ISNGX vs. FFFGX
ISNGX (Voya Solution 2030 Portfolio) and FFFGX (Fidelity Freedom 2045 Fund) are both Target Retirement Date funds. Over the past 10 years, ISNGX returned 8.41%/yr vs 11.90%/yr for FFFGX. Their 0.96 correlation means they have historically moved very closely together. ISNGX charges 0.20%/yr vs 0.68%/yr for FFFGX.
Performance
ISNGX vs. FFFGX - Performance Comparison
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Returns By Period
In the year-to-date period, ISNGX achieves a 6.43% return, which is significantly lower than FFFGX's 11.70% return. Over the past 10 years, ISNGX has underperformed FFFGX with an annualized return of 8.41%, while FFFGX has yielded a comparatively higher 11.90% annualized return.
ISNGX
- 1D
- 1.28%
- 1M
- -0.69%
- 6M
- 4.01%
- YTD
- 6.43%
- 1Y
- 13.68%
- 3Y*
- 11.75%
- 5Y*
- 5.81%
- 10Y*
- 8.41%
- ALL TIME*
- 9.35%
FFFGX
- 1D
- 2.21%
- 1M
- -1.21%
- 6M
- 7.71%
- YTD
- 11.70%
- 1Y
- 24.12%
- 3Y*
- 17.71%
- 5Y*
- 9.88%
- 10Y*
- 11.90%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ISNGX vs. FFFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISNGX Voya Solution 2030 Portfolio | 6.43% | 14.59% | 10.56% | 15.86% | -17.50% | 12.81% | 14.64% | 20.59% | -6.96% | 17.87% |
FFFGX Fidelity Freedom 2045 Fund | 11.70% | 23.77% | 13.95% | 20.56% | -18.29% | 16.55% | 18.22% | 25.41% | -8.89% | 22.22% |
Correlation
The correlation between ISNGX and FFFGX is 0.89, 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. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2011 | 0.96 |
The correlation between ISNGX and FFFGX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
ISNGX vs. FFFGX — Risk / Return Rank
ISNGX
FFFGX
ISNGX vs. FFFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2030 Portfolio (ISNGX) and Fidelity Freedom 2045 Fund (FFFGX). 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.
| ISNGX | FFFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.35 | -0.20 |
| Martin ratioReturn relative to average drawdown | 9.54 | 9.77 | -0.24 |
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Drawdowns
ISNGX vs. FFFGX - Drawdown Comparison
The maximum ISNGX drawdown since its inception was -27.75%, smaller than the maximum FFFGX drawdown of -54.61%. Use the drawdown chart below to compare losses from any high point for ISNGX and FFFGX.
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Drawdown Indicators
| ISNGX | FFFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.75% | -54.61% | +26.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.52% | -9.57% | +3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -9.92% | -15.42% | +5.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -27.33% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -27.75% | -30.95% | +3.20% |
Current DrawdownCurrent decline from peak | -1.47% | -2.45% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -8.30% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.29% | -0.87% |
Volatility
ISNGX vs. FFFGX - Volatility Comparison
The current volatility for Voya Solution 2030 Portfolio (ISNGX) is 2.60%, while Fidelity Freedom 2045 Fund (FFFGX) has a volatility of 4.24%. This indicates that ISNGX experiences smaller price fluctuations and is considered to be less risky than FFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISNGX | FFFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 4.24% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 12.01% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.87% | 14.04% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.92% | 15.20% | -4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.92% | 15.36% | -3.44% |
ISNGX vs. FFFGX - Expense Ratio Comparison
ISNGX has a 0.20% expense ratio, which is lower than FFFGX's 0.68% expense ratio.
Dividends
ISNGX vs. FFFGX - Dividend Comparison
ISNGX's dividend yield for the trailing twelve months is around 4.38%, less than FFFGX's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFFGX Fidelity Freedom 2045 Fund | 5.88% | 4.40% | 1.97% | 1.84% | 12.04% | 12.00% | 4.99% | 6.51% | 7.82% | 4.01% | 4.15% | 4.07% |
ISNGX Voya Solution 2030 Portfolio | 4.38% | 4.66% | 1.93% | 4.47% | 24.73% | 2.71% | 5.51% | 7.92% | 8.00% | 2.37% | 0.77% | 5.93% |
Frequently Asked Questions
ISNGX and FFFGX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFFGX has higher volatility (4.24%) compared to ISNGX (2.60%). In terms of maximum drawdown, ISNGX dropped -27.75% vs FFFGX's -54.61%.
FFFGX currently has the higher Sharpe Ratio (1.60 vs 1.58), 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.
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