ISKIX vs. DRIQX

Last updated Aug 1, 2026

ISKIX (Voya Index Solution Income Portfolio) and DRIQX (Dimensional 2015 Target Date Retirement Income Fund) are both Target Retirement Date funds. Over the past 10 years, ISKIX returned 5.28%/yr vs 4.48%/yr for DRIQX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. ISKIX charges 0.21%/yr vs 0.17%/yr for DRIQX.

Performance

ISKIX vs. DRIQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Solution Income Portfolio (ISKIX) and Dimensional 2015 Target Date Retirement Income Fund (DRIQX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISKIX achieves a 3.94% return, which is significantly higher than DRIQX's 3.01% return. Over the past 10 years, ISKIX has outperformed DRIQX with an annualized return of 5.28%, while DRIQX has yielded a comparatively lower 4.48% annualized return.

ISKIX

• 1D: 0.73%
• 1M: -0.63%
• 6M: 2.31%
• YTD: 3.94%
• 1Y: 9.44%
• 3Y*: 8.78%
• 5Y*: 3.77%
• 10Y*: 5.28%
• ALL TIME*: 5.12%

DRIQX

• 1D: 0.35%
• 1M: -0.44%
• 6M: 1.84%
• YTD: 3.01%
• 1Y: 6.61%
• 3Y*: 6.44%
• 5Y*: 1.86%
• 10Y*: 4.48%
• ALL TIME*: 5.07%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRIQX Dimensional 2015 Target Date Retirement Income Fund	$0.00	$0.00	$0.00
ISKIX Voya Index Solution Income Portfolio	$0.00	$0.00	$0.00

ISKIX vs. DRIQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISKIX Voya Index Solution Income Portfolio	3.94%	11.86%	6.91%	11.02%	-14.06%	6.11%	11.34%	13.15%	-3.03%	9.36%
DRIQX Dimensional 2015 Target Date Retirement Income Fund	3.01%	8.83%	5.47%	8.17%	-14.79%	7.79%	14.31%	14.08%	-4.20%	7.82%

Correlation

The correlation between ISKIX and DRIQX is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.88
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (10Y) Provides a long-term view across more market conditions.	0.79
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.78

The correlation between ISKIX and DRIQX has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.

Return for Risk

ISKIX vs. DRIQX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ISKIX

ISKIX Risk / Return Rank: 67
ISKIX Sharpe Ratio Rank: 65
ISKIX Sortino Ratio Rank: 69
ISKIX Omega Ratio Rank: 66
ISKIX Calmar Ratio Rank: 61
ISKIX Martin Ratio Rank: 73

DRIQX

DRIQX Risk / Return Rank: 53
DRIQX Sharpe Ratio Rank: 54
DRIQX Sortino Ratio Rank: 54
DRIQX Omega Ratio Rank: 54
DRIQX Calmar Ratio Rank: 48
DRIQX Martin Ratio Rank: 53

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ISKIX vs. DRIQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution Income Portfolio (ISKIX) and Dimensional 2015 Target Date Retirement Income Fund (DRIQX). 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.

	ISKIX	DRIQX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.46	+0.17
Sortino ratio: Return per unit of downside risk	2.45	2.10	+0.35
Omega ratio: Gain probability vs. loss probability	1.30	1.27	+0.03
Calmar ratio: Return relative to maximum drawdown	2.20	1.90	+0.31
Martin ratio: Return relative to average drawdown	9.37	7.47	+1.91

ISKIX vs. DRIQX - Sharpe Ratio Comparison

The current ISKIX Sharpe Ratio is 1.63, which is comparable to the DRIQX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of ISKIX and DRIQX, 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

ISKIX vs. DRIQX - Drawdown Comparison

The maximum ISKIX drawdown since its inception was -18.27%, smaller than the maximum DRIQX drawdown of -19.86%. Use the drawdown chart below to compare losses from any high point for ISKIX and DRIQX.

Drawdown Indicators

	ISKIX	DRIQX	Difference
Max Drawdown Largest peak-to-trough decline	-18.27%	-19.86%	+1.59%
Max Drawdown (1Y) Largest decline over 1 year	-4.57%	-3.47%	-1.10%
Max Drawdown (3Y) Largest decline over 3 years	-5.88%	-5.12%	-0.76%
Max Drawdown (5Y) Largest decline over 5 years	-17.99%	-19.86%	+1.87%
Max Drawdown (10Y) Largest decline over 10 years	-17.99%	-19.86%	+1.87%
Current Drawdown Current decline from peak	-0.98%	-1.30%	+0.32%
Average Drawdown Average peak-to-trough decline	-2.79%	-3.84%	+1.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	0.88%	+0.16%

Volatility

ISKIX vs. DRIQX - Volatility Comparison

Voya Index Solution Income Portfolio (ISKIX) has a higher volatility of 1.69% compared to Dimensional 2015 Target Date Retirement Income Fund (DRIQX) at 1.10%. This indicates that ISKIX's price experiences larger fluctuations and is considered to be riskier than DRIQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISKIX	DRIQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.69%	1.10%	+0.59%
Volatility (6M) Calculated over the trailing 6-month period	5.01%	3.60%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	6.18%	4.52%	+1.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.08%	7.07%	+0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.48%	6.58%	-0.10%

ISKIX vs. DRIQX - Expense Ratio Comparison

ISKIX has a 0.21% expense ratio, which is higher than DRIQX's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISKIX vs. DRIQX - Dividend Comparison

ISKIX's dividend yield for the trailing twelve months is around 3.93%, less than DRIQX's 6.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRIQX Dimensional 2015 Target Date Retirement Income Fund	6.36%	4.95%	4.53%	4.28%	6.51%	4.54%	3.76%	2.05%	2.23%	1.66%	1.37%	0.00%
ISKIX Voya Index Solution Income Portfolio	3.93%	4.08%	2.99%	4.10%	13.18%	4.25%	3.80%	3.61%	3.93%	2.49%	3.23%	9.32%

Frequently Asked Questions

Can I hold both ISKIX and DRIQX in my portfolio?

ISKIX and DRIQX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISKIX or DRIQX?

ISKIX has higher volatility (1.69%) compared to DRIQX (1.10%). In terms of maximum drawdown, ISKIX dropped -18.27% vs DRIQX's -19.86%.

Which has better risk-adjusted returns?

ISKIX currently has the higher Sharpe Ratio (1.63 vs 1.46), 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.