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ISNGX vs. IIBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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ISNGX vs. IIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISNGX
Voya Solution 2030 Portfolio
-3.37%14.59%10.56%15.86%-17.50%12.81%14.64%20.59%-6.96%17.87%
IIBAX
Voya Intermediate Bond Fund
-0.79%6.42%2.65%7.04%-15.11%-1.79%7.75%9.57%-0.59%4.48%

Returns By Period

In the year-to-date period, ISNGX achieves a -3.37% return, which is significantly lower than IIBAX's -0.79% return. Over the past 10 years, ISNGX has outperformed IIBAX with an annualized return of 7.85%, while IIBAX has yielded a comparatively lower 1.82% annualized return.


ISNGX

1D
-0.82%
1M
-6.41%
YTD
-3.37%
6M
-1.31%
1Y
10.29%
3Y*
10.22%
5Y*
5.05%
10Y*
7.85%

IIBAX

1D
0.46%
1M
-2.57%
YTD
-0.79%
6M
-0.19%
1Y
2.87%
3Y*
3.83%
5Y*
0.05%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISNGX vs. IIBAX - Expense Ratio Comparison

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


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: 5252
Overall Rank
ISNGX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ISNGX Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISNGX Omega Ratio Rank: 5959
Omega Ratio Rank
ISNGX Calmar Ratio Rank: 3636
Calmar Ratio Rank
ISNGX Martin Ratio Rank: 4646
Martin Ratio Rank

IIBAX
IIBAX Risk / Return Rank: 3838
Overall Rank
IIBAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IIBAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
IIBAX Omega Ratio Rank: 3333
Omega Ratio Rank
IIBAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
IIBAX Martin Ratio Rank: 2626
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. 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.


ISNGXIIBAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.90

+0.18

Sortino ratio

Return per unit of downside risk

1.60

1.30

+0.30

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

0.98

1.05

-0.07

Martin ratio

Return relative to average drawdown

4.63

2.88

+1.75

ISNGX vs. IIBAX - Sharpe Ratio Comparison

The current ISNGX Sharpe Ratio is 1.08, which is comparable to the IIBAX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ISNGX and IIBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISNGXIIBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.90

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.01

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.37

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.90

-0.13

Correlation

The correlation between ISNGX and IIBAX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ISNGX vs. IIBAX - Dividend Comparison

ISNGX's dividend yield for the trailing twelve months is around 4.82%, more than IIBAX's 3.20% yield.


TTM20252024202320222021202020192018201720162015
ISNGX
Voya Solution 2030 Portfolio
4.82%4.66%1.93%4.47%24.73%2.71%5.51%7.92%8.00%2.37%0.77%5.93%
IIBAX
Voya Intermediate Bond Fund
3.20%3.43%4.50%4.05%1.98%2.03%4.69%3.23%2.93%2.88%2.96%2.45%

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.


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Drawdown Indicators


ISNGXIIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.75%

-20.34%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-3.05%

-4.49%

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

-6.52%

-3.28%

-3.24%

Average Drawdown

Average peak-to-trough decline

-3.76%

-2.88%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.12%

+0.71%

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 1.74%. 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.


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Volatility by Period


ISNGXIIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

1.74%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.64%

2.72%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

4.89%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.77%

5.94%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

5.00%

+6.94%