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IPHYX vs. IIFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPHYX vs. IIFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya High Yield Portfolio (IPHYX) and Voya Balanced Income Portfolio (IIFIX). The values are adjusted to include any dividend payments, if applicable.

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IPHYX vs. IIFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IIFIX
Voya Balanced Income Portfolio
-2.44%4.26%13.11%11.70%-13.81%9.40%3.32%18.76%-4.78%10.58%

Returns By Period

In the year-to-date period, IPHYX achieves a -1.94% return, which is significantly higher than IIFIX's -2.44% return. Over the past 10 years, IPHYX has underperformed IIFIX with an annualized return of 4.53%, while IIFIX has yielded a comparatively higher 5.92% 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%

IIFIX

1D
0.20%
1M
-4.56%
YTD
-2.44%
6M
-0.91%
1Y
0.73%
3Y*
7.63%
5Y*
3.42%
10Y*
5.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPHYX vs. IIFIX - Expense Ratio Comparison

IPHYX has a 0.73% expense ratio, which is higher than IIFIX's 0.60% expense ratio.


Return for Risk

IPHYX vs. IIFIX — 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

IIFIX
IIFIX Risk / Return Rank: 55
Overall Rank
IIFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IIFIX Sortino Ratio Rank: 55
Sortino Ratio Rank
IIFIX Omega Ratio Rank: 66
Omega Ratio Rank
IIFIX Calmar Ratio Rank: 55
Calmar Ratio Rank
IIFIX Martin Ratio Rank: 55
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. IIFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya High Yield Portfolio (IPHYX) and Voya Balanced Income Portfolio (IIFIX). 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.


IPHYXIIFIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.07

+1.02

Sortino ratio

Return per unit of downside risk

1.54

0.15

+1.39

Omega ratio

Gain probability vs. loss probability

1.24

1.03

+0.21

Calmar ratio

Return relative to maximum drawdown

1.03

-0.13

+1.16

Martin ratio

Return relative to average drawdown

4.60

-0.24

+4.84

IPHYX vs. IIFIX - Sharpe Ratio Comparison

The current IPHYX Sharpe Ratio is 1.09, which is higher than the IIFIX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of IPHYX and IIFIX, 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


IPHYXIIFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.07

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.43

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.73

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.62

+0.39

Correlation

The correlation between IPHYX and IIFIX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IPHYX vs. IIFIX - Dividend Comparison

IPHYX's dividend yield for the trailing twelve months is around 3.98%, less than IIFIX's 5.84% 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%
IIFIX
Voya Balanced Income Portfolio
5.84%2.61%1.40%2.98%12.50%2.56%11.06%11.05%6.00%4.66%6.56%5.50%

Drawdowns

IPHYX vs. IIFIX - Drawdown Comparison

The maximum IPHYX drawdown since its inception was -32.43%, smaller than the maximum IIFIX drawdown of -40.61%. Use the drawdown chart below to compare losses from any high point for IPHYX and IIFIX.


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Drawdown Indicators


IPHYXIIFIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-40.61%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-7.04%

+4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-17.36%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-20.45%

-22.59%

+2.14%

Current Drawdown

Current decline from peak

-2.51%

-6.85%

+4.34%

Average Drawdown

Average peak-to-trough decline

-2.81%

-5.03%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

3.74%

-2.98%

Volatility

IPHYX vs. IIFIX - Volatility Comparison

The current volatility for Voya High Yield Portfolio (IPHYX) is 1.36%, while Voya Balanced Income Portfolio (IIFIX) has a volatility of 2.55%. This indicates that IPHYX experiences smaller price fluctuations and is considered to be less risky than IIFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPHYXIIFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

2.55%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

4.23%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

10.59%

-6.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.16%

8.09%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

8.26%

-2.76%