ISWIX vs. IPHYX
Compare and contrast key facts about Voya Solution Income Portfolio (ISWIX) and Voya High Yield Portfolio (IPHYX).
ISWIX is managed by Voya. It was launched on Apr 28, 2005. IPHYX is managed by Voya. It was launched on May 3, 2004.
Performance
ISWIX vs. IPHYX - Performance Comparison
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ISWIX vs. IPHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
ISWIX
IPHYX
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.
| ISWIX | IPHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.09 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.54 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.03 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.18 | 4.60 | +0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISWIX | IPHYX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| ISWIX | IPHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.42% | -2.51% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -2.81% | -0.24% |
Ulcer IndexDepth 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
| ISWIX | IPHYX | Difference | |
|---|---|---|---|
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% |