ISNQX vs. IRLNX
Compare and contrast key facts about Voya Solution 2050 Portfolio (ISNQX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX).
ISNQX is managed by Voya. It was launched on Oct 2, 2011. IRLNX is managed by Voya. It was launched on May 1, 2009.
Performance
ISNQX vs. IRLNX - Performance Comparison
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ISNQX vs. IRLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISNQX Voya Solution 2050 Portfolio | -2.39% | 20.04% | 15.16% | 20.86% | -19.16% | 17.44% | 16.39% | 24.65% | -10.36% | 22.00% |
IRLNX Voya Russell Large Cap Growth Index Portfolio | -9.33% | 18.20% | 34.60% | 46.01% | -30.06% | 30.63% | 38.32% | 35.61% | -2.02% | 31.27% |
Returns By Period
In the year-to-date period, ISNQX achieves a -2.39% return, which is significantly higher than IRLNX's -9.33% return. Over the past 10 years, ISNQX has underperformed IRLNX with an annualized return of 10.17%, while IRLNX has yielded a comparatively higher 17.15% annualized return.
ISNQX
- 1D
- 2.80%
- 1M
- -5.84%
- YTD
- -2.39%
- 6M
- 0.27%
- 1Y
- 17.80%
- 3Y*
- 15.02%
- 5Y*
- 7.71%
- 10Y*
- 10.17%
IRLNX
- 1D
- 0.87%
- 1M
- -4.03%
- YTD
- -9.33%
- 6M
- -8.82%
- 1Y
- 17.48%
- 3Y*
- 22.19%
- 5Y*
- 13.38%
- 10Y*
- 17.15%
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ISNQX vs. IRLNX - Expense Ratio Comparison
ISNQX has a 0.18% expense ratio, which is lower than IRLNX's 0.43% expense ratio.
Return for Risk
ISNQX vs. IRLNX — Risk / Return Rank
ISNQX
IRLNX
ISNQX vs. IRLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2050 Portfolio (ISNQX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX). 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.
| ISNQX | IRLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.88 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.48 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 0.17 | +1.04 |
Martin ratioReturn relative to average drawdown | 5.85 | 0.53 | +5.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISNQX | IRLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.88 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.63 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.82 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.87 | -0.17 |
Correlation
The correlation between ISNQX and IRLNX is 0.86, 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
ISNQX vs. IRLNX - Dividend Comparison
ISNQX's dividend yield for the trailing twelve months is around 8.21%, less than IRLNX's 10.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISNQX Voya Solution 2050 Portfolio | 8.21% | 8.01% | 1.33% | 6.04% | 31.37% | 2.78% | 6.32% | 8.18% | 6.96% | 1.98% | 1.14% | 7.90% |
IRLNX Voya Russell Large Cap Growth Index Portfolio | 10.52% | 9.54% | 3.55% | 4.60% | 11.22% | 0.83% | 4.18% | 4.95% | 3.70% | 0.99% | 1.23% | 1.14% |
Drawdowns
ISNQX vs. IRLNX - Drawdown Comparison
The maximum ISNQX drawdown since its inception was -33.88%, roughly equal to the maximum IRLNX drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for ISNQX and IRLNX.
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Drawdown Indicators
| ISNQX | IRLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.88% | -32.90% | -0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -16.64% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -26.90% | -32.90% | +6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -32.90% | -0.98% |
Current DrawdownCurrent decline from peak | -6.84% | -12.78% | +5.94% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.75% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 7.40% | -4.64% |
Volatility
ISNQX vs. IRLNX - Volatility Comparison
The current volatility for Voya Solution 2050 Portfolio (ISNQX) is 5.10%, while Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a volatility of 6.71%. This indicates that ISNQX experiences smaller price fluctuations and is considered to be less risky than IRLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISNQX | IRLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 6.71% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 12.25% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 23.62% | -7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 21.94% | -6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 21.35% | -5.09% |