LVAMX vs. IFTIX

Last updated Aug 1, 2026

LVAMX (LSV U.S. Managed Volatility Fund) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - LVAMX is a Low Volatility fund managed by BlackRock, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, LVAMX returned 7.84%/yr vs 9.65%/yr for IFTIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. LVAMX charges 0.94%/yr vs 0.72%/yr for IFTIX.

Performance

LVAMX vs. IFTIX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with LVAMX having a 15.50% return and IFTIX slightly lower at 15.40%. Over the past 10 years, LVAMX has underperformed IFTIX with an annualized return of 7.84%, while IFTIX has yielded a comparatively higher 9.65% annualized return.

LVAMX

• 1D: -0.71%
• 1M: 4.36%
• 6M: 12.28%
• YTD: 15.50%
• 1Y: 25.13%
• 3Y*: 11.22%
• 5Y*: 7.56%
• 10Y*: 7.84%
• ALL TIME*: 8.08%

IFTIX

• 1D: 1.56%
• 1M: 5.94%
• 6M: 10.86%
• YTD: 15.40%
• 1Y: 27.14%
• 3Y*: 20.70%
• 5Y*: 12.65%
• 10Y*: 9.65%
• ALL TIME*: 6.20%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IFTIX Voya International High Dividend Low Volatility Portfolio	$0.00	$0.00	$0.00
LVAMX LSV U.S. Managed Volatility Fund	$0.00	$0.00	$0.00

LVAMX vs. IFTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVAMX LSV U.S. Managed Volatility Fund	15.50%	15.33%	2.07%	4.16%	-2.66%	20.97%	-6.86%	22.91%	-2.17%	13.52%
IFTIX Voya International High Dividend Low Volatility Portfolio	15.40%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between LVAMX and IFTIX is 0.46, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.46
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (5Y) Shows whether the relationship held over a longer period.	0.60
Correlation (10Y) Provides a long-term view across more market conditions.	0.64
Correlation (All Time) Calculated using the full available price history since Jun 26, 2014	0.67

Over the past year, the correlation between LVAMX and IFTIX has dropped to 0.46 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

Return for Risk

LVAMX vs. IFTIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LVAMX

LVAMX Risk / Return Rank: 93
LVAMX Sharpe Ratio Rank: 93
LVAMX Sortino Ratio Rank: 92
LVAMX Omega Ratio Rank: 86
LVAMX Calmar Ratio Rank: 96
LVAMX Martin Ratio Rank: 96

IFTIX

IFTIX Risk / Return Rank: 89
IFTIX Sharpe Ratio Rank: 93
IFTIX Sortino Ratio Rank: 90
IFTIX Omega Ratio Rank: 87
IFTIX Calmar Ratio Rank: 91
IFTIX Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LVAMX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV U.S. Managed Volatility Fund (LVAMX) 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.

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.

	LVAMX	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	2.41	+0.03
Sortino ratio: Return per unit of downside risk	3.55	3.39	+0.16
Omega ratio: Gain probability vs. loss probability	1.44	1.45	-0.01
Calmar ratio: Return relative to maximum drawdown	4.65	3.45	+1.20
Martin ratio: Return relative to average drawdown	16.95	11.19	+5.76

LVAMX vs. IFTIX - Sharpe Ratio Comparison

The current LVAMX Sharpe Ratio is 2.44, which is comparable to the IFTIX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of LVAMX 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.

Drawdowns

LVAMX vs. IFTIX - Drawdown Comparison

The maximum LVAMX drawdown since its inception was -33.38%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for LVAMX and IFTIX.

Drawdown Indicators

	LVAMX	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.38%	-57.91%	+24.53%
Max Drawdown (1Y) Largest decline over 1 year	-5.13%	-8.44%	+3.31%
Max Drawdown (3Y) Largest decline over 3 years	-20.84%	-10.20%	-10.64%
Max Drawdown (5Y) Largest decline over 5 years	-20.84%	-25.56%	+4.72%
Max Drawdown (10Y) Largest decline over 10 years	-33.38%	-37.08%	+3.70%
Current Drawdown Current decline from peak	-1.06%	0.00%	-1.06%
Average Drawdown Average peak-to-trough decline	-4.73%	-11.47%	+6.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.41%	2.53%	-1.12%

Volatility

LVAMX vs. IFTIX - Volatility Comparison

The current volatility for LSV U.S. Managed Volatility Fund (LVAMX) is 2.92%, while Voya International High Dividend Low Volatility Portfolio (IFTIX) has a volatility of 3.39%. This indicates that LVAMX 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

	LVAMX	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	3.39%	-0.47%
Volatility (6M) Calculated over the trailing 6-month period	7.23%	9.67%	-2.44%
Volatility (1Y) Calculated over the trailing 1-year period	9.81%	12.14%	-2.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.85%	13.47%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.13%	14.41%	+1.72%

LVAMX vs. IFTIX - Expense Ratio Comparison

LVAMX has a 0.94% expense ratio, which is higher than IFTIX's 0.72% expense ratio.

Dividends

LVAMX vs. IFTIX - Dividend Comparison

LVAMX's dividend yield for the trailing twelve months is around 18.31%, less than IFTIX's 40.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFTIX Voya International High Dividend Low Volatility Portfolio	40.11%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%
LVAMX LSV U.S. Managed Volatility Fund	18.31%	21.15%	3.30%	17.00%	10.71%	6.62%	3.15%	9.37%	6.98%	3.79%	1.98%	2.22%

Frequently Asked Questions

Can I hold both LVAMX and IFTIX in my portfolio?

LVAMX and IFTIX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVAMX or IFTIX?

IFTIX has higher volatility (3.39%) compared to LVAMX (2.92%). In terms of maximum drawdown, LVAMX dropped -33.38% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

LVAMX currently has the higher Sharpe Ratio (2.44 vs 2.41), 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.