ISGJX vs. IMCDX

Last updated Jun 5, 2026

ISGJX (Voya Solution Balanced Portfolio) and IMCDX (Voya Emerging Markets Corporate Debt Fund) are both mutual funds - ISGJX is a Diversified Portfolio fund managed by Voya, while IMCDX is a Emerging Markets Bonds fund managed by Voya. At a 0.25 correlation, their price movements are largely independent. ISGJX charges 0.34%/yr vs 0.10%/yr for IMCDX.

Performance

ISGJX vs. IMCDX - Performance Comparison

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

Returns By Period

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%

IMCDX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ISGJX vs. IMCDX - 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%
IMCDX Voya Emerging Markets Corporate Debt Fund	0.00%	0.00%	6.44%	8.51%	-13.79%	0.08%	8.35%	13.65%	-1.77%	9.40%

Correlation

The correlation between ISGJX and IMCDX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Aug 1, 2012	0.25

Return for Risk

ISGJX vs. IMCDX — 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

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. IMCDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution Balanced Portfolio (ISGJX) and Voya Emerging Markets Corporate Debt Fund (IMCDX). 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	IMCDX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	—	—
Sortino ratio: Return per unit of downside risk	3.62	—	—
Omega ratio: Gain probability vs. loss probability	1.46	—	—
Calmar ratio: Return relative to maximum drawdown	3.09	—	—
Martin ratio: Return relative to average drawdown	15.30	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ISGJX	IMCDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	—	—

Drawdowns

Drawdown Indicators

	ISGJX	IMCDX	Difference
Max Drawdown Largest peak-to-trough decline	-47.16%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.49%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.62%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-27.39%	—	—
Current Drawdown Current decline from peak	-0.53%	—	—
Average Drawdown Average peak-to-trough decline	-6.45%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.27%	—	—

Volatility

Volatility by Period

	ISGJX	IMCDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.23%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.10%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.70%	—	—

ISGJX vs. IMCDX - Expense Ratio Comparison

ISGJX has a 0.34% expense ratio, which is higher than IMCDX's 0.10% expense ratio.

Dividends

ISGJX vs. IMCDX - Dividend Comparison

ISGJX's dividend yield for the trailing twelve months is around 4.71%, while IMCDX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMCDX Voya Emerging Markets Corporate Debt Fund	0.00%	0.00%	4.08%	4.21%	3.80%	6.14%	4.64%	4.99%	5.30%	4.79%	5.22%	5.11%
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 IMCDX in my portfolio?

ISGJX and IMCDX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.