IPHYX vs. SCHD
Compare and contrast key facts about Voya High Yield Portfolio (IPHYX) and Schwab U.S. Dividend Equity ETF (SCHD).
IPHYX is managed by Voya. It was launched on May 3, 2004. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
IPHYX vs. SCHD - Performance Comparison
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IPHYX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPHYX Voya High Yield Portfolio | -1.15% | 6.80% | 6.74% | 11.47% | -13.75% | 4.15% | 5.66% | 15.24% | -3.18% | 6.24% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, IPHYX achieves a -1.15% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, IPHYX has underperformed SCHD with an annualized return of 4.62%, while SCHD has yielded a comparatively higher 12.25% annualized return.
IPHYX
- 1D
- 0.81%
- 1M
- -1.47%
- YTD
- -1.15%
- 6M
- -0.12%
- 1Y
- 4.34%
- 3Y*
- 6.55%
- 5Y*
- 2.50%
- 10Y*
- 4.62%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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IPHYX vs. SCHD - Expense Ratio Comparison
IPHYX has a 0.73% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
IPHYX vs. SCHD — Risk / Return Rank
IPHYX
SCHD
IPHYX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya High Yield Portfolio (IPHYX) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.88 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.32 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.05 | +0.27 |
Martin ratioReturn relative to average drawdown | 5.81 | 3.55 | +2.25 |
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 | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.88 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.58 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.74 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.84 | +0.18 |
Correlation
The correlation between IPHYX and SCHD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IPHYX vs. SCHD - Dividend Comparison
IPHYX's dividend yield for the trailing twelve months is around 3.95%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPHYX Voya High Yield Portfolio | 3.95% | 4.47% | 5.90% | 5.68% | 4.36% | 4.26% | 5.03% | 5.14% | 6.03% | 6.82% | 6.44% | 6.32% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
IPHYX vs. SCHD - Drawdown Comparison
The maximum IPHYX drawdown since its inception was -32.43%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IPHYX and SCHD.
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Drawdown Indicators
| IPHYX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -33.37% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -12.74% | +9.74% |
Max Drawdown (5Y)Largest decline over 5 years | -17.18% | -16.85% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -20.45% | -33.37% | +12.92% |
Current DrawdownCurrent decline from peak | -1.72% | -3.43% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -2.81% | -3.34% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 3.75% | -2.99% |
Volatility
IPHYX vs. SCHD - Volatility Comparison
The current volatility for Voya High Yield Portfolio (IPHYX) is 1.64%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.33%. This indicates that IPHYX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPHYX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 2.33% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 7.96% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.27% | 15.69% | -11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.16% | 14.40% | -9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.51% | 16.70% | -11.19% |