ISFIX vs. IPHYX
ISFIX (VY Columbia Contrarian Core Portfolio) and IPHYX (Voya High Yield Portfolio) are both mutual funds - ISFIX is a Large Cap Blend Equities fund managed by Voya, while IPHYX is a High Yield Bonds fund managed by Voya. Over the past 10 years, ISFIX returned 18.99%/yr vs 4.16%/yr for IPHYX. Their 0.36 correlation means their historical movements had little consistent relationship. Both charge a 0.73% expense ratio.
Performance
ISFIX vs. IPHYX - Performance Comparison
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Returns By Period
In the year-to-date period, ISFIX achieves a 9.81% return, which is significantly higher than IPHYX's 0.59% return. Over the past 10 years, ISFIX has outperformed IPHYX with an annualized return of 18.99%, while IPHYX has yielded a comparatively lower 4.16% annualized return.
ISFIX
- 1D
- 0.94%
- 1M
- 0.54%
- 6M
- 8.87%
- YTD
- 9.81%
- 1Y
- 17.03%
- 3Y*
- 19.09%
- 5Y*
- 12.53%
- 10Y*
- 18.99%
- ALL TIME*
- 10.99%
IPHYX
- 1D
- 0.00%
- 1M
- -0.91%
- 6M
- 0.23%
- YTD
- 0.59%
- 1Y
- 3.15%
- 3Y*
- 6.38%
- 5Y*
- 2.25%
- 10Y*
- 4.16%
- ALL TIME*
- 5.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ISFIX vs. IPHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISFIX VY Columbia Contrarian Core Portfolio | 9.81% | 17.39% | 23.33% | 31.94% | -18.25% | 24.31% | 21.81% | 91.56% | -8.72% | 21.97% |
IPHYX Voya High Yield Portfolio | 0.59% | 6.80% | 6.74% | 11.47% | -13.75% | 4.15% | 5.66% | 15.24% | -3.18% | 6.24% |
Correlation
The correlation between ISFIX and IPHYX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 4, 2004 | 0.36 |
Over the past year, ISFIX and IPHYX have become more correlated (0.59) than their long-term average of 0.36, meaning their price movements have been converging.
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Return for Risk
ISFIX vs. IPHYX — Risk / Return Rank
ISFIX
IPHYX
ISFIX vs. IPHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Columbia Contrarian Core Portfolio (ISFIX) and Voya High Yield Portfolio (IPHYX). 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.
| ISFIX | IPHYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.30 | +0.55 |
| Martin ratioReturn relative to average drawdown | 6.98 | 5.81 | +1.18 |
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Drawdowns
ISFIX vs. IPHYX - Drawdown Comparison
The maximum ISFIX drawdown since its inception was -57.61%, which is greater than IPHYX's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for ISFIX and IPHYX.
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Drawdown Indicators
| ISFIX | IPHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.61% | -32.43% | -25.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -2.62% | -7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -3.58% | -16.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.00% | -17.18% | -6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -32.51% | -20.45% | -12.06% |
Current DrawdownCurrent decline from peak | -1.02% | -1.03% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -2.77% | -5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 0.57% | +1.99% |
Volatility
ISFIX vs. IPHYX - Volatility Comparison
VY Columbia Contrarian Core Portfolio (ISFIX) has a higher volatility of 3.85% compared to Voya High Yield Portfolio (IPHYX) at 0.65%. This indicates that ISFIX's price experiences larger fluctuations and is considered to be riskier than IPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISFIX | IPHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 0.65% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 2.84% | +7.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 3.50% | +10.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 5.21% | +12.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.95% | 5.48% | +17.47% |
ISFIX vs. IPHYX - Expense Ratio Comparison
Both ISFIX and IPHYX have an expense ratio of 0.73%.
Dividends
ISFIX vs. IPHYX - Dividend Comparison
ISFIX's dividend yield for the trailing twelve months is around 7.29%, more than IPHYX's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPHYX Voya High Yield Portfolio | 4.17% | 4.47% | 5.90% | 5.68% | 4.36% | 4.26% | 5.03% | 5.14% | 6.03% | 6.82% | 6.44% | 6.32% |
ISFIX VY Columbia Contrarian Core Portfolio | 7.29% | 8.00% | 2.11% | 43.85% | 20.76% | 11.30% | 2.65% | 77.40% | 13.78% | 6.74% | 13.24% | 13.56% |
Frequently Asked Questions
ISFIX and IPHYX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISFIX has higher volatility (3.85%) compared to IPHYX (0.65%). In terms of maximum drawdown, ISFIX dropped -57.61% vs IPHYX's -32.43%.
ISFIX currently has the higher Sharpe Ratio (1.37 vs 0.99), 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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