ISNGX vs. IIBAX

Last updated Jun 5, 2026

ISNGX (Voya Solution 2030 Portfolio) and IIBAX (Voya Intermediate Bond Fund) are both mutual funds - ISNGX is a Target Retirement Date fund managed by Voya, while IIBAX is a Intermediate Core-Plus Bond fund managed by Voya. Over the past 10 years, ISNGX returned 8.77%/yr vs 1.81%/yr for IIBAX. At a 0.03 correlation, their price movements are largely independent. ISNGX charges 0.20%/yr vs 0.69%/yr for IIBAX.

Performance

ISNGX vs. IIBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2030 Portfolio (ISNGX) and Voya Intermediate Bond Fund (IIBAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISNGX achieves a 7.41% return, which is significantly higher than IIBAX's 0.30% return. Over the past 10 years, ISNGX has outperformed IIBAX with an annualized return of 8.77%, while IIBAX has yielded a comparatively lower 1.81% annualized return.

ISNGX

• 1D: -0.57%
• 1M: 2.51%
• YTD: 7.41%
• 6M: 7.74%
• 1Y: 17.81%
• 3Y*: 13.69%
• 5Y*: 6.29%
• 10Y*: 8.77%

IIBAX

• 1D: -0.23%
• 1M: 0.14%
• YTD: 0.30%
• 6M: 0.33%
• 1Y: 3.98%
• 3Y*: 4.45%
• 5Y*: -0.02%
• 10Y*: 1.81%

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

ISNGX vs. IIBAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISNGX Voya Solution 2030 Portfolio	7.41%	14.59%	10.56%	15.86%	-17.50%	12.81%	14.64%	20.59%	-6.96%	17.87%
IIBAX Voya Intermediate Bond Fund	0.30%	6.42%	2.65%	7.04%	-15.11%	-1.79%	7.75%	9.57%	-0.59%	4.48%

Correlation

The correlation between ISNGX and IIBAX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.15
Correlation (All Time) Calculated using the full available price history since Oct 5, 2011	0.03

Over the past year, ISNGX and IIBAX have become more correlated (0.40) than their long-term average of 0.03, meaning their price movements have been converging.

Return for Risk

ISNGX vs. IIBAX — Risk / Return Rank

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

ISNGX

ISNGX Risk / Return Rank: 75
ISNGX Sharpe Ratio Rank: 75
ISNGX Sortino Ratio Rank: 78
ISNGX Omega Ratio Rank: 72
ISNGX Calmar Ratio Rank: 67
ISNGX Martin Ratio Rank: 81

IIBAX

IIBAX Risk / Return Rank: 17
IIBAX Sharpe Ratio Rank: 16
IIBAX Sortino Ratio Rank: 16
IIBAX Omega Ratio Rank: 15
IIBAX Calmar Ratio Rank: 19
IIBAX Martin Ratio Rank: 17

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. IIBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2030 Portfolio (ISNGX) and Voya Intermediate Bond Fund (IIBAX). 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.

	ISNGX	IIBAX	Difference
Sharpe ratio: Return per unit of total volatility	2.47	1.12	+1.35
Sortino ratio: Return per unit of downside risk	3.71	1.66	+2.04
Omega ratio: Gain probability vs. loss probability	1.47	1.20	+0.26
Calmar ratio: Return relative to maximum drawdown	3.07	1.57	+1.50
Martin ratio: Return relative to average drawdown	14.66	4.61	+10.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISNGX vs. IIBAX - Sharpe Ratio Comparison

The current ISNGX Sharpe Ratio is 2.47, which is higher than the IIBAX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ISNGX and IIBAX, 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

	ISNGX	IIBAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	1.12	+1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	-0.00	+0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.36	+0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.90	-0.08

Drawdowns

ISNGX vs. IIBAX - Drawdown Comparison

The maximum ISNGX drawdown since its inception was -27.75%, which is greater than IIBAX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for ISNGX and IIBAX.

Drawdown Indicators

	ISNGX	IIBAX	Difference
Max Drawdown Largest peak-to-trough decline	-27.75%	-20.34%	-7.41%
Max Drawdown (1Y) Largest decline over 1 year	-6.52%	-3.10%	-3.42%
Max Drawdown (3Y) Largest decline over 3 years	-9.92%	-6.12%	-3.80%
Max Drawdown (5Y) Largest decline over 5 years	-23.30%	-20.01%	-3.29%
Max Drawdown (10Y) Largest decline over 10 years	-27.75%	-20.34%	-7.41%
Current Drawdown Current decline from peak	-0.57%	-2.22%	+1.65%
Average Drawdown Average peak-to-trough decline	-3.72%	-2.88%	-0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	1.04%	+0.28%

Volatility

ISNGX vs. IIBAX - Volatility Comparison

Voya Solution 2030 Portfolio (ISNGX) has a higher volatility of 2.65% compared to Voya Intermediate Bond Fund (IIBAX) at 1.59%. This indicates that ISNGX's price experiences larger fluctuations and is considered to be riskier than IIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISNGX	IIBAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.65%	1.59%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	6.66%	3.12%	+3.54%
Volatility (1Y) Calculated over the trailing 1-year period	8.09%	4.34%	+3.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.84%	5.99%	+4.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.97%	5.03%	+6.94%

ISNGX vs. IIBAX - Expense Ratio Comparison

ISNGX has a 0.20% expense ratio, which is lower than IIBAX's 0.69% expense ratio.

Dividends

ISNGX vs. IIBAX - Dividend Comparison

ISNGX's dividend yield for the trailing twelve months is around 4.34%, more than IIBAX's 3.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IIBAX Voya Intermediate Bond Fund	3.59%	3.43%	4.50%	4.05%	1.98%	2.03%	4.69%	3.23%	2.93%	2.88%	2.96%	2.45%
ISNGX Voya Solution 2030 Portfolio	4.34%	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

Can I hold both ISNGX and IIBAX in my portfolio?

ISNGX and IIBAX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISNGX or IIBAX?

ISNGX has higher volatility (2.65%) compared to IIBAX (1.59%). In terms of maximum drawdown, ISNGX dropped -27.75% vs IIBAX's -20.34%.

Which has better risk-adjusted returns?

ISNGX currently has the higher Sharpe Ratio (2.47 vs 1.12), 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.