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ISWIX vs. IPHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISWIX vs. IPHYX - Performance Comparison

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

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ISWIX vs. IPHYX - 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%
IPHYX
Voya High Yield Portfolio
-1.94%6.80%6.74%11.47%-13.75%4.15%5.66%15.24%-3.18%6.24%

Returns By Period

The year-to-date returns for both investments are quite close, with ISWIX having a -2.04% return and IPHYX slightly higher at -1.94%. Over the past 10 years, ISWIX has outperformed IPHYX with an annualized return of 5.05%, while IPHYX has yielded a comparatively lower 4.53% 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%

IPHYX

1D
0.12%
1M
-2.49%
YTD
-1.94%
6M
-0.81%
1Y
3.74%
3Y*
6.26%
5Y*
2.35%
10Y*
4.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISWIX vs. IPHYX - Expense Ratio Comparison

ISWIX has a 0.25% expense ratio, which is lower than IPHYX's 0.73% expense ratio.


Return for Risk

ISWIX vs. IPHYX — 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

IPHYX
IPHYX Risk / Return Rank: 5454
Overall Rank
IPHYX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IPHYX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IPHYX Omega Ratio Rank: 6464
Omega Ratio Rank
IPHYX Calmar Ratio Rank: 3939
Calmar Ratio Rank
IPHYX Martin Ratio Rank: 4545
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. IPHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution Income Portfolio (ISWIX) and Voya High Yield Portfolio (IPHYX). 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.


ISWIXIPHYXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.09

+0.16

Sortino ratio

Return per unit of downside risk

1.81

1.54

+0.27

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.18

1.03

+0.15

Martin ratio

Return relative to average drawdown

5.18

4.60

+0.58

ISWIX vs. IPHYX - Sharpe Ratio Comparison

The current ISWIX Sharpe Ratio is 1.25, which is comparable to the IPHYX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ISWIX and IPHYX, 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


ISWIXIPHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.09

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.47

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.84

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.01

-0.30

Correlation

The correlation between ISWIX and IPHYX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ISWIX vs. IPHYX - Dividend Comparison

ISWIX's dividend yield for the trailing twelve months is around 3.93%, less than IPHYX's 3.98% 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%
IPHYX
Voya High Yield Portfolio
3.98%4.47%5.90%5.68%4.36%4.26%5.03%5.14%6.03%6.82%6.44%6.32%

Drawdowns

ISWIX vs. IPHYX - Drawdown Comparison

The maximum ISWIX drawdown since its inception was -27.14%, smaller than the maximum IPHYX drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for ISWIX and IPHYX.


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Drawdown Indicators


ISWIXIPHYXDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-32.43%

+5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-3.00%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-17.18%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-18.78%

-20.45%

+1.67%

Current Drawdown

Current decline from peak

-4.42%

-2.51%

-1.91%

Average Drawdown

Average peak-to-trough decline

-3.05%

-2.81%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

0.76%

+0.43%

Volatility

ISWIX vs. IPHYX - Volatility Comparison

Voya Solution Income Portfolio (ISWIX) has a higher volatility of 1.78% compared to Voya High Yield Portfolio (IPHYX) at 1.36%. This indicates that ISWIX's price experiences larger fluctuations and is considered to be riskier than IPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISWIXIPHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.36%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

2.23%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

6.68%

4.19%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

5.16%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.51%

5.50%

+1.01%