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VISPX vs. IRVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VISPX vs. IRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Solution 2060 Portfolio (VISPX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VISPX achieves a 11.86% return, which is significantly lower than IRVIX's 16.35% return. Both investments have delivered pretty close results over the past 10 years, with VISPX having a 12.39% annualized return and IRVIX not far behind at 12.04%.


VISPX

1D
-0.05%
1M
1.61%
YTD
11.86%
6M
11.11%
1Y
26.79%
3Y*
19.36%
5Y*
10.21%
10Y*
12.39%

IRVIX

1D
0.49%
1M
3.21%
YTD
16.35%
6M
15.89%
1Y
30.06%
3Y*
19.33%
5Y*
12.12%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VISPX vs. IRVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VISPX
Voya Index Solution 2060 Portfolio
11.86%20.70%15.41%20.34%-18.32%18.21%15.72%25.28%-8.45%21.11%
IRVIX
Voya Russell Large Cap Value Index Portfolio
16.35%18.08%14.99%10.26%-5.48%22.95%1.38%25.75%-6.61%13.47%

Correlation

The correlation between VISPX and IRVIX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.83

The correlation between VISPX and IRVIX shifts across timeframes, from 0.65 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VISPX vs. IRVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VISPX
VISPX Risk / Return Rank: 7878
Overall Rank
VISPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VISPX Sortino Ratio Rank: 7777
Sortino Ratio Rank
VISPX Omega Ratio Rank: 7373
Omega Ratio Rank
VISPX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VISPX Martin Ratio Rank: 8686
Martin Ratio Rank

IRVIX
IRVIX Risk / Return Rank: 9393
Overall Rank
IRVIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IRVIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
IRVIX Omega Ratio Rank: 8787
Omega Ratio Rank
IRVIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
IRVIX Martin Ratio Rank: 9696
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.

VISPX vs. IRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2060 Portfolio (VISPX) and Voya Russell Large Cap Value Index Portfolio (IRVIX). 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.


VISPXIRVIXDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.44

1.56

-0.13

Calmar ratioReturn relative to maximum drawdown

3.25

5.26

-2.01

Martin ratioReturn relative to average drawdown

15.11

21.81

-6.69

VISPX vs. IRVIX - Sharpe Ratio Comparison

The current VISPX Sharpe Ratio is 2.36, which is comparable to the IRVIX Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of VISPX and IRVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VISPX vs. IRVIX - Drawdown Comparison

The maximum VISPX drawdown since its inception was -32.66%, smaller than the maximum IRVIX drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for VISPX and IRVIX.


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Drawdown Indicators


VISPXIRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-35.67%

+3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-6.64%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-13.38%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.93%

-18.37%

-7.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.66%

-35.67%

+3.01%

Current Drawdown

Current decline from peak

-0.46%

-0.06%

-0.40%

Average Drawdown

Average peak-to-trough decline

-4.74%

-3.82%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.55%

+0.41%

Volatility

VISPX vs. IRVIX - Volatility Comparison

Voya Index Solution 2060 Portfolio (VISPX) has a higher volatility of 4.72% compared to Voya Russell Large Cap Value Index Portfolio (IRVIX) at 3.92%. This indicates that VISPX's price experiences larger fluctuations and is considered to be riskier than IRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VISPXIRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

3.92%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

9.10%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

11.48%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

14.33%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

16.89%

-0.54%

VISPX vs. IRVIX - Expense Ratio Comparison

VISPX has a 0.22% expense ratio, which is lower than IRVIX's 0.35% expense ratio.


Dividends

VISPX vs. IRVIX - Dividend Comparison

VISPX's dividend yield for the trailing twelve months is around 1.35%, less than IRVIX's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
IRVIX
Voya Russell Large Cap Value Index Portfolio
3.79%29.89%3.60%2.01%1.36%1.94%3.78%5.91%6.32%1.94%2.90%3.11%
VISPX
Voya Index Solution 2060 Portfolio
1.35%1.51%0.15%7.18%12.68%3.32%3.29%3.18%3.91%1.11%1.79%0.00%

Frequently Asked Questions


VISPX and IRVIX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VISPX has higher volatility (4.72%) compared to IRVIX (3.92%). In terms of maximum drawdown, VISPX dropped -32.66% vs IRVIX's -35.67%.

IRVIX currently has the higher Sharpe Ratio (3.05 vs 2.36), 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.

Portfolio Optimizer

Find the right allocation for VISPX and IRVIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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