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ISNGX vs. PLWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISNGX vs. PLWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2030 Portfolio (ISNGX) and Principal LifeTime 2020 Fund (PLWIX). The values are adjusted to include any dividend payments, if applicable.

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ISNGX vs. PLWIX - 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%
PLWIX
Principal LifeTime 2020 Fund
-2.23%11.32%12.21%12.23%-14.36%9.05%12.70%18.40%-5.72%14.96%

Returns By Period

In the year-to-date period, ISNGX achieves a -3.37% return, which is significantly lower than PLWIX's -2.23% return. Over the past 10 years, ISNGX has outperformed PLWIX with an annualized return of 7.85%, while PLWIX has yielded a comparatively lower 6.86% 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%

PLWIX

1D
0.17%
1M
-4.51%
YTD
-2.23%
6M
-0.84%
1Y
7.85%
3Y*
9.55%
5Y*
4.70%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISNGX vs. PLWIX - Expense Ratio Comparison

ISNGX has a 0.20% expense ratio, which is higher than PLWIX'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%.


Return for Risk

ISNGX vs. PLWIX — 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

PLWIX
PLWIX Risk / Return Rank: 5757
Overall Rank
PLWIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PLWIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PLWIX Omega Ratio Rank: 5656
Omega Ratio Rank
PLWIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PLWIX Martin Ratio Rank: 6161
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. PLWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2030 Portfolio (ISNGX) and Principal LifeTime 2020 Fund (PLWIX). 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.


ISNGXPLWIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.07

+0.02

Sortino ratio

Return per unit of downside risk

1.60

1.53

+0.07

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

0.98

1.29

-0.30

Martin ratio

Return relative to average drawdown

4.63

5.82

-1.19

ISNGX vs. PLWIX - Sharpe Ratio Comparison

The current ISNGX Sharpe Ratio is 1.08, which is comparable to the PLWIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ISNGX and PLWIX, 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


ISNGXPLWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.07

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.81

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.51

+0.25

Correlation

The correlation between ISNGX and PLWIX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ISNGX vs. PLWIX - Dividend Comparison

ISNGX's dividend yield for the trailing twelve months is around 4.82%, less than PLWIX's 10.31% 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%
PLWIX
Principal LifeTime 2020 Fund
10.31%10.08%11.91%5.12%9.82%9.40%5.90%8.69%7.35%5.74%3.73%8.75%

Drawdowns

ISNGX vs. PLWIX - Drawdown Comparison

The maximum ISNGX drawdown since its inception was -27.75%, smaller than the maximum PLWIX drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for ISNGX and PLWIX.


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Drawdown Indicators


ISNGXPLWIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.75%

-49.07%

+21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-5.75%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-19.73%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-27.75%

-20.29%

-7.46%

Current Drawdown

Current decline from peak

-6.52%

-4.59%

-1.93%

Average Drawdown

Average peak-to-trough decline

-3.76%

-5.76%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.27%

+0.56%

Volatility

ISNGX vs. PLWIX - Volatility Comparison

Voya Solution 2030 Portfolio (ISNGX) and Principal LifeTime 2020 Fund (PLWIX) have volatilities of 2.65% and 2.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISNGXPLWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.61%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.64%

4.35%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

7.48%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.77%

8.22%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

8.55%

+3.39%