ISFIX vs. IFTIX
Compare and contrast key facts about VY Columbia Contrarian Core Portfolio (ISFIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX).
ISFIX is managed by Voya. It was launched on Dec 10, 2001. IFTIX is managed by Voya. It was launched on Jan 2, 2006.
Performance
ISFIX vs. IFTIX - Performance Comparison
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ISFIX vs. IFTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISFIX VY Columbia Contrarian Core Portfolio | -8.41% | 17.39% | 23.33% | 31.94% | -18.25% | 24.31% | 21.81% | 91.56% | -8.72% | 21.97% |
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, ISFIX achieves a -8.41% return, which is significantly lower than IFTIX's 1.94% return. Over the past 10 years, ISFIX has outperformed IFTIX with an annualized return of 17.37%, while IFTIX has yielded a comparatively lower 8.53% annualized return.
ISFIX
- 1D
- -0.23%
- 1M
- -7.36%
- YTD
- -8.41%
- 6M
- -6.03%
- 1Y
- 12.85%
- 3Y*
- 17.17%
- 5Y*
- 10.68%
- 10Y*
- 17.37%
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%
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ISFIX vs. IFTIX - Expense Ratio Comparison
ISFIX has a 0.73% expense ratio, which is higher than IFTIX's 0.72% expense ratio.
Return for Risk
ISFIX vs. IFTIX — Risk / Return Rank
ISFIX
IFTIX
ISFIX vs. IFTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Columbia Contrarian Core Portfolio (ISFIX) 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.
| ISFIX | IFTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.66 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.05 | 2.21 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 2.85 | -2.75 |
Martin ratioReturn relative to average drawdown | 0.35 | 11.81 | -11.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISFIX | IFTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.66 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.84 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.58 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.30 | +0.18 |
Correlation
The correlation between ISFIX and IFTIX is 0.77, 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
ISFIX vs. IFTIX - Dividend Comparison
ISFIX's dividend yield for the trailing twelve months is around 8.74%, less than IFTIX's 45.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISFIX VY Columbia Contrarian Core Portfolio | 8.74% | 8.00% | 2.11% | 43.85% | 20.76% | 11.30% | 2.65% | 77.40% | 13.78% | 6.74% | 13.24% | 13.56% |
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
ISFIX vs. IFTIX - Drawdown Comparison
The maximum ISFIX drawdown since its inception was -57.61%, roughly equal to the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for ISFIX and IFTIX.
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Drawdown Indicators
| ISFIX | IFTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.61% | -57.91% | +0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -9.20% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.00% | -25.56% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -32.51% | -37.08% | +4.57% |
Current DrawdownCurrent decline from peak | -10.06% | -7.39% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -11.63% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 2.46% | +3.08% |
Volatility
ISFIX vs. IFTIX - Volatility Comparison
The current volatility for VY Columbia Contrarian Core Portfolio (ISFIX) is 4.27%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 5.42%. This indicates that ISFIX 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
| ISFIX | IFTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 5.42% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 8.57% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 14.83% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 13.38% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 14.93% | +7.99% |