ISGJX vs. IEDAX

Last updated Jun 5, 2026

ISGJX (Voya Solution Balanced Portfolio) and IEDAX (Voya Large Cap Value Fund) are both mutual funds - ISGJX is a Diversified Portfolio fund managed by Voya, while IEDAX is a Large Cap Value Equities fund managed by Voya. Over the past 10 years, ISGJX returned 8.52%/yr vs 12.39%/yr for IEDAX. Their correlation of 0.89 suggests significant overlap in exposure. ISGJX charges 0.34%/yr vs 1.10%/yr for IEDAX.

Performance

ISGJX vs. IEDAX - Performance Comparison

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

Returns By Period

In the year-to-date period, ISGJX achieves a 7.29% return, which is significantly lower than IEDAX's 8.59% return. Over the past 10 years, ISGJX has underperformed IEDAX with an annualized return of 8.52%, while IEDAX has yielded a comparatively higher 12.39% annualized return.

ISGJX

• 1D: -0.53%
• 1M: 2.81%
• YTD: 7.29%
• 6M: 7.39%
• 1Y: 17.88%
• 3Y*: 13.94%
• 5Y*: 6.65%
• 10Y*: 8.52%

IEDAX

• 1D: -0.32%
• 1M: 4.00%
• YTD: 8.59%
• 6M: 8.84%
• 1Y: 18.40%
• 3Y*: 16.81%
• 5Y*: 10.25%
• 10Y*: 12.39%

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

ISGJX vs. IEDAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISGJX Voya Solution Balanced Portfolio	7.29%	13.10%	12.66%	16.20%	-17.72%	14.15%	13.33%	19.70%	-6.37%	14.89%
IEDAX Voya Large Cap Value Fund	8.59%	12.42%	16.47%	13.26%	-3.86%	26.38%	5.53%	35.63%	-8.29%	13.36%

Correlation

The correlation between ISGJX and IEDAX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 21, 2007	0.89

Over the past year, the correlation between ISGJX and IEDAX has dropped to 0.62 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

Return for Risk

ISGJX vs. IEDAX — Risk / Return Rank

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

ISGJX

ISGJX Risk / Return Rank: 74
ISGJX Sharpe Ratio Rank: 73
ISGJX Sortino Ratio Rank: 77
ISGJX Omega Ratio Rank: 70
ISGJX Calmar Ratio Rank: 68
ISGJX Martin Ratio Rank: 84

IEDAX

IEDAX Risk / Return Rank: 34
IEDAX Sharpe Ratio Rank: 35
IEDAX Sortino Ratio Rank: 38
IEDAX Omega Ratio Rank: 36
IEDAX Calmar Ratio Rank: 28
IEDAX Martin Ratio Rank: 34

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. IEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution Balanced Portfolio (ISGJX) and Voya Large Cap Value Fund (IEDAX). 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.

	ISGJX	IEDAX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	1.71	+0.72
Sortino ratio: Return per unit of downside risk	3.62	2.56	+1.06
Omega ratio: Gain probability vs. loss probability	1.46	1.31	+0.15
Calmar ratio: Return relative to maximum drawdown	3.09	1.96	+1.13
Martin ratio: Return relative to average drawdown	15.30	7.63	+7.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISGJX vs. IEDAX - Sharpe Ratio Comparison

The current ISGJX Sharpe Ratio is 2.44, which is higher than the IEDAX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of ISGJX and IEDAX, 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

	ISGJX	IEDAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	1.71	+0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.61	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.67	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.49	-0.05

Drawdowns

ISGJX vs. IEDAX - Drawdown Comparison

The maximum ISGJX drawdown since its inception was -47.16%, roughly equal to the maximum IEDAX drawdown of -47.31%. Use the drawdown chart below to compare losses from any high point for ISGJX and IEDAX.

Drawdown Indicators

	ISGJX	IEDAX	Difference
Max Drawdown Largest peak-to-trough decline	-47.16%	-47.31%	+0.15%
Max Drawdown (1Y) Largest decline over 1 year	-6.49%	-10.04%	+3.55%
Max Drawdown (3Y) Largest decline over 3 years	-11.31%	-22.40%	+11.09%
Max Drawdown (5Y) Largest decline over 5 years	-22.62%	-22.40%	-0.22%
Max Drawdown (10Y) Largest decline over 10 years	-27.39%	-39.36%	+11.97%
Current Drawdown Current decline from peak	-0.53%	-0.32%	-0.21%
Average Drawdown Average peak-to-trough decline	-6.45%	-6.49%	+0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.27%	2.48%	-1.21%

Volatility

ISGJX vs. IEDAX - Volatility Comparison

The current volatility for Voya Solution Balanced Portfolio (ISGJX) is 2.45%, while Voya Large Cap Value Fund (IEDAX) has a volatility of 3.16%. This indicates that ISGJX experiences smaller price fluctuations and is considered to be less risky than IEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISGJX	IEDAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.45%	3.16%	-0.71%
Volatility (6M) Calculated over the trailing 6-month period	6.68%	8.85%	-2.17%
Volatility (1Y) Calculated over the trailing 1-year period	8.23%	11.46%	-3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.10%	17.23%	-6.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.70%	18.82%	-7.12%

ISGJX vs. IEDAX - Expense Ratio Comparison

ISGJX has a 0.34% expense ratio, which is lower than IEDAX's 1.10% expense ratio.

Dividends

ISGJX vs. IEDAX - Dividend Comparison

ISGJX's dividend yield for the trailing twelve months is around 4.71%, less than IEDAX's 7.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEDAX Voya Large Cap Value Fund	7.35%	8.03%	15.43%	10.92%	8.06%	16.02%	9.13%	17.61%	11.75%	11.03%	1.89%	8.59%
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 IEDAX in my portfolio?

ISGJX and IEDAX have a correlation of 0.62, 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 IEDAX?

IEDAX has higher volatility (3.16%) compared to ISGJX (2.45%). In terms of maximum drawdown, ISGJX dropped -47.16% vs IEDAX's -47.31%.

Which has better risk-adjusted returns?

ISGJX currently has the higher Sharpe Ratio (2.44 vs 1.71), 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.