ISGJX vs. BRUFX

Last updated Jul 11, 2026

ISGJX (Voya Solution Balanced Portfolio) and BRUFX (Bruce Fund) are both Diversified Portfolio funds. Over the past 10 years, ISGJX returned 8.45%/yr vs 7.50%/yr for BRUFX. A 0.68 correlation means they provide meaningful diversification when combined. ISGJX charges 0.34%/yr vs 0.68%/yr for BRUFX.

Performance

ISGJX vs. BRUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution Balanced Portfolio (ISGJX) and Bruce Fund (BRUFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISGJX achieves a 7.48% return, which is significantly lower than BRUFX's 15.04% return. Over the past 10 years, ISGJX has outperformed BRUFX with an annualized return of 8.45%, while BRUFX has yielded a comparatively lower 7.50% annualized return.

ISGJX

• 1D: 0.53%
• 1M: 0.98%
• 6M: 6.37%
• YTD: 7.48%
• 1Y: 14.69%
• 3Y*: 13.51%
• 5Y*: 6.34%
• 10Y*: 8.45%

BRUFX

• 1D: 0.12%
• 1M: 3.18%
• 6M: 12.05%
• YTD: 15.04%
• 1Y: 26.15%
• 3Y*: 12.59%
• 5Y*: 5.79%
• 10Y*: 7.50%

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

ISGJX vs. BRUFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISGJX Voya Solution Balanced Portfolio	7.48%	13.10%	12.66%	16.20%	-17.72%	14.15%	13.33%	19.70%	-6.37%	14.89%
BRUFX Bruce Fund	15.04%	14.89%	4.45%	-0.74%	-8.80%	17.35%	12.06%	22.42%	-3.99%	12.48%

Correlation

The correlation between ISGJX and BRUFX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.66
Correlation (All Time) Calculated using the full available price history since Jul 3, 2007	0.68

Over the past year, the correlation between ISGJX and BRUFX has dropped to 0.42 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

ISGJX vs. BRUFX — Risk / Return Rank

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

ISGJX

ISGJX Risk / Return Rank: 70
ISGJX Sharpe Ratio Rank: 67
ISGJX Sortino Ratio Rank: 71
ISGJX Omega Ratio Rank: 66
ISGJX Calmar Ratio Rank: 63
ISGJX Martin Ratio Rank: 81

BRUFX

BRUFX Risk / Return Rank: 88
BRUFX Sharpe Ratio Rank: 90
BRUFX Sortino Ratio Rank: 87
BRUFX Omega Ratio Rank: 83
BRUFX Calmar Ratio Rank: 88
BRUFX Martin Ratio Rank: 93

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.

ISGJX vs. BRUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution Balanced Portfolio (ISGJX) and Bruce Fund (BRUFX). 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.

	ISGJX	BRUFX	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.45	-0.64
Sortino ratio: Return per unit of downside risk	2.68	3.49	-0.82
Omega ratio: Gain probability vs. loss probability	1.34	1.43	-0.09
Calmar ratio: Return relative to maximum drawdown	2.43	3.44	-1.01
Martin ratio: Return relative to average drawdown	11.50	15.21	-3.70

ISGJX vs. BRUFX - Sharpe Ratio Comparison

The current ISGJX Sharpe Ratio is 1.81, which is comparable to the BRUFX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ISGJX and BRUFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ISGJX vs. BRUFX - Drawdown Comparison

The maximum ISGJX drawdown since its inception was -47.16%, which is greater than BRUFX's maximum drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for ISGJX and BRUFX.

Drawdown Indicators

	ISGJX	BRUFX	Difference
Max Drawdown Largest peak-to-trough decline	-47.16%	-44.50%	-2.66%
Max Drawdown (1Y) Largest decline over 1 year	-6.49%	-7.67%	+1.18%
Max Drawdown (3Y) Largest decline over 3 years	-11.31%	-9.66%	-1.65%
Max Drawdown (5Y) Largest decline over 5 years	-22.62%	-17.91%	-4.71%
Max Drawdown (10Y) Largest decline over 10 years	-27.39%	-25.44%	-1.95%
Current Drawdown Current decline from peak	-0.35%	-1.10%	+0.75%
Average Drawdown Average peak-to-trough decline	-6.42%	-9.05%	+2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	1.73%	-0.41%

Volatility

ISGJX vs. BRUFX - Volatility Comparison

The current volatility for Voya Solution Balanced Portfolio (ISGJX) is 3.04%, while Bruce Fund (BRUFX) has a volatility of 3.21%. This indicates that ISGJX experiences smaller price fluctuations and is considered to be less risky than BRUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISGJX	BRUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	3.21%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	7.07%	8.43%	-1.36%
Volatility (1Y) Calculated over the trailing 1-year period	8.72%	10.79%	-2.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.17%	10.57%	+0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.67%	11.64%	+0.03%

ISGJX vs. BRUFX - Expense Ratio Comparison

ISGJX has a 0.34% expense ratio, which is lower than BRUFX's 0.68% expense ratio.

Dividends

ISGJX vs. BRUFX - Dividend Comparison

ISGJX's dividend yield for the trailing twelve months is around 4.71%, less than BRUFX's 5.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRUFX Bruce Fund	5.52%	6.35%	5.01%	6.46%	13.31%	9.25%	5.83%	2.03%	2.49%	4.11%	6.26%	4.63%
ISGJX Voya Solution Balanced Portfolio	4.71%	5.06%	0.50%	10.51%	18.50%	1.89%	6.59%	8.54%	6.38%	3.18%	10.12%	12.30%

Frequently Asked Questions

Can I hold both ISGJX and BRUFX in my portfolio?

ISGJX and BRUFX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISGJX or BRUFX?

BRUFX has higher volatility (3.21%) compared to ISGJX (3.04%). In terms of maximum drawdown, ISGJX dropped -47.16% vs BRUFX's -44.50%.

Which has better risk-adjusted returns?

BRUFX currently has the higher Sharpe Ratio (2.45 vs 1.81), 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.