ISQIX vs. LTTIX

Last updated Jun 23, 2026

ISQIX (Voya Solution 2035 Portfolio) and LTTIX (MFS Lifetime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, ISQIX returned 9.78%/yr vs 6.24%/yr for LTTIX. Their correlation of 0.92 suggests significant overlap in exposure. ISQIX charges 0.18%/yr vs 0.00%/yr for LTTIX.

Performance

ISQIX vs. LTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2035 Portfolio (ISQIX) and MFS Lifetime 2025 Fund (LTTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISQIX achieves a 8.76% return, which is significantly higher than LTTIX's 2.74% return. Over the past 10 years, ISQIX has outperformed LTTIX with an annualized return of 9.78%, while LTTIX has yielded a comparatively lower 6.24% annualized return.

ISQIX

• 1D: 0.87%
• 1M: 1.35%
• YTD: 8.76%
• 6M: 8.67%
• 1Y: 20.78%
• 3Y*: 14.70%
• 5Y*: 7.70%
• 10Y*: 9.78%

LTTIX

• 1D: 0.00%
• 1M: 0.08%
• YTD: 2.74%
• 6M: 2.70%
• 1Y: 8.28%
• 3Y*: 8.33%
• 5Y*: 3.72%
• 10Y*: 6.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISQIX vs. LTTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISQIX Voya Solution 2035 Portfolio	8.76%	16.44%	11.99%	17.94%	-18.18%	14.39%	14.69%	22.12%	-8.08%	19.83%
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 ISQIX and LTTIX is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.92

The correlation between ISQIX and LTTIX shifts across timeframes, from 0.75 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ISQIX vs. LTTIX — Risk / Return Rank

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

ISQIX

ISQIX Risk / Return Rank: 74
ISQIX Sharpe Ratio Rank: 73
ISQIX Sortino Ratio Rank: 76
ISQIX Omega Ratio Rank: 71
ISQIX Calmar Ratio Rank: 69
ISQIX Martin Ratio Rank: 82

LTTIX

LTTIX Risk / Return Rank: 61
LTTIX Sharpe Ratio Rank: 64
LTTIX Sortino Ratio Rank: 71
LTTIX Omega Ratio Rank: 70
LTTIX Calmar Ratio Rank: 46
LTTIX Martin Ratio Rank: 57

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.

ISQIX vs. LTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2035 Portfolio (ISQIX) 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.

	ISQIX	LTTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.16	+0.12
Sortino ratio: Return per unit of downside risk	3.32	3.20	+0.12
Omega ratio: Gain probability vs. loss probability	1.43	1.42	+0.01
Calmar ratio: Return relative to maximum drawdown	3.04	2.47	+0.57
Martin ratio: Return relative to average drawdown	14.23	10.68	+3.55

ISQIX vs. LTTIX - Sharpe Ratio Comparison

The current ISQIX Sharpe Ratio is 2.28, which is comparable to the LTTIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of ISQIX 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.

Drawdowns

ISQIX vs. LTTIX - Drawdown Comparison

The maximum ISQIX drawdown since its inception was -53.42%, which is greater than LTTIX's maximum drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for ISQIX and LTTIX.

Drawdown Indicators

	ISQIX	LTTIX	Difference
Max Drawdown Largest peak-to-trough decline	-53.42%	-19.33%	-34.09%
Max Drawdown (1Y) Largest decline over 1 year	-7.37%	-3.64%	-3.73%
Max Drawdown (3Y) Largest decline over 3 years	-11.80%	-5.77%	-6.03%
Max Drawdown (5Y) Largest decline over 5 years	-24.79%	-16.92%	-7.87%
Max Drawdown (10Y) Largest decline over 10 years	-30.61%	-19.33%	-11.28%
Current Drawdown Current decline from peak	-0.54%	-0.45%	-0.09%
Average Drawdown Average peak-to-trough decline	-7.40%	-2.68%	-4.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	0.84%	+0.68%

Volatility

ISQIX vs. LTTIX - Volatility Comparison

Voya Solution 2035 Portfolio (ISQIX) has a higher volatility of 3.76% compared to MFS Lifetime 2025 Fund (LTTIX) at 1.34%. This indicates that ISQIX'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.

Volatility by Period

	ISQIX	LTTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	1.34%	+2.42%
Volatility (6M) Calculated over the trailing 6-month period	8.05%	3.32%	+4.73%
Volatility (1Y) Calculated over the trailing 1-year period	9.84%	4.18%	+5.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	6.37%	+6.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.53%	7.24%	+6.29%

ISQIX vs. LTTIX - Expense Ratio Comparison

ISQIX has a 0.18% 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

ISQIX vs. LTTIX - Dividend Comparison

ISQIX's dividend yield for the trailing twelve months is around 5.32%, less than LTTIX's 11.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISQIX Voya Solution 2035 Portfolio	5.32%	5.78%	1.80%	6.70%	26.20%	6.16%	7.98%	10.27%	6.94%	4.21%	11.65%	17.40%
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

Can I hold both ISQIX and LTTIX in my portfolio?

ISQIX and LTTIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISQIX or LTTIX?

ISQIX has higher volatility (3.76%) compared to LTTIX (1.34%). In terms of maximum drawdown, ISQIX dropped -53.42% vs LTTIX's -19.33%.

Which has better risk-adjusted returns?

ISQIX currently has the higher Sharpe Ratio (2.28 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.