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ISNQX vs. URFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISNQX vs. URFFX - Performance Comparison

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

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ISNQX vs. URFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISNQX
Voya Solution 2050 Portfolio
-1.49%20.04%15.16%20.86%-19.16%17.44%16.39%24.65%-10.36%22.00%
URFFX
USAA Target Retirement 2050 Fund
0.98%19.35%11.86%18.12%-15.66%17.70%10.52%20.16%-9.01%19.40%

Returns By Period

In the year-to-date period, ISNQX achieves a -1.49% return, which is significantly lower than URFFX's 0.98% return. Over the past 10 years, ISNQX has outperformed URFFX with an annualized return of 10.27%, while URFFX has yielded a comparatively lower 9.50% annualized return.


ISNQX

1D
0.92%
1M
-3.13%
YTD
-1.49%
6M
0.98%
1Y
18.19%
3Y*
15.37%
5Y*
7.91%
10Y*
10.27%

URFFX

1D
0.91%
1M
-2.21%
YTD
0.98%
6M
3.35%
1Y
19.64%
3Y*
14.82%
5Y*
8.18%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISNQX vs. URFFX - Expense Ratio Comparison

ISNQX has a 0.18% expense ratio, which is lower than URFFX's 0.58% expense ratio.


Return for Risk

ISNQX vs. URFFX — Risk / Return Rank

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

ISNQX
ISNQX Risk / Return Rank: 5252
Overall Rank
ISNQX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ISNQX Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISNQX Omega Ratio Rank: 6161
Omega Ratio Rank
ISNQX Calmar Ratio Rank: 3232
Calmar Ratio Rank
ISNQX Martin Ratio Rank: 4646
Martin Ratio Rank

URFFX
URFFX Risk / Return Rank: 7474
Overall Rank
URFFX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
URFFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
URFFX Omega Ratio Rank: 7171
Omega Ratio Rank
URFFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
URFFX Martin Ratio Rank: 8282
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.

ISNQX vs. URFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2050 Portfolio (ISNQX) and USAA Target Retirement 2050 Fund (URFFX). 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.


ISNQXURFFXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.43

-0.18

Sortino ratio

Return per unit of downside risk

1.85

2.04

-0.19

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.21

2.00

-0.79

Martin ratio

Return relative to average drawdown

5.85

9.47

-3.62

ISNQX vs. URFFX - Sharpe Ratio Comparison

The current ISNQX Sharpe Ratio is 1.24, which is comparable to the URFFX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ISNQX and URFFX, 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


ISNQXURFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.43

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.59

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.67

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.43

+0.28

Correlation

The correlation between ISNQX and URFFX is 0.97, 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. URFFX - Dividend Comparison

ISNQX's dividend yield for the trailing twelve months is around 8.13%, more than URFFX's 6.40% yield.


TTM20252024202320222021202020192018201720162015
ISNQX
Voya Solution 2050 Portfolio
8.13%8.01%1.33%6.04%31.37%2.78%6.32%8.18%6.96%1.98%1.14%7.90%
URFFX
USAA Target Retirement 2050 Fund
6.40%6.46%2.61%3.39%11.40%8.13%6.25%11.76%10.21%5.55%3.91%2.57%

Drawdowns

ISNQX vs. URFFX - Drawdown Comparison

The maximum ISNQX drawdown since its inception was -33.88%, smaller than the maximum URFFX drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for ISNQX and URFFX.


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Drawdown Indicators


ISNQXURFFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.88%

-44.25%

+10.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-7.89%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.90%

-23.76%

-3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.88%

-29.97%

-3.91%

Current Drawdown

Current decline from peak

-5.98%

-4.68%

-1.30%

Average Drawdown

Average peak-to-trough decline

-4.63%

-5.97%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.17%

+0.49%

Volatility

ISNQX vs. URFFX - Volatility Comparison

Voya Solution 2050 Portfolio (ISNQX) and USAA Target Retirement 2050 Fund (URFFX) have volatilities of 5.13% and 5.21%, 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


ISNQXURFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

5.21%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

8.64%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

14.28%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

13.83%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

14.31%

+1.95%