IRVIX vs. ISNQX
IRVIX (Voya Russell Large Cap Value Index Portfolio) and ISNQX (Voya Solution 2050 Portfolio) are both mutual funds - IRVIX is a Large Cap Value Equities fund managed by Voya, while ISNQX is a Target Retirement Date fund managed by Voya. Over the past 10 years, IRVIX returned 11.74%/yr vs 11.51%/yr for ISNQX. Their correlation of 0.86 suggests significant overlap in exposure. IRVIX charges 0.35%/yr vs 0.18%/yr for ISNQX.
Performance
IRVIX vs. ISNQX - Performance Comparison
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Returns By Period
In the year-to-date period, IRVIX achieves a 15.79% return, which is significantly higher than ISNQX's 11.63% return. Both investments have delivered pretty close results over the past 10 years, with IRVIX having a 11.74% annualized return and ISNQX not far behind at 11.51%.
IRVIX
- 1D
- 0.66%
- 1M
- 2.71%
- YTD
- 15.79%
- 6M
- 15.54%
- 1Y
- 30.64%
- 3Y*
- 18.44%
- 5Y*
- 12.36%
- 10Y*
- 11.74%
ISNQX
- 1D
- 1.15%
- 1M
- 1.59%
- YTD
- 11.63%
- 6M
- 11.51%
- 1Y
- 27.01%
- 3Y*
- 18.18%
- 5Y*
- 10.03%
- 10Y*
- 11.51%
IRVIX vs. ISNQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRVIX Voya Russell Large Cap Value Index Portfolio | 15.79% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
ISNQX Voya Solution 2050 Portfolio | 11.63% | 20.04% | 15.16% | 20.86% | -19.16% | 17.44% | 16.39% | 24.65% | -10.36% | 22.00% |
Correlation
The correlation between IRVIX and ISNQX is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2011 | 0.86 |
Over the past year, the correlation between IRVIX and ISNQX has dropped to 0.64 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
IRVIX vs. ISNQX — Risk / Return Rank
IRVIX
ISNQX
IRVIX vs. ISNQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Russell Large Cap Value Index Portfolio (IRVIX) and Voya Solution 2050 Portfolio (ISNQX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IRVIX | ISNQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.42 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 5.18 | 3.10 | +2.07 |
| Martin ratioReturn relative to average drawdown | 21.42 | 14.50 | +6.92 |
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Drawdowns
IRVIX vs. ISNQX - Drawdown Comparison
The maximum IRVIX drawdown since its inception was -35.67%, which is greater than ISNQX's maximum drawdown of -33.88%. Use the drawdown chart below to compare losses from any high point for IRVIX and ISNQX.
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Drawdown Indicators
| IRVIX | ISNQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.67% | -33.88% | -1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -9.38% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.38% | -15.79% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -18.37% | -26.90% | +8.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.67% | -33.88% | -1.79% |
Current DrawdownCurrent decline from peak | -0.55% | -0.76% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -4.58% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.94% | -0.39% |
Volatility
IRVIX vs. ISNQX - Volatility Comparison
The current volatility for Voya Russell Large Cap Value Index Portfolio (IRVIX) is 3.95%, while Voya Solution 2050 Portfolio (ISNQX) has a volatility of 4.85%. This indicates that IRVIX experiences smaller price fluctuations and is considered to be less risky than ISNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRVIX | ISNQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.85% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 10.32% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 12.66% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.34% | 15.41% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 16.35% | +0.54% |
IRVIX vs. ISNQX - Expense Ratio Comparison
IRVIX has a 0.35% expense ratio, which is higher than ISNQX's 0.18% expense ratio.
Dividends
IRVIX vs. ISNQX - Dividend Comparison
IRVIX's dividend yield for the trailing twelve months is around 3.80%, less than ISNQX's 7.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRVIX Voya Russell Large Cap Value Index Portfolio | 3.80% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
ISNQX Voya Solution 2050 Portfolio | 7.18% | 8.01% | 1.33% | 6.04% | 31.37% | 2.78% | 6.32% | 8.18% | 6.96% | 1.98% | 1.14% | 7.90% |
Frequently Asked Questions
IRVIX and ISNQX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISNQX has higher volatility (4.85%) compared to IRVIX (3.95%). In terms of maximum drawdown, IRVIX dropped -35.67% vs ISNQX's -33.88%.
IRVIX currently has the higher Sharpe Ratio (3.00 vs 2.30), 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.
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