ISWIX vs. IFTIX

Last updated Jun 4, 2026

ISWIX (Voya Solution Income Portfolio) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - ISWIX is a Target Retirement Date fund managed by Voya, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, ISWIX returned 5.62%/yr vs 8.67%/yr for IFTIX. A 0.75 correlation means they provide meaningful diversification when combined. ISWIX charges 0.25%/yr vs 0.72%/yr for IFTIX.

Performance

ISWIX vs. IFTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution Income Portfolio (ISWIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISWIX achieves a 5.07% return, which is significantly lower than IFTIX's 6.84% return. Over the past 10 years, ISWIX has underperformed IFTIX with an annualized return of 5.62%, while IFTIX has yielded a comparatively higher 8.67% annualized return.

ISWIX

• 1D: 0.08%
• 1M: 2.34%
• YTD: 5.07%
• 6M: 5.25%
• 1Y: 13.03%
• 3Y*: 9.58%
• 5Y*: 3.97%
• 10Y*: 5.62%

IFTIX

• 1D: -0.19%
• 1M: 0.59%
• YTD: 6.84%
• 6M: 9.75%
• 1Y: 18.28%
• 3Y*: 19.53%
• 5Y*: 10.71%
• 10Y*: 8.67%

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

ISWIX vs. IFTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISWIX Voya Solution Income Portfolio	5.07%	11.26%	6.47%	10.89%	-14.74%	6.70%	12.19%	13.37%	-2.80%	9.66%
IFTIX Voya International High Dividend Low Volatility Portfolio	6.84%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between ISWIX and IFTIX is 0.51, 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jan 5, 2006	0.75

Over the past year, the correlation between ISWIX and IFTIX has dropped to 0.51 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

Return for Risk

ISWIX vs. IFTIX — Risk / Return Rank

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

ISWIX

ISWIX Risk / Return Rank: 78
ISWIX Sharpe Ratio Rank: 79
ISWIX Sortino Ratio Rank: 84
ISWIX Omega Ratio Rank: 77
ISWIX Calmar Ratio Rank: 71
ISWIX Martin Ratio Rank: 79

IFTIX

IFTIX Risk / Return Rank: 33
IFTIX Sharpe Ratio Rank: 31
IFTIX Sortino Ratio Rank: 30
IFTIX Omega Ratio Rank: 31
IFTIX Calmar Ratio Rank: 37
IFTIX Martin Ratio Rank: 35

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. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution Income Portfolio (ISWIX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). 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.

	ISWIX	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.61	1.60	+1.01
Sortino ratio: Return per unit of downside risk	4.01	2.27	+1.74
Omega ratio: Gain probability vs. loss probability	1.51	1.29	+0.21
Calmar ratio: Return relative to maximum drawdown	3.26	2.30	+0.95
Martin ratio: Return relative to average drawdown	14.76	7.71	+7.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISWIX vs. IFTIX - Sharpe Ratio Comparison

The current ISWIX Sharpe Ratio is 2.61, which is higher than the IFTIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of ISWIX and IFTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ISWIX	IFTIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	1.60	+1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.82	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.59	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.31	+0.44

Drawdowns

ISWIX vs. IFTIX - Drawdown Comparison

The maximum ISWIX drawdown since its inception was -27.14%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for ISWIX and IFTIX.

Drawdown Indicators

	ISWIX	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-27.14%	-57.91%	+30.77%
Max Drawdown (1Y) Largest decline over 1 year	-4.42%	-8.44%	+4.02%
Max Drawdown (3Y) Largest decline over 3 years	-6.47%	-10.20%	+3.73%
Max Drawdown (5Y) Largest decline over 5 years	-18.78%	-25.56%	+6.78%
Max Drawdown (10Y) Largest decline over 10 years	-18.78%	-37.08%	+18.30%
Current Drawdown Current decline from peak	0.00%	-2.94%	+2.94%
Average Drawdown Average peak-to-trough decline	-3.03%	-11.55%	+8.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.94%	2.40%	-1.46%

Volatility

ISWIX vs. IFTIX - Volatility Comparison

The current volatility for Voya Solution Income Portfolio (ISWIX) is 1.89%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 3.77%. This indicates that ISWIX experiences smaller price fluctuations and is considered to be less risky than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISWIX	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.89%	3.77%	-1.88%
Volatility (6M) Calculated over the trailing 6-month period	4.42%	9.37%	-4.95%
Volatility (1Y) Calculated over the trailing 1-year period	5.52%	12.22%	-6.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.97%	13.48%	-6.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.57%	14.92%	-8.35%

ISWIX vs. IFTIX - Expense Ratio Comparison

ISWIX has a 0.25% expense ratio, which is lower than IFTIX's 0.72% expense ratio.

Dividends

ISWIX vs. IFTIX - Dividend Comparison

ISWIX's dividend yield for the trailing twelve months is around 3.67%, less than IFTIX's 43.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	43.33%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
ISWIX Voya Solution Income Portfolio	3.67%	3.85%	2.99%	4.17%	17.41%	6.86%	2.76%	5.10%	5.54%	2.79%	2.38%	6.99%

Frequently Asked Questions

Can I hold both ISWIX and IFTIX in my portfolio?

ISWIX and IFTIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISWIX or IFTIX?

IFTIX has higher volatility (3.77%) compared to ISWIX (1.89%). In terms of maximum drawdown, ISWIX dropped -27.14% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

ISWIX currently has the higher Sharpe Ratio (2.61 vs 1.60), 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.