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ISNQX vs. FRQKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISNQX vs. FRQKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2050 Portfolio (ISNQX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ISNQX

1D
0.58%
1M
-0.76%
6M
8.57%
YTD
11.05%
1Y
21.81%
3Y*
17.30%
5Y*
9.39%
10Y*
11.18%

FRQKX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISNQX vs. FRQKX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ISNQX
Voya Solution 2050 Portfolio
11.05%20.04%15.16%20.86%-19.16%17.44%16.39%7.56%
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
3.66%9.91%4.42%8.62%-12.30%3.95%9.68%3.94%

Correlation

The correlation between ISNQX and FRQKX is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2019

0.75

The correlation between ISNQX and FRQKX has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

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Return for Risk

ISNQX vs. FRQKX — Risk / Return Rank

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

ISNQX
ISNQX Risk / Return Rank: 6969
Overall Rank
ISNQX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ISNQX Sortino Ratio Rank: 6868
Sortino Ratio Rank
ISNQX Omega Ratio Rank: 6666
Omega Ratio Rank
ISNQX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ISNQX Martin Ratio Rank: 8080
Martin Ratio Rank

FRQKX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ISNQX vs. FRQKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2050 Portfolio (ISNQX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). 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.


ISNQXFRQKXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.48

Martin ratioReturn relative to average drawdown

11.33

ISNQX vs. FRQKX - Sharpe Ratio Comparison


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Drawdowns

ISNQX vs. FRQKX - Drawdown Comparison


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Drawdown Indicators


ISNQXFRQKXDifference

Max Drawdown

Largest peak-to-trough decline

-33.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.88%

Current Drawdown

Current decline from peak

-1.27%

Average Drawdown

Average peak-to-trough decline

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

Volatility

ISNQX vs. FRQKX - Volatility Comparison


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Volatility by Period


ISNQXFRQKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

ISNQX vs. FRQKX - Expense Ratio Comparison

ISNQX has a 0.18% expense ratio, which is lower than FRQKX's 0.36% expense ratio.


Dividends

ISNQX vs. FRQKX - Dividend Comparison

ISNQX's dividend yield for the trailing twelve months is around 7.22%, more than FRQKX's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
3.28%3.09%2.91%2.86%5.12%6.11%3.61%2.57%0.00%0.00%0.00%0.00%
ISNQX
Voya Solution 2050 Portfolio
7.22%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 FRQKX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ISNQX and FRQKX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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