ISWIX vs. PLWIX
ISWIX (Voya Solution Income Portfolio) and PLWIX (Principal LifeTime 2020 Fund) are both Target Retirement Date funds. Over the past 10 years, ISWIX returned 5.44%/yr vs 7.18%/yr for PLWIX. Their correlation of 0.91 suggests significant overlap in exposure. ISWIX charges 0.25%/yr vs 0.01%/yr for PLWIX.
Performance
ISWIX vs. PLWIX - Performance Comparison
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Returns By Period
In the year-to-date period, ISWIX achieves a 4.62% return, which is significantly higher than PLWIX's 4.29% return. Over the past 10 years, ISWIX has underperformed PLWIX with an annualized return of 5.44%, while PLWIX has yielded a comparatively higher 7.18% annualized return.
ISWIX
- 1D
- 0.26%
- 1M
- -0.17%
- 6M
- 3.43%
- YTD
- 4.62%
- 1Y
- 10.32%
- 3Y*
- 8.74%
- 5Y*
- 3.62%
- 10Y*
- 5.44%
PLWIX
- 1D
- 0.24%
- 1M
- -0.08%
- 6M
- 2.93%
- YTD
- 4.29%
- 1Y
- 9.95%
- 3Y*
- 10.71%
- 5Y*
- 5.15%
- 10Y*
- 7.18%
ISWIX vs. PLWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISWIX Voya Solution Income Portfolio | 4.62% | 11.26% | 6.47% | 10.89% | -14.74% | 6.70% | 12.19% | 13.37% | -2.80% | 9.66% |
PLWIX Principal LifeTime 2020 Fund | 4.29% | 11.32% | 12.21% | 12.23% | -14.36% | 9.05% | 12.70% | 18.40% | -5.72% | 14.96% |
Correlation
The correlation between ISWIX and PLWIX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2005 | 0.91 |
The correlation between ISWIX and PLWIX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
ISWIX vs. PLWIX — Risk / Return Rank
ISWIX
PLWIX
ISWIX vs. PLWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution Income Portfolio (ISWIX) and Principal LifeTime 2020 Fund (PLWIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISWIX | PLWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.07 | +0.54 |
| Martin ratioReturn relative to average drawdown | 11.39 | 8.98 | +2.41 |
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Drawdowns
ISWIX vs. PLWIX - Drawdown Comparison
The maximum ISWIX drawdown since its inception was -27.14%, smaller than the maximum PLWIX drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for ISWIX and PLWIX.
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Drawdown Indicators
| ISWIX | PLWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -49.07% | +21.93% |
Max Drawdown (1Y)Largest decline over 1 year | -4.42% | -4.75% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -6.47% | -6.97% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -18.78% | -19.73% | +0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -18.78% | -20.29% | +1.51% |
Current DrawdownCurrent decline from peak | -0.42% | -0.39% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -5.70% | +2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.09% | -0.12% |
Volatility
ISWIX vs. PLWIX - Volatility Comparison
The current volatility for Voya Solution Income Portfolio (ISWIX) is 1.71%, while Principal LifeTime 2020 Fund (PLWIX) has a volatility of 1.88%. This indicates that ISWIX experiences smaller price fluctuations and is considered to be less risky than PLWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISWIX | PLWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.88% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 5.33% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.88% | 6.30% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.04% | 8.30% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.58% | 8.51% | -1.93% |
ISWIX vs. PLWIX - Expense Ratio Comparison
ISWIX has a 0.25% expense ratio, which is higher than PLWIX's 0.01% 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%.
Dividends
ISWIX vs. PLWIX - Dividend Comparison
ISWIX's dividend yield for the trailing twelve months is around 3.68%, less than PLWIX's 9.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISWIX Voya Solution Income Portfolio | 3.68% | 3.85% | 2.99% | 4.17% | 17.41% | 6.86% | 2.76% | 5.10% | 5.54% | 2.79% | 2.38% | 6.99% |
PLWIX Principal LifeTime 2020 Fund | 9.67% | 10.08% | 11.91% | 5.12% | 9.82% | 9.40% | 5.90% | 8.69% | 7.35% | 5.74% | 3.73% | 8.75% |
Frequently Asked Questions
ISWIX and PLWIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLWIX has higher volatility (1.88%) compared to ISWIX (1.71%). In terms of maximum drawdown, ISWIX dropped -27.14% vs PLWIX's -49.07%.
ISWIX currently has the higher Sharpe Ratio (1.96 vs 1.56), 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.
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