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ISRIX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISRIX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2045 Portfolio (ISRIX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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ISRIX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISRIX
Voya Solution 2045 Portfolio
-2.22%19.58%14.62%20.30%-19.03%17.58%16.62%24.17%-10.07%21.54%
FFFCX
Fidelity Freedom 2010 Fund
0.41%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%

Returns By Period

In the year-to-date period, ISRIX achieves a -2.22% return, which is significantly lower than FFFCX's 0.41% return. Over the past 10 years, ISRIX has outperformed FFFCX with an annualized return of 10.05%, while FFFCX has yielded a comparatively lower 5.51% annualized return.


ISRIX

1D
2.67%
1M
-5.63%
YTD
-2.22%
6M
0.42%
1Y
17.25%
3Y*
14.67%
5Y*
7.53%
10Y*
10.05%

FFFCX

1D
1.02%
1M
-2.43%
YTD
0.41%
6M
1.73%
1Y
9.26%
3Y*
7.44%
5Y*
3.17%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISRIX vs. FFFCX - Expense Ratio Comparison

ISRIX has a 0.17% expense ratio, which is lower than FFFCX's 0.49% expense ratio.


Return for Risk

ISRIX vs. FFFCX — Risk / Return Rank

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

ISRIX
ISRIX Risk / Return Rank: 5454
Overall Rank
ISRIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISRIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
ISRIX Omega Ratio Rank: 6363
Omega Ratio Rank
ISRIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
ISRIX Martin Ratio Rank: 5050
Martin Ratio Rank

FFFCX
FFFCX Risk / Return Rank: 8686
Overall Rank
FFFCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8585
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 8686
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.

ISRIX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2045 Portfolio (ISRIX) and Fidelity Freedom 2010 Fund (FFFCX). 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.


ISRIXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.73

-0.50

Sortino ratio

Return per unit of downside risk

1.82

2.41

-0.59

Omega ratio

Gain probability vs. loss probability

1.27

1.36

-0.09

Calmar ratio

Return relative to maximum drawdown

1.23

2.39

-1.16

Martin ratio

Return relative to average drawdown

5.89

9.45

-3.55

ISRIX vs. FFFCX - Sharpe Ratio Comparison

The current ISRIX Sharpe Ratio is 1.22, which is comparable to the FFFCX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of ISRIX and FFFCX, 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


ISRIXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.73

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.50

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.88

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.67

-0.24

Correlation

The correlation between ISRIX and FFFCX is 0.91, 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

ISRIX vs. FFFCX - Dividend Comparison

ISRIX's dividend yield for the trailing twelve months is around 5.98%, more than FFFCX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
ISRIX
Voya Solution 2045 Portfolio
5.98%5.85%1.53%8.18%28.81%9.05%7.37%11.50%7.75%3.80%11.39%21.72%
FFFCX
Fidelity Freedom 2010 Fund
4.95%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Drawdowns

ISRIX vs. FFFCX - Drawdown Comparison

The maximum ISRIX drawdown since its inception was -56.73%, which is greater than FFFCX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for ISRIX and FFFCX.


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Drawdown Indicators


ISRIXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-56.73%

-36.88%

-19.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-4.00%

-6.77%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-18.35%

-8.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

-18.35%

-15.39%

Current Drawdown

Current decline from peak

-6.59%

-2.82%

-3.77%

Average Drawdown

Average peak-to-trough decline

-8.54%

-4.60%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.01%

+1.64%

Volatility

ISRIX vs. FFFCX - Volatility Comparison

Voya Solution 2045 Portfolio (ISRIX) has a higher volatility of 4.86% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.59%. This indicates that ISRIX's price experiences larger fluctuations and is considered to be riskier than FFFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISRIXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

2.59%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

3.56%

+5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

5.56%

+10.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

6.33%

+8.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

6.28%

+9.55%