ISKIX vs. LTSTX

Last updated Jun 4, 2026

ISKIX (Voya Index Solution Income Portfolio) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, ISKIX returned 5.58%/yr vs 8.05%/yr for LTSTX. Their correlation of 0.89 suggests significant overlap in exposure. ISKIX charges 0.21%/yr vs 0.01%/yr for LTSTX.

Performance

ISKIX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Solution Income Portfolio (ISKIX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with ISKIX having a 4.98% return and LTSTX slightly higher at 5.20%. Over the past 10 years, ISKIX has underperformed LTSTX with an annualized return of 5.58%, while LTSTX has yielded a comparatively higher 8.05% annualized return.

ISKIX

• 1D: 0.09%
• 1M: 2.29%
• YTD: 4.98%
• 6M: 5.27%
• 1Y: 13.54%
• 3Y*: 9.98%
• 5Y*: 4.40%
• 10Y*: 5.58%

LTSTX

• 1D: 0.17%
• 1M: 2.49%
• YTD: 5.20%
• 6M: 5.33%
• 1Y: 13.74%
• 3Y*: 12.33%
• 5Y*: 5.67%
• 10Y*: 8.05%

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

ISKIX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISKIX Voya Index Solution Income Portfolio	4.98%	11.86%	6.91%	11.02%	-14.06%	6.11%	11.34%	13.15%	-3.03%	9.36%
LTSTX Principal LifeTime 2025 Fund	5.20%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%	20.50%	-6.41%	16.75%

Correlation

The correlation between ISKIX and LTSTX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Mar 12, 2008	0.89

The correlation between ISKIX and LTSTX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

Return for Risk

ISKIX vs. LTSTX — Risk / Return Rank

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

ISKIX

ISKIX Risk / Return Rank: 76
ISKIX Sharpe Ratio Rank: 77
ISKIX Sortino Ratio Rank: 81
ISKIX Omega Ratio Rank: 76
ISKIX Calmar Ratio Rank: 70
ISKIX Martin Ratio Rank: 77

LTSTX

LTSTX Risk / Return Rank: 53
LTSTX Sharpe Ratio Rank: 50
LTSTX Sortino Ratio Rank: 52
LTSTX Omega Ratio Rank: 54
LTSTX Calmar Ratio Rank: 49
LTSTX Martin Ratio Rank: 60

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.

ISKIX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution Income Portfolio (ISKIX) and Principal LifeTime 2025 Fund (LTSTX). 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.

	ISKIX	LTSTX	Difference
Sharpe ratio: Return per unit of total volatility	2.57	2.11	+0.46
Sortino ratio: Return per unit of downside risk	3.90	3.05	+0.85
Omega ratio: Gain probability vs. loss probability	1.50	1.41	+0.10
Calmar ratio: Return relative to maximum drawdown	3.24	2.67	+0.57
Martin ratio: Return relative to average drawdown	14.54	12.06	+2.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISKIX vs. LTSTX - Sharpe Ratio Comparison

The current ISKIX Sharpe Ratio is 2.57, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of ISKIX and LTSTX, 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

	ISKIX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	2.11	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.62	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.82	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.48	+0.32

Drawdowns

ISKIX vs. LTSTX - Drawdown Comparison

The maximum ISKIX drawdown since its inception was -18.27%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for ISKIX and LTSTX.

Drawdown Indicators

	ISKIX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-18.27%	-48.17%	+29.90%
Max Drawdown (1Y) Largest decline over 1 year	-4.57%	-5.24%	+0.67%
Max Drawdown (3Y) Largest decline over 3 years	-6.18%	-8.12%	+1.94%
Max Drawdown (5Y) Largest decline over 5 years	-17.99%	-21.01%	+3.02%
Max Drawdown (10Y) Largest decline over 10 years	-17.99%	-23.33%	+5.34%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.80%	-6.16%	+3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.98%	1.16%	-0.18%

Volatility

ISKIX vs. LTSTX - Volatility Comparison

Voya Index Solution Income Portfolio (ISKIX) and Principal LifeTime 2025 Fund (LTSTX) have volatilities of 2.02% and 2.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISKIX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.02%	2.02%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	4.60%	5.39%	-0.79%
Volatility (1Y) Calculated over the trailing 1-year period	5.75%	6.64%	-0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.98%	9.18%	-2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.46%	9.83%	-3.37%

ISKIX vs. LTSTX - Expense Ratio Comparison

ISKIX has a 0.21% expense ratio, which is higher than LTSTX's 0.01% 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. LTSTX - Dividend Comparison

ISKIX's dividend yield for the trailing twelve months is around 3.89%, less than LTSTX's 11.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISKIX Voya Index Solution Income Portfolio	3.89%	4.08%	2.99%	4.10%	13.18%	4.25%	3.80%	3.61%	3.93%	2.49%	3.23%	9.32%
LTSTX Principal LifeTime 2025 Fund	11.59%	12.19%	9.74%	4.26%	8.00%	7.66%	5.25%	6.91%	6.39%	4.75%	3.65%	8.91%

Frequently Asked Questions

Can I hold both ISKIX and LTSTX in my portfolio?

ISKIX and LTSTX have a correlation of 0.84, 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 LTSTX?

LTSTX has higher volatility (2.02%) compared to ISKIX (2.02%). In terms of maximum drawdown, ISKIX dropped -18.27% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

ISKIX currently has the higher Sharpe Ratio (2.57 vs 2.11), 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.