IRGIX vs. IFTIX

Last updated Jun 4, 2026

IRGIX (VY CBRE Global Real Estate Portfolio) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - IRGIX is a REIT fund managed by Voya, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, IRGIX returned 4.16%/yr vs 8.67%/yr for IFTIX. A 0.71 correlation means they provide meaningful diversification when combined. IRGIX charges 0.87%/yr vs 0.72%/yr for IFTIX.

Performance

IRGIX vs. IFTIX - Performance Comparison

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

Returns By Period

In the year-to-date period, IRGIX achieves a 6.18% return, which is significantly lower than IFTIX's 6.84% return. Over the past 10 years, IRGIX has underperformed IFTIX with an annualized return of 4.16%, while IFTIX has yielded a comparatively higher 8.67% annualized return.

IRGIX

• 1D: 0.29%
• 1M: -2.31%
• YTD: 6.18%
• 6M: 5.87%
• 1Y: 9.12%
• 3Y*: 7.94%
• 5Y*: 1.72%
• 10Y*: 4.16%

IFTIX

• 1D: -0.19%
• 1M: 0.59%
• YTD: 6.84%
• 6M: 9.75%
• 1Y: 18.28%
• 3Y*: 19.53%
• 5Y*: 10.71%
• 10Y*: 8.67%

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

IRGIX vs. IFTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IRGIX VY CBRE Global Real Estate Portfolio	6.18%	6.78%	0.38%	12.63%	-24.95%	34.42%	-4.96%	24.74%	-8.52%	10.82%
IFTIX Voya International High Dividend Low Volatility Portfolio	6.84%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between IRGIX and IFTIX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Jan 5, 2006	0.71

The correlation between IRGIX and IFTIX has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.

Return for Risk

IRGIX vs. IFTIX — Risk / Return Rank

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

IRGIX

IRGIX Risk / Return Rank: 9
IRGIX Sharpe Ratio Rank: 9
IRGIX Sortino Ratio Rank: 8
IRGIX Omega Ratio Rank: 9
IRGIX Calmar Ratio Rank: 9
IRGIX Martin Ratio Rank: 11

IFTIX

IFTIX Risk / Return Rank: 33
IFTIX Sharpe Ratio Rank: 31
IFTIX Sortino Ratio Rank: 30
IFTIX Omega Ratio Rank: 31
IFTIX Calmar Ratio Rank: 37
IFTIX Martin Ratio Rank: 35

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.

IRGIX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY CBRE Global Real Estate Portfolio (IRGIX) 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.

	IRGIX	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	0.71	1.60	-0.89
Sortino ratio: Return per unit of downside risk	1.03	2.27	-1.24
Omega ratio: Gain probability vs. loss probability	1.14	1.29	-0.16
Calmar ratio: Return relative to maximum drawdown	0.92	2.30	-1.38
Martin ratio: Return relative to average drawdown	3.29	7.71	-4.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IRGIX vs. IFTIX - Sharpe Ratio Comparison

The current IRGIX Sharpe Ratio is 0.71, which is lower than the IFTIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of IRGIX and IFTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IRGIX	IFTIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	1.60	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.82	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.59	-0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.31	-0.10

Drawdowns

IRGIX vs. IFTIX - Drawdown Comparison

The maximum IRGIX drawdown since its inception was -68.77%, which is greater than IFTIX's maximum drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IRGIX and IFTIX.

Drawdown Indicators

	IRGIX	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-68.77%	-57.91%	-10.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	-8.44%	-1.51%
Max Drawdown (3Y) Largest decline over 3 years	-18.56%	-10.20%	-8.36%
Max Drawdown (5Y) Largest decline over 5 years	-33.32%	-25.56%	-7.76%
Max Drawdown (10Y) Largest decline over 10 years	-42.76%	-37.08%	-5.68%
Current Drawdown Current decline from peak	-3.92%	-2.94%	-0.98%
Average Drawdown Average peak-to-trough decline	-14.16%	-11.55%	-2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	2.40%	+0.29%

Volatility

IRGIX vs. IFTIX - Volatility Comparison

VY CBRE Global Real Estate Portfolio (IRGIX) has a higher volatility of 6.06% compared to Voya International High Dividend Low Volatility Portfolio (IFTIX) at 3.77%. This indicates that IRGIX's price experiences larger fluctuations and is considered to be riskier than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IRGIX	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	3.77%	+2.29%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	9.37%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	12.93%	12.22%	+0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.00%	13.48%	+3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	14.92%	+3.00%

IRGIX vs. IFTIX - Expense Ratio Comparison

IRGIX has a 0.87% expense ratio, which is higher than IFTIX's 0.72% expense ratio.

Dividends

IRGIX vs. IFTIX - Dividend Comparison

IRGIX's dividend yield for the trailing twelve months is around 7.13%, less than IFTIX's 43.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	43.33%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
IRGIX VY CBRE Global Real Estate Portfolio	7.13%	3.00%	3.20%	2.90%	10.28%	2.59%	15.46%	2.73%	6.15%	3.71%	1.41%	3.38%

Frequently Asked Questions

Can I hold both IRGIX and IFTIX in my portfolio?

IRGIX and IFTIX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IRGIX or IFTIX?

IRGIX has higher volatility (6.06%) compared to IFTIX (3.77%). In terms of maximum drawdown, IRGIX dropped -68.77% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

IFTIX currently has the higher Sharpe Ratio (1.60 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.