ISNGX vs. LTTIX

Last updated Jun 23, 2026

ISNGX (Voya Solution 2030 Portfolio) and LTTIX (MFS Lifetime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, ISNGX returned 8.85%/yr vs 6.24%/yr for LTTIX. Their correlation of 0.93 suggests significant overlap in exposure. ISNGX charges 0.20%/yr vs 0.00%/yr for LTTIX.

Performance

ISNGX vs. LTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2030 Portfolio (ISNGX) and MFS Lifetime 2025 Fund (LTTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISNGX achieves a 7.53% return, which is significantly higher than LTTIX's 2.74% return. Over the past 10 years, ISNGX has outperformed LTTIX with an annualized return of 8.85%, while LTTIX has yielded a comparatively lower 6.24% annualized return.

ISNGX

• 1D: 0.80%
• 1M: 1.27%
• YTD: 7.53%
• 6M: 7.47%
• 1Y: 18.02%
• 3Y*: 12.98%
• 5Y*: 6.56%
• 10Y*: 8.85%

LTTIX

• 1D: 0.00%
• 1M: 0.08%
• YTD: 2.74%
• 6M: 2.70%
• 1Y: 8.28%
• 3Y*: 8.33%
• 5Y*: 3.72%
• 10Y*: 6.24%

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

ISNGX vs. LTTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISNGX Voya Solution 2030 Portfolio	7.53%	14.59%	10.56%	15.86%	-17.50%	12.81%	14.64%	20.59%	-6.96%	17.87%
LTTIX MFS Lifetime 2025 Fund	2.74%	9.29%	6.73%	10.36%	-12.36%	8.61%	10.61%	17.82%	-3.97%	13.16%

Correlation

The correlation between ISNGX and LTTIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.93

The correlation between ISNGX and LTTIX shifts across timeframes, from 0.77 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ISNGX vs. LTTIX — Risk / Return Rank

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

ISNGX

ISNGX Risk / Return Rank: 73
ISNGX Sharpe Ratio Rank: 72
ISNGX Sortino Ratio Rank: 77
ISNGX Omega Ratio Rank: 72
ISNGX Calmar Ratio Rank: 66
ISNGX Martin Ratio Rank: 80

LTTIX

LTTIX Risk / Return Rank: 61
LTTIX Sharpe Ratio Rank: 64
LTTIX Sortino Ratio Rank: 71
LTTIX Omega Ratio Rank: 70
LTTIX Calmar Ratio Rank: 46
LTTIX Martin Ratio Rank: 57

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. LTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2030 Portfolio (ISNGX) and MFS Lifetime 2025 Fund (LTTIX). 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	LTTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.27	2.16	+0.12
Sortino ratio: Return per unit of downside risk	3.36	3.20	+0.16
Omega ratio: Gain probability vs. loss probability	1.43	1.42	+0.01
Calmar ratio: Return relative to maximum drawdown	2.99	2.47	+0.52
Martin ratio: Return relative to average drawdown	13.88	10.68	+3.20

ISNGX vs. LTTIX - Sharpe Ratio Comparison

The current ISNGX Sharpe Ratio is 2.27, which is comparable to the LTTIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of ISNGX and LTTIX, 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. LTTIX - Drawdown Comparison

The maximum ISNGX drawdown since its inception was -27.75%, which is greater than LTTIX's maximum drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for ISNGX and LTTIX.

Drawdown Indicators

	ISNGX	LTTIX	Difference
Max Drawdown Largest peak-to-trough decline	-27.75%	-19.33%	-8.42%
Max Drawdown (1Y) Largest decline over 1 year	-6.52%	-3.64%	-2.88%
Max Drawdown (3Y) Largest decline over 3 years	-9.92%	-5.77%	-4.15%
Max Drawdown (5Y) Largest decline over 5 years	-23.30%	-16.92%	-6.38%
Max Drawdown (10Y) Largest decline over 10 years	-27.75%	-19.33%	-8.42%
Current Drawdown Current decline from peak	-0.45%	-0.45%	0.00%
Average Drawdown Average peak-to-trough decline	-3.71%	-2.68%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.35%	0.84%	+0.51%

Volatility

ISNGX vs. LTTIX - Volatility Comparison

Voya Solution 2030 Portfolio (ISNGX) has a higher volatility of 3.34% compared to MFS Lifetime 2025 Fund (LTTIX) at 1.34%. This indicates that ISNGX's price experiences larger fluctuations and is considered to be riskier than LTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISNGX	LTTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	1.34%	+2.00%
Volatility (6M) Calculated over the trailing 6-month period	7.06%	3.32%	+3.74%
Volatility (1Y) Calculated over the trailing 1-year period	8.56%	4.18%	+4.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.90%	6.37%	+4.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.00%	7.24%	+4.76%

ISNGX vs. LTTIX - Expense Ratio Comparison

ISNGX has a 0.20% expense ratio, which is higher than LTTIX's 0.00% 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. LTTIX - Dividend Comparison

ISNGX's dividend yield for the trailing twelve months is around 4.33%, less than LTTIX's 11.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISNGX Voya Solution 2030 Portfolio	4.33%	4.66%	1.93%	4.47%	24.73%	2.71%	5.51%	7.92%	8.00%	2.37%	0.77%	5.93%
LTTIX MFS Lifetime 2025 Fund	11.54%	8.13%	7.07%	3.30%	5.88%	7.35%	2.83%	3.68%	4.32%	3.51%	4.03%	1.82%

Frequently Asked Questions

Can I hold both ISNGX and LTTIX in my portfolio?

ISNGX and LTTIX have a correlation of 0.77, 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 LTTIX?

ISNGX has higher volatility (3.34%) compared to LTTIX (1.34%). In terms of maximum drawdown, ISNGX dropped -27.75% vs LTTIX's -19.33%.

Which has better risk-adjusted returns?

ISNGX currently has the higher Sharpe Ratio (2.27 vs 2.16), 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.