ISNQX vs. FATKX
ISNQX (Voya Solution 2050 Portfolio) and FATKX (Fidelity Freedom 2020 Fund Class K6) are both Target Retirement Date funds. Over the past 5 years, ISNQX returned 9.31%/yr vs 5.73%/yr for FATKX. Their correlation of 0.91 means they have usually moved in the same direction. ISNQX charges 0.18%/yr vs 0.42%/yr for FATKX.
Performance
ISNQX vs. FATKX - Performance Comparison
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Returns By Period
In the year-to-date period, ISNQX achieves a 11.68% return, which is significantly higher than FATKX's 6.77% return.
ISNQX
- 1D
- 1.11%
- 1M
- 0.86%
- 6M
- 8.57%
- YTD
- 11.68%
- 1Y
- 21.14%
- 3Y*
- 17.92%
- 5Y*
- 9.31%
- 10Y*
- 11.10%
- ALL TIME*
- 11.60%
FATKX
- 1D
- 0.64%
- 1M
- -0.13%
- 6M
- 4.38%
- YTD
- 6.77%
- 1Y
- 12.79%
- 3Y*
- 12.94%
- 5Y*
- 5.73%
- 10Y*
- —
- ALL TIME*
- 7.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ISNQX vs. FATKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISNQX Voya Solution 2050 Portfolio | 11.68% | 20.04% | 15.16% | 20.86% | -19.16% | 17.44% | 16.39% | 24.65% | -10.36% | 10.04% |
FATKX Fidelity Freedom 2020 Fund Class K6 | 6.77% | 15.14% | 11.68% | 13.16% | -15.93% | 9.13% | 13.79% | 18.14% | -5.20% | 6.72% |
Correlation
The correlation between ISNQX and FATKX is 0.86, 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. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2017 | 0.91 |
The correlation between ISNQX and FATKX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
ISNQX vs. FATKX — Risk / Return Rank
ISNQX
FATKX
ISNQX vs. FATKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2050 Portfolio (ISNQX) and Fidelity Freedom 2020 Fund Class K6 (FATKX). 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.
| ISNQX | FATKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.51 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.88 | 10.17 | +1.71 |
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Drawdowns
ISNQX vs. FATKX - Drawdown Comparison
The maximum ISNQX drawdown since its inception was -33.88%, which is greater than FATKX's maximum drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for ISNQX and FATKX.
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Drawdown Indicators
| ISNQX | FATKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.88% | -22.44% | -11.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -5.48% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -15.79% | -7.30% | -8.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.90% | -22.44% | -4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.88% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -4.32% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.34% | +0.71% |
Volatility
ISNQX vs. FATKX - Volatility Comparison
Voya Solution 2050 Portfolio (ISNQX) has a higher volatility of 3.91% compared to Fidelity Freedom 2020 Fund Class K6 (FATKX) at 2.40%. This indicates that ISNQX's price experiences larger fluctuations and is considered to be riskier than FATKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISNQX | FATKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.40% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 6.76% | +3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 7.83% | +5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 9.14% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 9.29% | +7.01% |
ISNQX vs. FATKX - Expense Ratio Comparison
ISNQX has a 0.18% expense ratio, which is lower than FATKX's 0.42% expense ratio.
Dividends
ISNQX vs. FATKX - Dividend Comparison
ISNQX has not paid dividends to shareholders, while FATKX's dividend yield for the trailing twelve months is around 7.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FATKX Fidelity Freedom 2020 Fund Class K6 | 7.94% | 7.70% | 8.73% | 2.94% | 10.06% | 12.30% | 6.93% | 6.79% | 7.43% | 3.18% | 0.00% | 0.00% |
ISNQX Voya Solution 2050 Portfolio | 0.00% | 8.01% | 1.33% | 6.04% | 31.37% | 2.78% | 6.32% | 8.18% | 6.96% | 1.98% | 1.14% | 7.90% |
Frequently Asked Questions
ISNQX and FATKX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISNQX has higher volatility (3.91%) compared to FATKX (2.40%). In terms of maximum drawdown, ISNQX dropped -33.88% vs FATKX's -22.44%.
ISNQX currently has the higher Sharpe Ratio (1.92 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.
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