ISEIX vs. LTSTX

Last updated Jun 4, 2026

ISEIX (Voya Index Solution 2035 Portfolio) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, ISEIX returned 9.93%/yr vs 8.05%/yr for LTSTX. With a 0.96 correlation, they move nearly in lockstep. ISEIX charges 0.20%/yr vs 0.01%/yr for LTSTX.

Performance

ISEIX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Solution 2035 Portfolio (ISEIX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISEIX achieves a 9.10% return, which is significantly higher than LTSTX's 5.20% return. Over the past 10 years, ISEIX has outperformed LTSTX with an annualized return of 9.93%, while LTSTX has yielded a comparatively lower 8.05% annualized return.

ISEIX

• 1D: 0.20%
• 1M: 4.10%
• YTD: 9.10%
• 6M: 9.65%
• 1Y: 22.00%
• 3Y*: 15.98%
• 5Y*: 7.82%
• 10Y*: 9.93%

LTSTX

• 1D: 0.17%
• 1M: 2.49%
• YTD: 5.20%
• 6M: 5.33%
• 1Y: 13.74%
• 3Y*: 12.33%
• 5Y*: 5.67%
• 10Y*: 8.05%

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

ISEIX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISEIX Voya Index Solution 2035 Portfolio	9.10%	17.22%	12.10%	17.23%	-17.65%	14.21%	14.44%	22.54%	-6.85%	18.66%
LTSTX Principal LifeTime 2025 Fund	5.20%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%	20.50%	-6.41%	16.75%

Correlation

The correlation between ISEIX and LTSTX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 12, 2008	0.96

The correlation between ISEIX and LTSTX shifts across timeframes, from 0.86 (1 year) to 0.96 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ISEIX vs. LTSTX — Risk / Return Rank

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

ISEIX

ISEIX Risk / Return Rank: 77
ISEIX Sharpe Ratio Rank: 78
ISEIX Sortino Ratio Rank: 79
ISEIX Omega Ratio Rank: 72
ISEIX Calmar Ratio Rank: 72
ISEIX Martin Ratio Rank: 83

LTSTX

LTSTX Risk / Return Rank: 53
LTSTX Sharpe Ratio Rank: 50
LTSTX Sortino Ratio Rank: 52
LTSTX Omega Ratio Rank: 54
LTSTX Calmar Ratio Rank: 49
LTSTX Martin Ratio Rank: 60

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.

ISEIX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2035 Portfolio (ISEIX) and Principal LifeTime 2025 Fund (LTSTX). 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.

	ISEIX	LTSTX	Difference
Sharpe ratio: Return per unit of total volatility	2.58	2.11	+0.46
Sortino ratio: Return per unit of downside risk	3.79	3.05	+0.74
Omega ratio: Gain probability vs. loss probability	1.48	1.41	+0.07
Calmar ratio: Return relative to maximum drawdown	3.30	2.67	+0.63
Martin ratio: Return relative to average drawdown	15.57	12.06	+3.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISEIX vs. LTSTX - Sharpe Ratio Comparison

The current ISEIX Sharpe Ratio is 2.58, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of ISEIX and LTSTX, 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

	ISEIX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	2.11	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.62	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.82	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.48	-0.01

Drawdowns

ISEIX vs. LTSTX - Drawdown Comparison

The maximum ISEIX drawdown since its inception was -47.61%, roughly equal to the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for ISEIX and LTSTX.

Drawdown Indicators

	ISEIX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-47.61%	-48.17%	+0.56%
Max Drawdown (1Y) Largest decline over 1 year	-7.36%	-5.24%	-2.12%
Max Drawdown (3Y) Largest decline over 3 years	-11.93%	-8.12%	-3.81%
Max Drawdown (5Y) Largest decline over 5 years	-24.41%	-21.01%	-3.40%
Max Drawdown (10Y) Largest decline over 10 years	-28.23%	-23.33%	-4.90%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.56%	-6.16%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	1.16%	+0.35%

Volatility

ISEIX vs. LTSTX - Volatility Comparison

Voya Index Solution 2035 Portfolio (ISEIX) has a higher volatility of 2.89% compared to Principal LifeTime 2025 Fund (LTSTX) at 2.02%. This indicates that ISEIX's price experiences larger fluctuations and is considered to be riskier than LTSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISEIX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	2.02%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	7.67%	5.39%	+2.28%
Volatility (1Y) Calculated over the trailing 1-year period	9.45%	6.64%	+2.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.31%	9.18%	+3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.44%	9.83%	+3.61%

ISEIX vs. LTSTX - Expense Ratio Comparison

ISEIX has a 0.20% expense ratio, which is higher than LTSTX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISEIX vs. LTSTX - Dividend Comparison

ISEIX's dividend yield for the trailing twelve months is around 2.20%, less than LTSTX's 11.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISEIX Voya Index Solution 2035 Portfolio	2.20%	2.40%	1.05%	8.17%	13.88%	6.18%	4.93%	5.45%	4.55%	3.93%	11.53%	13.34%
LTSTX Principal LifeTime 2025 Fund	11.59%	12.19%	9.74%	4.26%	8.00%	7.66%	5.25%	6.91%	6.39%	4.75%	3.65%	8.91%

Frequently Asked Questions

Can I hold both ISEIX and LTSTX in my portfolio?

ISEIX and LTSTX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISEIX or LTSTX?

ISEIX has higher volatility (2.89%) compared to LTSTX (2.02%). In terms of maximum drawdown, ISEIX dropped -47.61% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

ISEIX currently has the higher Sharpe Ratio (2.58 vs 2.11), 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.