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ISWIX vs. FRAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISWIX vs. FRAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution Income Portfolio (ISWIX) and Fidelity Advisor Managed Retirement Income Fund Class A (FRAMX). The values are adjusted to include any dividend payments, if applicable.

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ISWIX vs. FRAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISWIX
Voya Solution Income Portfolio
-2.04%11.26%6.47%10.89%-14.74%6.70%12.19%13.37%-2.80%9.66%
FRAMX
Fidelity Advisor Managed Retirement Income Fund Class A
-0.57%9.55%4.04%7.80%-11.87%2.52%8.30%10.28%-2.05%6.82%

Returns By Period

In the year-to-date period, ISWIX achieves a -2.04% return, which is significantly lower than FRAMX's -0.57% return. Over the past 10 years, ISWIX has outperformed FRAMX with an annualized return of 5.05%, while FRAMX has yielded a comparatively lower 3.65% annualized return.


ISWIX

1D
-0.27%
1M
-4.34%
YTD
-2.04%
6M
-0.45%
1Y
7.45%
3Y*
7.15%
5Y*
3.04%
10Y*
5.05%

FRAMX

1D
0.26%
1M
-3.20%
YTD
-0.57%
6M
0.62%
1Y
6.78%
3Y*
5.66%
5Y*
2.13%
10Y*
3.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISWIX vs. FRAMX - Expense Ratio Comparison

ISWIX has a 0.25% expense ratio, which is lower than FRAMX's 0.70% expense ratio.


Return for Risk

ISWIX vs. FRAMX — Risk / Return Rank

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

ISWIX
ISWIX Risk / Return Rank: 6161
Overall Rank
ISWIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ISWIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
ISWIX Omega Ratio Rank: 6666
Omega Ratio Rank
ISWIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
ISWIX Martin Ratio Rank: 5252
Martin Ratio Rank

FRAMX
FRAMX Risk / Return Rank: 8080
Overall Rank
FRAMX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FRAMX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FRAMX Omega Ratio Rank: 7777
Omega Ratio Rank
FRAMX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRAMX Martin Ratio Rank: 8181
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.

ISWIX vs. FRAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution Income Portfolio (ISWIX) and Fidelity Advisor Managed Retirement Income Fund Class A (FRAMX). 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.


ISWIXFRAMXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.50

-0.25

Sortino ratio

Return per unit of downside risk

1.81

2.09

-0.27

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.18

2.00

-0.82

Martin ratio

Return relative to average drawdown

5.18

8.06

-2.88

ISWIX vs. FRAMX - Sharpe Ratio Comparison

The current ISWIX Sharpe Ratio is 1.25, which is comparable to the FRAMX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ISWIX and FRAMX, 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


ISWIXFRAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.50

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.41

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.82

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.49

+0.22

Correlation

The correlation between ISWIX and FRAMX 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

ISWIX vs. FRAMX - Dividend Comparison

ISWIX's dividend yield for the trailing twelve months is around 3.93%, more than FRAMX's 2.91% yield.


TTM20252024202320222021202020192018201720162015
ISWIX
Voya Solution Income Portfolio
3.93%3.85%2.99%4.17%17.41%6.86%2.76%5.10%5.54%2.79%2.38%6.99%
FRAMX
Fidelity Advisor Managed Retirement Income Fund Class A
2.91%2.77%2.77%2.58%4.26%3.31%2.23%2.37%4.40%8.26%1.42%1.42%

Drawdowns

ISWIX vs. FRAMX - Drawdown Comparison

The maximum ISWIX drawdown since its inception was -27.14%, smaller than the maximum FRAMX drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for ISWIX and FRAMX.


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Drawdown Indicators


ISWIXFRAMXDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-33.94%

+6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-3.45%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-16.31%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-18.78%

-16.31%

-2.47%

Current Drawdown

Current decline from peak

-4.42%

-3.20%

-1.22%

Average Drawdown

Average peak-to-trough decline

-3.05%

-3.87%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

0.86%

+0.33%

Volatility

ISWIX vs. FRAMX - Volatility Comparison

The current volatility for Voya Solution Income Portfolio (ISWIX) is 1.78%, while Fidelity Advisor Managed Retirement Income Fund Class A (FRAMX) has a volatility of 1.96%. This indicates that ISWIX experiences smaller price fluctuations and is considered to be less risky than FRAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISWIXFRAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.96%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

2.86%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

6.68%

4.59%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

5.21%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.51%

4.47%

+2.04%