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IPIRX vs. TRXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPIRX vs. TRXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Global Perspectives Portfolio (IPIRX) and Catalyst/MAP Global Balanced Fund (TRXAX). The values are adjusted to include any dividend payments, if applicable.

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IPIRX vs. TRXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPIRX
Voya Global Perspectives Portfolio
-3.05%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%
TRXAX
Catalyst/MAP Global Balanced Fund
2.23%16.16%4.67%5.23%-7.44%9.65%3.62%11.51%-3.30%11.12%

Returns By Period

In the year-to-date period, IPIRX achieves a -3.05% return, which is significantly lower than TRXAX's 2.23% return. Both investments have delivered pretty close results over the past 10 years, with IPIRX having a 5.44% annualized return and TRXAX not far behind at 5.41%.


IPIRX

1D
-1.07%
1M
-7.88%
YTD
-3.05%
6M
-1.28%
1Y
10.48%
3Y*
7.95%
5Y*
2.82%
10Y*
5.44%

TRXAX

1D
0.03%
1M
-5.20%
YTD
2.23%
6M
4.39%
1Y
14.48%
3Y*
7.99%
5Y*
4.90%
10Y*
5.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPIRX vs. TRXAX - Expense Ratio Comparison

IPIRX has a 0.20% expense ratio, which is lower than TRXAX's 1.22% expense ratio.


Return for Risk

IPIRX vs. TRXAX — Risk / Return Rank

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

IPIRX
IPIRX Risk / Return Rank: 4747
Overall Rank
IPIRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5050
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4242
Martin Ratio Rank

TRXAX
TRXAX Risk / Return Rank: 9191
Overall Rank
TRXAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TRXAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRXAX Omega Ratio Rank: 9090
Omega Ratio Rank
TRXAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
TRXAX Martin Ratio Rank: 9090
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. TRXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Global Perspectives Portfolio (IPIRX) and Catalyst/MAP Global Balanced Fund (TRXAX). 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.


IPIRXTRXAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.98

-0.96

Sortino ratio

Return per unit of downside risk

1.52

2.68

-1.17

Omega ratio

Gain probability vs. loss probability

1.21

1.40

-0.19

Calmar ratio

Return relative to maximum drawdown

0.98

2.55

-1.57

Martin ratio

Return relative to average drawdown

4.41

10.37

-5.96

IPIRX vs. TRXAX - Sharpe Ratio Comparison

The current IPIRX Sharpe Ratio is 1.02, which is lower than the TRXAX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IPIRX and TRXAX, 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


IPIRXTRXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.98

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.63

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.66

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.68

-0.15

Correlation

The correlation between IPIRX and TRXAX is 0.79, 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. TRXAX - Dividend Comparison

IPIRX's dividend yield for the trailing twelve months is around 5.82%, more than TRXAX's 2.28% yield.


TTM20252024202320222021202020192018201720162015
IPIRX
Voya Global Perspectives Portfolio
5.82%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%
TRXAX
Catalyst/MAP Global Balanced Fund
2.28%2.45%4.93%5.12%0.83%6.76%1.91%2.66%8.34%3.46%3.55%1.59%

Drawdowns

IPIRX vs. TRXAX - Drawdown Comparison

The maximum IPIRX drawdown since its inception was -24.97%, which is greater than TRXAX's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for IPIRX and TRXAX.


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Drawdown Indicators


IPIRXTRXAXDifference

Max Drawdown

Largest peak-to-trough decline

-24.97%

-20.50%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-5.60%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.97%

-16.03%

-8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-24.97%

-20.50%

-4.47%

Current Drawdown

Current decline from peak

-7.88%

-5.20%

-2.68%

Average Drawdown

Average peak-to-trough decline

-4.89%

-2.67%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.38%

+0.61%

Volatility

IPIRX vs. TRXAX - Volatility Comparison

Voya Global Perspectives Portfolio (IPIRX) has a higher volatility of 3.44% compared to Catalyst/MAP Global Balanced Fund (TRXAX) at 2.51%. This indicates that IPIRX's price experiences larger fluctuations and is considered to be riskier than TRXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPIRXTRXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

2.51%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

6.50%

4.86%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

7.42%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.73%

7.88%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.69%

8.26%

+1.43%