ISFIX vs. TANDX
ISFIX (VY Columbia Contrarian Core Portfolio) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 5 years, ISFIX returned 12.53%/yr vs 2.24%/yr for TANDX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. ISFIX charges 0.73%/yr vs 1.59%/yr for TANDX.
Performance
ISFIX vs. TANDX - 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 TANDX's -7.03% 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%
TANDX
- 1D
- -0.31%
- 1M
- 2.80%
- 6M
- -6.04%
- YTD
- -7.03%
- 1Y
- -7.70%
- 3Y*
- 1.85%
- 5Y*
- 2.24%
- 10Y*
- —
- ALL TIME*
- 6.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
ISFIX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ISFIX VY Columbia Contrarian Core Portfolio | 9.81% | 17.39% | 23.33% | 31.94% | -18.25% | 24.31% | 21.81% | 66.44% |
TANDX Castle Tandem Fund | -7.03% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
Correlation
The correlation between ISFIX and TANDX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.70 |
Over the past year, the correlation between ISFIX and TANDX has dropped to 0.30 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
ISFIX vs. TANDX — Risk / Return Rank
ISFIX
TANDX
ISFIX vs. TANDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Columbia Contrarian Core Portfolio (ISFIX) and Castle Tandem Fund (TANDX). 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 | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.88 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | -0.50 | +2.34 |
| Martin ratioReturn relative to average drawdown | 6.98 | -0.95 | +7.93 |
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Drawdowns
ISFIX vs. TANDX - Drawdown Comparison
The maximum ISFIX drawdown since its inception was -57.61%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for ISFIX and TANDX.
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Drawdown Indicators
| ISFIX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.61% | -93.98% | +36.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -16.88% | +6.82% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -93.98% | +73.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.00% | -93.98% | +69.98% |
Max Drawdown (10Y)Largest decline over 10 years | -32.51% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -93.50% | +92.48% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -21.88% | +13.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 8.82% | -6.26% |
Volatility
ISFIX vs. TANDX - Volatility Comparison
The current volatility for VY Columbia Contrarian Core Portfolio (ISFIX) is 3.85%, while Castle Tandem Fund (TANDX) has a volatility of 4.65%. This indicates that ISFIX experiences smaller price fluctuations and is considered to be less risky than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISFIX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 4.65% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 8.74% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 10.67% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 595.81% | -578.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.95% | 491.02% | -468.07% |
ISFIX vs. TANDX - Expense Ratio Comparison
ISFIX has a 0.73% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
ISFIX vs. TANDX - Dividend Comparison
ISFIX's dividend yield for the trailing twelve months is around 7.29%, more than TANDX's 6.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TANDX Castle Tandem Fund | 6.64% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISFIX and TANDX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.65%) compared to ISFIX (3.85%). In terms of maximum drawdown, ISFIX dropped -57.61% vs TANDX's -93.98%.
ISFIX currently has the higher Sharpe Ratio (1.37 vs -0.78), 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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