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ISOLX vs. LTTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISOLX vs. LTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Target In-Retirement Fund (ISOLX) and MFS Lifetime 2025 Fund (LTTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISOLX achieves a 5.02% return, which is significantly higher than LTTIX's 2.74% return. Over the past 10 years, ISOLX has underperformed LTTIX with an annualized return of 5.64%, while LTTIX has yielded a comparatively higher 6.24% annualized return.


ISOLX

1D
0.51%
1M
1.10%
YTD
5.02%
6M
5.54%
1Y
13.18%
3Y*
9.69%
5Y*
4.23%
10Y*
5.64%

LTTIX

1D
0.00%
1M
0.15%
YTD
2.74%
6M
2.84%
1Y
8.28%
3Y*
8.33%
5Y*
3.72%
10Y*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISOLX vs. LTTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISOLX
Voya Target In-Retirement Fund
5.02%11.96%7.03%11.13%-14.97%6.53%10.46%14.40%-2.96%9.49%
LTTIX
MFS Lifetime 2025 Fund
2.74%9.29%6.73%10.36%-12.36%8.61%10.61%17.82%-3.97%13.16%

Correlation

The correlation between ISOLX and LTTIX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

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

0.91

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

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.91

The correlation between ISOLX and LTTIX shifts across timeframes, from 0.81 (1 year) to 0.92 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISOLX vs. LTTIX — Risk / Return Rank

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

ISOLX
ISOLX Risk / Return Rank: 7979
Overall Rank
ISOLX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ISOLX Sortino Ratio Rank: 8484
Sortino Ratio Rank
ISOLX Omega Ratio Rank: 7979
Omega Ratio Rank
ISOLX Calmar Ratio Rank: 7373
Calmar Ratio Rank
ISOLX Martin Ratio Rank: 8181
Martin Ratio Rank

LTTIX
LTTIX Risk / Return Rank: 6363
Overall Rank
LTTIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LTTIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
LTTIX Omega Ratio Rank: 7171
Omega Ratio Rank
LTTIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
LTTIX Martin Ratio Rank: 5858
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.

ISOLX vs. LTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Target In-Retirement Fund (ISOLX) and MFS Lifetime 2025 Fund (LTTIX). 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.


ISOLXLTTIXDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.47

1.42

+0.05

Calmar ratioReturn relative to maximum drawdown

3.15

2.47

+0.68

Martin ratioReturn relative to average drawdown

14.01

10.68

+3.32

ISOLX vs. LTTIX - Sharpe Ratio Comparison

The current ISOLX Sharpe Ratio is 2.41, which is comparable to the LTTIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of ISOLX and LTTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ISOLX vs. LTTIX - Drawdown Comparison

The maximum ISOLX drawdown since its inception was -19.02%, roughly equal to the maximum LTTIX drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for ISOLX and LTTIX.


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Drawdown Indicators


ISOLXLTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-19.33%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-3.64%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-6.37%

-5.77%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

-16.92%

-2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

-19.33%

+0.31%

Current Drawdown

Current decline from peak

-0.25%

-0.45%

+0.20%

Average Drawdown

Average peak-to-trough decline

-2.81%

-2.68%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.84%

+0.14%

Volatility

ISOLX vs. LTTIX - Volatility Comparison

Voya Target In-Retirement Fund (ISOLX) has a higher volatility of 2.35% compared to MFS Lifetime 2025 Fund (LTTIX) at 1.34%. This indicates that ISOLX's price experiences larger fluctuations and is considered to be riskier than LTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISOLXLTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

1.34%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.85%

3.32%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.93%

4.18%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

6.37%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.60%

7.24%

-0.64%

ISOLX vs. LTTIX - Expense Ratio Comparison

ISOLX has a 0.20% expense ratio, which is higher than LTTIX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ISOLX vs. LTTIX - Dividend Comparison

ISOLX's dividend yield for the trailing twelve months is around 3.70%, less than LTTIX's 11.54% yield.


PositionTTM20252024202320222021202020192018201720162015
ISOLX
Voya Target In-Retirement Fund
3.70%3.89%2.37%3.10%3.50%10.09%3.54%6.63%3.53%4.60%2.06%0.30%
LTTIX
MFS Lifetime 2025 Fund
11.54%8.13%7.07%3.30%5.88%7.35%2.83%3.68%4.32%3.51%4.03%1.82%

Frequently Asked Questions


ISOLX and LTTIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISOLX has higher volatility (2.35%) compared to LTTIX (1.34%). In terms of maximum drawdown, ISOLX dropped -19.02% vs LTTIX's -19.33%.

ISOLX currently has the higher Sharpe Ratio (2.41 vs 2.16), 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.

Portfolio Optimizer

Find the right allocation for ISOLX and LTTIX

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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