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ISNGX vs. FRQIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISNGX vs. FRQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2030 Portfolio (ISNGX) and Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

FRQIX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00

ISNGX vs. FRQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
3.60%9.97%4.48%8.52%-12.39%3.82%9.58%12.63%-2.84%10.64%

Correlation

The correlation between ISNGX and FRQIX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (10Y)
Provides a long-term view across more market conditions.

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.89

The correlation between ISNGX and FRQIX shifts across timeframes, from 0.72 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISNGX vs. FRQIX — Risk / Return Rank

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

ISNGX
ISNGX Risk / Return Rank: 6565
Overall Rank
ISNGX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ISNGX Sortino Ratio Rank: 6767
Sortino Ratio Rank
ISNGX Omega Ratio Rank: 6161
Omega Ratio Rank
ISNGX Calmar Ratio Rank: 6060
Calmar Ratio Rank
ISNGX Martin Ratio Rank: 7575
Martin Ratio Rank

FRQIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ISNGX vs. FRQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2030 Portfolio (ISNGX) and Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX). 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.


ISNGXFRQIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.15

Martin ratioReturn relative to average drawdown

9.54

ISNGX vs. FRQIX - Sharpe Ratio Comparison


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Drawdowns

ISNGX vs. FRQIX - Drawdown Comparison


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Drawdown Indicators


ISNGXFRQIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

Max Drawdown (10Y)

Largest decline over 10 years

-27.75%

Current Drawdown

Current decline from peak

-1.47%

Average Drawdown

Average peak-to-trough decline

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

Volatility

ISNGX vs. FRQIX - Volatility Comparison


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Volatility by Period


ISNGXFRQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.92%

ISNGX vs. FRQIX - Expense Ratio Comparison

ISNGX has a 0.20% expense ratio, which is lower than FRQIX's 0.46% expense ratio.


Dividends

ISNGX vs. FRQIX - Dividend Comparison

ISNGX's dividend yield for the trailing twelve months is around 4.38%, more than FRQIX's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
2.78%3.14%2.97%2.75%5.01%6.00%3.51%3.14%5.60%16.32%2.43%4.08%
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 FRQIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ISNGX and FRQIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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