ISNLX vs. IFTIX

Last updated Jun 23, 2026

ISNLX (Voya Solution 2040 Portfolio) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - ISNLX is a Target Retirement Date fund managed by Voya, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, ISNLX returned 10.83%/yr vs 8.83%/yr for IFTIX. Their correlation of 0.81 suggests significant overlap in exposure. ISNLX charges 0.17%/yr vs 0.72%/yr for IFTIX.

Performance

ISNLX vs. IFTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2040 Portfolio (ISNLX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISNLX achieves a 10.17% return, which is significantly higher than IFTIX's 7.36% return. Over the past 10 years, ISNLX has outperformed IFTIX with an annualized return of 10.83%, while IFTIX has yielded a comparatively lower 8.83% annualized return.

ISNLX

• 1D: 1.01%
• 1M: 1.53%
• YTD: 10.17%
• 6M: 10.10%
• 1Y: 23.77%
• 3Y*: 16.48%
• 5Y*: 8.88%
• 10Y*: 10.83%

IFTIX

• 1D: 0.00%
• 1M: -0.58%
• YTD: 7.36%
• 6M: 7.93%
• 1Y: 19.14%
• 3Y*: 18.67%
• 5Y*: 11.25%
• 10Y*: 8.83%

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

ISNLX vs. IFTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISNLX Voya Solution 2040 Portfolio	10.17%	18.31%	13.52%	19.56%	-18.86%	16.36%	16.59%	23.35%	-8.94%	20.85%
IFTIX Voya International High Dividend Low Volatility Portfolio	7.36%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between ISNLX and IFTIX is 0.53, 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	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Oct 4, 2011	0.81

Over the past year, the correlation between ISNLX and IFTIX has dropped to 0.53 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

Return for Risk

ISNLX vs. IFTIX — Risk / Return Rank

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

ISNLX

ISNLX Risk / Return Rank: 74
ISNLX Sharpe Ratio Rank: 74
ISNLX Sortino Ratio Rank: 75
ISNLX Omega Ratio Rank: 71
ISNLX Calmar Ratio Rank: 70
ISNLX Martin Ratio Rank: 83

IFTIX

IFTIX Risk / Return Rank: 42
IFTIX Sharpe Ratio Rank: 42
IFTIX Sortino Ratio Rank: 41
IFTIX Omega Ratio Rank: 41
IFTIX Calmar Ratio Rank: 48
IFTIX Martin Ratio Rank: 40

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.

ISNLX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2040 Portfolio (ISNLX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). 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.

	ISNLX	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.30	1.76	+0.54
Sortino ratio: Return per unit of downside risk	3.30	2.48	+0.82
Omega ratio: Gain probability vs. loss probability	1.43	1.32	+0.11
Calmar ratio: Return relative to maximum drawdown	3.08	2.53	+0.55
Martin ratio: Return relative to average drawdown	14.38	8.22	+6.16

ISNLX vs. IFTIX - Sharpe Ratio Comparison

The current ISNLX Sharpe Ratio is 2.30, which is higher than the IFTIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ISNLX and IFTIX, 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

ISNLX vs. IFTIX - Drawdown Comparison

The maximum ISNLX drawdown since its inception was -32.03%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for ISNLX and IFTIX.

Drawdown Indicators

	ISNLX	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.03%	-57.91%	+25.88%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-8.44%	+0.13%
Max Drawdown (3Y) Largest decline over 3 years	-13.66%	-10.20%	-3.46%
Max Drawdown (5Y) Largest decline over 5 years	-25.97%	-25.56%	-0.41%
Max Drawdown (10Y) Largest decline over 10 years	-32.03%	-37.08%	+5.05%
Current Drawdown Current decline from peak	-0.60%	-2.47%	+1.87%
Average Drawdown Average peak-to-trough decline	-4.30%	-11.53%	+7.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	2.48%	-0.76%

Volatility

ISNLX vs. IFTIX - Volatility Comparison

Voya Solution 2040 Portfolio (ISNLX) has a higher volatility of 4.25% compared to Voya International High Dividend Low Volatility Portfolio (IFTIX) at 2.67%. This indicates that ISNLX's price experiences larger fluctuations and is considered to be riskier than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISNLX	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	2.67%	+1.58%
Volatility (6M) Calculated over the trailing 6-month period	9.12%	9.44%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	11.14%	12.15%	-1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.91%	13.48%	+0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.97%	14.87%	+0.10%

ISNLX vs. IFTIX - Expense Ratio Comparison

ISNLX has a 0.17% expense ratio, which is lower than IFTIX's 0.72% expense ratio.

Dividends

ISNLX vs. IFTIX - Dividend Comparison

ISNLX's dividend yield for the trailing twelve months is around 4.91%, less than IFTIX's 43.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	43.12%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
ISNLX Voya Solution 2040 Portfolio	4.91%	5.41%	1.55%	6.03%	29.46%	2.62%	6.52%	8.29%	9.93%	2.27%	1.34%	7.70%

Frequently Asked Questions

Can I hold both ISNLX and IFTIX in my portfolio?

ISNLX and IFTIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISNLX or IFTIX?

ISNLX has higher volatility (4.25%) compared to IFTIX (2.67%). In terms of maximum drawdown, ISNLX dropped -32.03% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

ISNLX currently has the higher Sharpe Ratio (2.30 vs 1.76), 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.