-2.81%

-4.42%

+1.61%

Ulcer Index

Depth 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


IPHYXFQTIXDifference

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%