ISNGX vs. LTRIX

Last updated Aug 1, 2026

ISNGX (Voya Solution 2030 Portfolio) and LTRIX (Principal LifeTime 2045 Fund) are both Target Retirement Date funds. Over the past 10 years, ISNGX returned 8.41%/yr vs 10.66%/yr for LTRIX. Their 0.96 correlation means they have historically moved very closely together. ISNGX charges 0.20%/yr vs 0.01%/yr for LTRIX.

Performance

ISNGX vs. LTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2030 Portfolio (ISNGX) and Principal LifeTime 2045 Fund (LTRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISNGX achieves a 6.43% return, which is significantly lower than LTRIX's 7.81% return. Over the past 10 years, ISNGX has underperformed LTRIX with an annualized return of 8.41%, while LTRIX has yielded a comparatively higher 10.66% 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%

LTRIX

• 1D: 1.55%
• 1M: 0.31%
• 6M: 5.25%
• YTD: 7.81%
• 1Y: 16.35%
• 3Y*: 15.23%
• 5Y*: 8.14%
• 10Y*: 10.66%
• ALL TIME*: 8.18%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ISNGX Voya Solution 2030 Portfolio	$0.00	$0.00	$0.00
LTRIX Principal LifeTime 2045 Fund	$0.00	$0.00	$0.00

ISNGX vs. LTRIX - 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%
LTRIX Principal LifeTime 2045 Fund	7.81%	16.69%	16.90%	19.40%	-18.51%	16.55%	16.33%	25.81%	-8.34%	21.38%

Correlation

The correlation between ISNGX and LTRIX 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 LTRIX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

Return for Risk

ISNGX vs. LTRIX — Risk / Return Rank

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

ISNGX

ISNGX Risk / Return Rank: 65
ISNGX Sharpe Ratio Rank: 62
ISNGX Sortino Ratio Rank: 67
ISNGX Omega Ratio Rank: 61
ISNGX Calmar Ratio Rank: 60
ISNGX Martin Ratio Rank: 75

LTRIX

LTRIX Risk / Return Rank: 49
LTRIX Sharpe Ratio Rank: 45
LTRIX Sortino Ratio Rank: 45
LTRIX Omega Ratio Rank: 44
LTRIX Calmar Ratio Rank: 49
LTRIX Martin Ratio Rank: 61

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. LTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2030 Portfolio (ISNGX) and Principal LifeTime 2045 Fund (LTRIX). 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	LTRIX	Difference
Sharpe ratio: Return per unit of total volatility	1.58	1.26	+0.32
Sortino ratio: Return per unit of downside risk	2.35	1.81	+0.55
Omega ratio: Gain probability vs. loss probability	1.29	1.23	+0.06
Calmar ratio: Return relative to maximum drawdown	2.15	1.82	+0.33
Martin ratio: Return relative to average drawdown	9.54	7.79	+1.75

ISNGX vs. LTRIX - Sharpe Ratio Comparison

The current ISNGX Sharpe Ratio is 1.58, which is comparable to the LTRIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ISNGX and LTRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ISNGX vs. LTRIX - Drawdown Comparison

The maximum ISNGX drawdown since its inception was -27.75%, smaller than the maximum LTRIX drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for ISNGX and LTRIX.

Drawdown Indicators

	ISNGX	LTRIX	Difference
Max Drawdown Largest peak-to-trough decline	-27.75%	-51.39%	+23.64%
Max Drawdown (1Y) Largest decline over 1 year	-6.52%	-8.04%	+1.52%
Max Drawdown (3Y) Largest decline over 3 years	-9.92%	-14.47%	+4.55%
Max Drawdown (5Y) Largest decline over 5 years	-23.30%	-26.25%	+2.95%
Max Drawdown (10Y) Largest decline over 10 years	-27.75%	-31.56%	+3.81%
Current Drawdown Current decline from peak	-1.47%	-0.84%	-0.63%
Average Drawdown Average peak-to-trough decline	-3.69%	-7.15%	+3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.42%	1.88%	-0.46%

Volatility

ISNGX vs. LTRIX - Volatility Comparison

The current volatility for Voya Solution 2030 Portfolio (ISNGX) is 2.60%, while Principal LifeTime 2045 Fund (LTRIX) has a volatility of 3.18%. This indicates that ISNGX experiences smaller price fluctuations and is considered to be less risky than LTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISNGX	LTRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.60%	3.18%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	7.25%	9.65%	-2.40%
Volatility (1Y) Calculated over the trailing 1-year period	8.87%	11.66%	-2.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.92%	14.70%	-3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.92%	14.77%	-2.85%

ISNGX vs. LTRIX - Expense Ratio Comparison

ISNGX has a 0.20% expense ratio, which is higher than LTRIX's 0.01% 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%.

Dividends

ISNGX vs. LTRIX - Dividend Comparison

ISNGX's dividend yield for the trailing twelve months is around 4.38%, less than LTRIX's 8.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LTRIX Principal LifeTime 2045 Fund	8.63%	9.31%	9.40%	4.25%	8.71%	6.75%	4.62%	6.93%	7.50%	4.57%	4.48%	5.42%

Frequently Asked Questions

Can I hold both ISNGX and LTRIX in my portfolio?

ISNGX and LTRIX 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.

Which is riskier, ISNGX or LTRIX?

LTRIX has higher volatility (3.18%) compared to ISNGX (2.60%). In terms of maximum drawdown, ISNGX dropped -27.75% vs LTRIX's -51.39%.

Which has better risk-adjusted returns?

ISNGX currently has the higher Sharpe Ratio (1.58 vs 1.26), 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.