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IRGIX vs. IFTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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IRGIX vs. IFTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRGIX
VY CBRE Global Real Estate Portfolio
-0.37%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
1.94%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, IRGIX achieves a -0.37% return, which is significantly lower than IFTIX's 1.94% return. Over the past 10 years, IRGIX has underperformed IFTIX with an annualized return of 3.55%, while IFTIX has yielded a comparatively higher 8.53% annualized return.


IRGIX

1D
0.20%
1M
-9.77%
YTD
-0.37%
6M
-1.41%
1Y
5.75%
3Y*
5.53%
5Y*
2.62%
10Y*
3.55%

IFTIX

1D
0.72%
1M
-7.39%
YTD
1.94%
6M
6.87%
1Y
23.18%
3Y*
18.09%
5Y*
10.85%
10Y*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IRGIX vs. IFTIX - Expense Ratio Comparison

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


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: 1414
Overall Rank
IRGIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IRGIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
IRGIX Omega Ratio Rank: 1616
Omega Ratio Rank
IRGIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
IRGIX Martin Ratio Rank: 1212
Martin Ratio Rank

IFTIX
IFTIX Risk / Return Rank: 8888
Overall Rank
IFTIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IFTIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
IFTIX Omega Ratio Rank: 8383
Omega Ratio Rank
IFTIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
IFTIX Martin Ratio Rank: 9393
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.

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.


IRGIXIFTIXDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.66

-1.22

Sortino ratio

Return per unit of downside risk

0.75

2.21

-1.46

Omega ratio

Gain probability vs. loss probability

1.10

1.34

-0.24

Calmar ratio

Return relative to maximum drawdown

0.26

2.85

-2.59

Martin ratio

Return relative to average drawdown

1.05

11.81

-10.77

IRGIX vs. IFTIX - Sharpe Ratio Comparison

The current IRGIX Sharpe Ratio is 0.44, which is lower than the IFTIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IRGIX 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


IRGIXIFTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.66

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.84

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.58

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.30

-0.10

Correlation

The correlation between IRGIX and IFTIX is 0.71, 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

IRGIX vs. IFTIX - Dividend Comparison

IRGIX's dividend yield for the trailing twelve months is around 7.60%, less than IFTIX's 45.41% yield.


TTM20252024202320222021202020192018201720162015
IRGIX
VY CBRE Global Real Estate Portfolio
7.60%3.00%3.20%2.90%10.28%2.59%15.46%2.73%6.15%3.71%1.41%3.38%
IFTIX
Voya International High Dividend Low Volatility Portfolio
45.41%5.45%4.88%4.42%4.87%2.41%17.71%10.80%2.45%1.89%3.45%4.29%

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.


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Drawdown Indicators


IRGIXIFTIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.77%

-57.91%

-10.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-9.20%

-1.56%

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

-9.77%

-7.39%

-2.38%

Average Drawdown

Average peak-to-trough decline

-14.26%

-11.63%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.46%

+0.78%

Volatility

IRGIX vs. IFTIX - Volatility Comparison

The current volatility for VY CBRE Global Real Estate Portfolio (IRGIX) is 4.13%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 5.42%. This indicates that IRGIX 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


IRGIXIFTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

5.42%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

8.57%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

14.83%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

13.38%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

14.93%

+2.89%