STLAX vs. ISOLX
STLAX (BlackRock LifePath Dynamic Retirement Fund) and ISOLX (Voya Target In-Retirement Fund) are both Target Retirement Date funds. Over the past 10 years, STLAX returned 6.29%/yr vs 5.33%/yr for ISOLX. Their correlation of 0.90 means they have usually moved in the same direction. STLAX charges 0.51%/yr vs 0.20%/yr for ISOLX.
Performance
STLAX vs. ISOLX - Performance Comparison
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Returns By Period
In the year-to-date period, STLAX achieves a 5.28% return, which is significantly higher than ISOLX's 3.96% return. Over the past 10 years, STLAX has outperformed ISOLX with an annualized return of 6.29%, while ISOLX has yielded a comparatively lower 5.33% annualized return.
STLAX
- 1D
- 1.28%
- 1M
- 0.01%
- 6M
- 3.50%
- YTD
- 5.28%
- 1Y
- 10.88%
- 3Y*
- 9.65%
- 5Y*
- 4.34%
- 10Y*
- 6.29%
- ALL TIME*
- 6.37%
ISOLX
- 1D
- 0.77%
- 1M
- -0.67%
- 6M
- 2.34%
- YTD
- 3.96%
- 1Y
- 9.44%
- 3Y*
- 8.84%
- 5Y*
- 3.63%
- 10Y*
- 5.33%
- ALL TIME*
- 5.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
STLAX vs. ISOLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STLAX BlackRock LifePath Dynamic Retirement Fund | 5.28% | 12.00% | 8.16% | 12.51% | -14.86% | 6.87% | 12.83% | 16.91% | -3.65% | 10.96% |
ISOLX Voya Target In-Retirement Fund | 3.96% | 11.96% | 7.03% | 11.13% | -14.97% | 6.53% | 10.46% | 14.40% | -2.96% | 9.49% |
Correlation
The correlation between STLAX and ISOLX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2012 | 0.90 |
The correlation between STLAX and ISOLX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
STLAX vs. ISOLX — Risk / Return Rank
STLAX
ISOLX
STLAX vs. ISOLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Dynamic Retirement Fund (STLAX) and Voya Target In-Retirement Fund (ISOLX). 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.
| STLAX | ISOLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.25 | +0.05 |
| Martin ratioReturn relative to average drawdown | 9.29 | 9.47 | -0.18 |
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Drawdowns
STLAX vs. ISOLX - Drawdown Comparison
The maximum STLAX drawdown since its inception was -25.68%, which is greater than ISOLX's maximum drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for STLAX and ISOLX.
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Drawdown Indicators
| STLAX | ISOLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.68% | -19.02% | -6.66% |
Max Drawdown (1Y)Largest decline over 1 year | -4.70% | -4.54% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -7.46% | -5.83% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -19.02% | -1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -19.02% | -1.56% |
Current DrawdownCurrent decline from peak | -0.85% | -1.26% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -2.80% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.04% | +0.12% |
Volatility
STLAX vs. ISOLX - Volatility Comparison
BlackRock LifePath Dynamic Retirement Fund (STLAX) has a higher volatility of 2.27% compared to Voya Target In-Retirement Fund (ISOLX) at 1.75%. This indicates that STLAX's price experiences larger fluctuations and is considered to be riskier than ISOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STLAX | ISOLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.27% | 1.75% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 4.99% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.30% | 6.08% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.31% | 7.12% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.89% | 6.60% | +2.29% |
STLAX vs. ISOLX - Expense Ratio Comparison
STLAX has a 0.51% expense ratio, which is higher than ISOLX's 0.20% expense ratio.
Dividends
STLAX vs. ISOLX - Dividend Comparison
STLAX's dividend yield for the trailing twelve months is around 4.57%, more than ISOLX's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISOLX Voya Target In-Retirement Fund | 3.74% | 3.89% | 2.37% | 3.10% | 3.50% | 10.09% | 3.54% | 6.63% | 3.53% | 4.60% | 2.06% | 0.30% |
STLAX BlackRock LifePath Dynamic Retirement Fund | 4.57% | 4.83% | 11.22% | 8.31% | 1.14% | 14.51% | 6.38% | 2.55% | 9.46% | 8.75% | 1.47% | 5.58% |
Frequently Asked Questions
STLAX and ISOLX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLAX has higher volatility (2.27%) compared to ISOLX (1.75%). In terms of maximum drawdown, STLAX dropped -25.68% vs ISOLX's -19.02%.
ISOLX currently has the higher Sharpe Ratio (1.68 vs 1.48), 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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