ISRIX vs. SWPPX
Compare and contrast key facts about Voya Solution 2045 Portfolio (ISRIX) and Schwab S&P 500 Index Fund (SWPPX).
ISRIX is managed by Voya. It was launched on Apr 28, 2005. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
ISRIX vs. SWPPX - Performance Comparison
Loading graphics...
ISRIX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISRIX Voya Solution 2045 Portfolio | -4.77% | 19.58% | 14.62% | 20.30% | -19.03% | 17.58% | 16.62% | 24.17% | -10.07% | 21.54% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, ISRIX achieves a -4.77% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, ISRIX has underperformed SWPPX with an annualized return of 9.76%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
ISRIX
- 1D
- -1.45%
- 1M
- -8.81%
- YTD
- -4.77%
- 6M
- -1.86%
- 1Y
- 14.52%
- 3Y*
- 13.67%
- 5Y*
- 7.23%
- 10Y*
- 9.76%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ISRIX vs. SWPPX - Expense Ratio Comparison
ISRIX has a 0.17% expense ratio, which is higher than SWPPX's 0.02% 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%.
Return for Risk
ISRIX vs. SWPPX — Risk / Return Rank
ISRIX
SWPPX
ISRIX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2045 Portfolio (ISRIX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| ISRIX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.84 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.30 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.06 | -0.13 |
Martin ratioReturn relative to average drawdown | 4.51 | 5.14 | -0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ISRIX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.84 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.68 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.76 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.48 | -0.06 |
Correlation
The correlation between ISRIX and SWPPX is 0.95, 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. SWPPX - Dividend Comparison
ISRIX's dividend yield for the trailing twelve months is around 6.14%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISRIX Voya Solution 2045 Portfolio | 6.14% | 5.85% | 1.53% | 8.18% | 28.81% | 9.05% | 7.37% | 11.50% | 7.75% | 3.80% | 11.39% | 21.72% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
ISRIX vs. SWPPX - Drawdown Comparison
The maximum ISRIX drawdown since its inception was -56.73%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for ISRIX and SWPPX.
Loading graphics...
Drawdown Indicators
| ISRIX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.73% | -55.06% | -1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -12.10% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -24.51% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -33.80% | +0.06% |
Current DrawdownCurrent decline from peak | -9.03% | -8.89% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -10.00% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.49% | +0.13% |
Volatility
ISRIX vs. SWPPX - Volatility Comparison
The current volatility for Voya Solution 2045 Portfolio (ISRIX) is 3.80%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that ISRIX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ISRIX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 4.29% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 9.11% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.44% | 18.14% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 16.89% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 18.19% | -2.38% |