ISRIX vs. IRVIX
ISRIX (Voya Solution 2045 Portfolio) and IRVIX (Voya Russell Large Cap Value Index Portfolio) are both mutual funds - ISRIX is a Target Retirement Date fund managed by Voya, while IRVIX is a Large Cap Value Equities fund managed by Voya. Over the past 10 years, ISRIX returned 11.71%/yr vs 12.24%/yr for IRVIX. Their correlation of 0.87 suggests significant overlap in exposure. ISRIX charges 0.17%/yr vs 0.35%/yr for IRVIX.
Performance
ISRIX vs. IRVIX - Performance Comparison
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Returns By Period
In the year-to-date period, ISRIX achieves a 9.61% return, which is significantly lower than IRVIX's 16.35% return. Both investments have delivered pretty close results over the past 10 years, with ISRIX having a 11.71% annualized return and IRVIX not far ahead at 12.24%.
ISRIX
- 1D
- 0.38%
- 1M
- -0.74%
- YTD
- 9.61%
- 6M
- 8.90%
- 1Y
- 20.92%
- 3Y*
- 17.91%
- 5Y*
- 8.85%
- 10Y*
- 11.71%
IRVIX
- 1D
- 1.25%
- 1M
- 2.49%
- YTD
- 16.35%
- 6M
- 15.35%
- 1Y
- 28.86%
- 3Y*
- 19.22%
- 5Y*
- 11.84%
- 10Y*
- 12.24%
ISRIX vs. IRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISRIX Voya Solution 2045 Portfolio | 9.61% | 19.58% | 14.62% | 20.30% | -19.03% | 17.58% | 16.62% | 24.17% | -10.07% | 21.54% |
IRVIX Voya Russell Large Cap Value Index Portfolio | 16.35% | 18.08% | 14.99% | 10.26% | -5.48% | 22.95% | 1.38% | 25.75% | -6.61% | 13.47% |
Correlation
The correlation between ISRIX and IRVIX is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.87 |
Over the past year, the correlation between ISRIX and IRVIX has dropped to 0.64 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
ISRIX vs. IRVIX — Risk / Return Rank
ISRIX
IRVIX
ISRIX vs. IRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2045 Portfolio (ISRIX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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.
| ISRIX | IRVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.53 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 4.99 | -2.34 |
| Martin ratioReturn relative to average drawdown | 12.28 | 20.64 | -8.35 |
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Drawdowns
ISRIX vs. IRVIX - Drawdown Comparison
The maximum ISRIX drawdown since its inception was -56.73%, which is greater than IRVIX's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for ISRIX and IRVIX.
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Drawdown Indicators
| ISRIX | IRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.73% | -35.67% | -21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -6.64% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -15.00% | -13.38% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -18.37% | -8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -35.67% | +1.93% |
Current DrawdownCurrent decline from peak | -2.06% | -0.06% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -8.45% | -3.82% | -4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.56% | +0.32% |
Volatility
ISRIX vs. IRVIX - Volatility Comparison
Voya Solution 2045 Portfolio (ISRIX) has a higher volatility of 4.79% compared to Voya Russell Large Cap Value Index Portfolio (IRVIX) at 4.19%. This indicates that ISRIX's price experiences larger fluctuations and is considered to be riskier than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISRIX | IRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.19% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 9.18% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 11.53% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 14.34% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 16.85% | -1.00% |
ISRIX vs. IRVIX - Expense Ratio Comparison
ISRIX has a 0.17% expense ratio, which is lower than IRVIX's 0.35% expense ratio.
Dividends
ISRIX vs. IRVIX - Dividend Comparison
ISRIX's dividend yield for the trailing twelve months is around 5.34%, more than IRVIX's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRVIX Voya Russell Large Cap Value Index Portfolio | 3.79% | 29.89% | 3.60% | 2.01% | 1.36% | 1.94% | 3.78% | 5.91% | 6.32% | 1.94% | 2.90% | 3.11% |
ISRIX Voya Solution 2045 Portfolio | 5.34% | 5.85% | 1.53% | 8.18% | 28.81% | 9.05% | 7.37% | 11.50% | 7.75% | 3.80% | 11.39% | 21.72% |
Frequently Asked Questions
ISRIX and IRVIX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISRIX has higher volatility (4.79%) compared to IRVIX (4.19%). In terms of maximum drawdown, ISRIX dropped -56.73% vs IRVIX's -35.67%.
IRVIX currently has the higher Sharpe Ratio (2.88 vs 1.97), 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.
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