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IRSQX vs. IFTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRSQX vs. IFTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Target Retirement 2050 Fund (IRSQX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

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IRSQX vs. IFTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRSQX
Voya Target Retirement 2050 Fund
-4.43%20.71%15.32%20.47%-18.75%18.82%17.28%25.25%-9.37%20.99%
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, IRSQX achieves a -4.43% return, which is significantly lower than IFTIX's 1.94% return. Over the past 10 years, IRSQX has outperformed IFTIX with an annualized return of 10.33%, while IFTIX has yielded a comparatively lower 8.53% annualized return.


IRSQX

1D
-1.59%
1M
-9.15%
YTD
-4.43%
6M
-1.27%
1Y
16.77%
3Y*
14.52%
5Y*
8.07%
10Y*
10.33%

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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IRSQX vs. IFTIX - Expense Ratio Comparison

IRSQX has a 0.22% expense ratio, which is lower than IFTIX's 0.72% expense ratio.


Return for Risk

IRSQX vs. IFTIX — Risk / Return Rank

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

IRSQX
IRSQX Risk / Return Rank: 5656
Overall Rank
IRSQX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IRSQX Sortino Ratio Rank: 6565
Sortino Ratio Rank
IRSQX Omega Ratio Rank: 6666
Omega Ratio Rank
IRSQX Calmar Ratio Rank: 3939
Calmar Ratio Rank
IRSQX Martin Ratio Rank: 5151
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.

IRSQX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Target Retirement 2050 Fund (IRSQX) 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.


IRSQXIFTIXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.66

-0.56

Sortino ratio

Return per unit of downside risk

1.66

2.21

-0.55

Omega ratio

Gain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratio

Return relative to maximum drawdown

1.02

2.85

-1.83

Martin ratio

Return relative to average drawdown

5.02

11.81

-6.80

IRSQX vs. IFTIX - Sharpe Ratio Comparison

The current IRSQX Sharpe Ratio is 1.11, which is lower than the IFTIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IRSQX 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


IRSQXIFTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.66

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.84

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.58

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.30

+0.36

Correlation

The correlation between IRSQX and IFTIX is 0.80, 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

IRSQX vs. IFTIX - Dividend Comparison

IRSQX's dividend yield for the trailing twelve months is around 16.68%, less than IFTIX's 45.41% yield.


TTM20252024202320222021202020192018201720162015
IRSQX
Voya Target Retirement 2050 Fund
16.68%15.94%1.93%1.89%6.50%20.41%2.18%4.80%7.33%6.29%1.94%0.44%
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

IRSQX vs. IFTIX - Drawdown Comparison

The maximum IRSQX drawdown since its inception was -33.06%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IRSQX and IFTIX.


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Drawdown Indicators


IRSQXIFTIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-57.91%

+24.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-9.20%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-25.56%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.06%

-37.08%

+4.02%

Current Drawdown

Current decline from peak

-9.42%

-7.39%

-2.03%

Average Drawdown

Average peak-to-trough decline

-4.54%

-11.63%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.46%

+0.28%

Volatility

IRSQX vs. IFTIX - Volatility Comparison

The current volatility for Voya Target Retirement 2050 Fund (IRSQX) is 4.06%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 5.42%. This indicates that IRSQX 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


IRSQXIFTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

5.42%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

8.57%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

14.83%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

13.38%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

14.93%

+1.14%