PortfoliosLab logoPortfoliosLab logo
ISNGX vs. FFGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISNGX vs. FFGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2030 Portfolio (ISNGX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ISNGX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISNGX
Voya Solution 2030 Portfolio
-1.53%14.59%10.56%15.86%-17.50%12.81%14.64%20.59%-6.96%17.87%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
0.03%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-0.80%6.73%

Returns By Period

In the year-to-date period, ISNGX achieves a -1.53% return, which is significantly lower than FFGZX's 0.03% return. Over the past 10 years, ISNGX has outperformed FFGZX with an annualized return of 8.05%, while FFGZX has yielded a comparatively lower 3.95% annualized return.


ISNGX

1D
1.90%
1M
-4.06%
YTD
-1.53%
6M
0.25%
1Y
12.01%
3Y*
10.91%
5Y*
5.23%
10Y*
8.05%

FFGZX

1D
0.82%
1M
-1.91%
YTD
0.03%
6M
1.12%
1Y
7.06%
3Y*
6.23%
5Y*
2.69%
10Y*
3.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ISNGX vs. FFGZX - Expense Ratio Comparison

ISNGX has a 0.20% expense ratio, which is higher than FFGZX's 0.08% 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%.


Return for Risk

ISNGX vs. FFGZX — Risk / Return Rank

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

ISNGX
ISNGX Risk / Return Rank: 5757
Overall Rank
ISNGX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ISNGX Sortino Ratio Rank: 6767
Sortino Ratio Rank
ISNGX Omega Ratio Rank: 6464
Omega Ratio Rank
ISNGX Calmar Ratio Rank: 4040
Calmar Ratio Rank
ISNGX Martin Ratio Rank: 5252
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 8383
Overall Rank
FFGZX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 8080
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 8585
Martin Ratio Rank
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.

ISNGX vs. FFGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2030 Portfolio (ISNGX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). 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.


ISNGXFFGZXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.65

-0.38

Sortino ratio

Return per unit of downside risk

1.87

2.33

-0.46

Omega ratio

Gain probability vs. loss probability

1.27

1.33

-0.06

Calmar ratio

Return relative to maximum drawdown

1.30

2.23

-0.93

Martin ratio

Return relative to average drawdown

6.03

9.26

-3.22

ISNGX vs. FFGZX - Sharpe Ratio Comparison

The current ISNGX Sharpe Ratio is 1.27, which is comparable to the FFGZX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ISNGX and FFGZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ISNGXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.65

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.54

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.90

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.86

-0.08

Correlation

The correlation between ISNGX and FFGZX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ISNGX vs. FFGZX - Dividend Comparison

ISNGX's dividend yield for the trailing twelve months is around 4.73%, more than FFGZX's 3.43% yield.


TTM20252024202320222021202020192018201720162015
ISNGX
Voya Solution 2030 Portfolio
4.73%4.66%1.93%4.47%24.73%2.71%5.51%7.92%8.00%2.37%0.77%5.93%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.43%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%

Drawdowns

ISNGX vs. FFGZX - Drawdown Comparison

The maximum ISNGX drawdown since its inception was -27.75%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for ISNGX and FFGZX.


Loading graphics...

Drawdown Indicators


ISNGXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-27.75%

-14.94%

-12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-3.33%

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-14.94%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-27.75%

-14.94%

-12.81%

Current Drawdown

Current decline from peak

-4.74%

-2.30%

-2.44%

Average Drawdown

Average peak-to-trough decline

-3.76%

-2.29%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

0.80%

+1.06%

Volatility

ISNGX vs. FFGZX - Volatility Comparison

Voya Solution 2030 Portfolio (ISNGX) has a higher volatility of 3.42% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 2.06%. This indicates that ISNGX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ISNGXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.06%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

5.93%

2.89%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.63%

4.42%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.80%

5.04%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.95%

4.39%

+7.56%