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IPIRX vs. IFTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPIRX vs. IFTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Global Perspectives Portfolio (IPIRX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

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IPIRX vs. IFTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPIRX
Voya Global Perspectives Portfolio
-1.16%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%
IFTIX
Voya International High Dividend Low Volatility Portfolio
4.23%37.73%7.31%14.73%-8.89%12.10%-0.52%16.67%-14.95%22.34%

Returns By Period

In the year-to-date period, IPIRX achieves a -1.16% return, which is significantly lower than IFTIX's 4.23% return. Over the past 10 years, IPIRX has underperformed IFTIX with an annualized return of 5.64%, while IFTIX has yielded a comparatively higher 8.77% annualized return.


IPIRX

1D
1.95%
1M
-5.33%
YTD
-1.16%
6M
0.43%
1Y
12.26%
3Y*
8.65%
5Y*
3.08%
10Y*
5.64%

IFTIX

1D
2.25%
1M
-3.65%
YTD
4.23%
6M
8.85%
1Y
25.41%
3Y*
18.97%
5Y*
11.19%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPIRX vs. IFTIX - Expense Ratio Comparison

IPIRX has a 0.20% expense ratio, which is lower than IFTIX's 0.72% expense ratio.


Return for Risk

IPIRX vs. IFTIX — Risk / Return Rank

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

IPIRX
IPIRX Risk / Return Rank: 5353
Overall Rank
IPIRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5757
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3737
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4646
Martin Ratio Rank

IFTIX
IFTIX Risk / Return Rank: 9191
Overall Rank
IFTIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IFTIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
IFTIX Omega Ratio Rank: 8989
Omega Ratio Rank
IFTIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
IFTIX Martin Ratio Rank: 9494
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.

IPIRX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Global Perspectives Portfolio (IPIRX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). 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.


IPIRXIFTIXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.98

-0.75

Sortino ratio

Return per unit of downside risk

1.82

2.60

-0.78

Omega ratio

Gain probability vs. loss probability

1.25

1.40

-0.15

Calmar ratio

Return relative to maximum drawdown

1.26

3.19

-1.94

Martin ratio

Return relative to average drawdown

5.56

13.12

-7.56

IPIRX vs. IFTIX - Sharpe Ratio Comparison

The current IPIRX Sharpe Ratio is 1.23, which is lower than the IFTIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IPIRX and IFTIX, 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


IPIRXIFTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.98

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.86

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.60

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.31

+0.23

Correlation

The correlation between IPIRX and IFTIX is 0.77, 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

IPIRX vs. IFTIX - Dividend Comparison

IPIRX's dividend yield for the trailing twelve months is around 5.71%, less than IFTIX's 44.41% yield.


TTM20252024202320222021202020192018201720162015
IPIRX
Voya Global Perspectives Portfolio
5.71%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%
IFTIX
Voya International High Dividend Low Volatility Portfolio
44.41%5.45%4.88%4.42%4.87%2.41%17.71%10.80%2.45%1.89%3.45%4.29%

Drawdowns

IPIRX vs. IFTIX - Drawdown Comparison

The maximum IPIRX drawdown since its inception was -24.97%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IPIRX and IFTIX.


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Drawdown Indicators


IPIRXIFTIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.97%

-57.91%

+32.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-9.04%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.97%

-25.56%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-24.97%

-37.08%

+12.11%

Current Drawdown

Current decline from peak

-6.09%

-5.31%

-0.78%

Average Drawdown

Average peak-to-trough decline

-4.89%

-11.63%

+6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.48%

-0.46%

Volatility

IPIRX vs. IFTIX - Volatility Comparison

The current volatility for Voya Global Perspectives Portfolio (IPIRX) is 4.12%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 5.80%. This indicates that IPIRX experiences smaller price fluctuations and is considered to be less risky than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPIRXIFTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

5.80%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.77%

8.85%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

14.97%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

13.41%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.71%

14.94%

-5.23%