VISPX vs. LTRIX

Last updated Jun 25, 2026

VISPX (Voya Index Solution 2060 Portfolio) and LTRIX (Principal LifeTime 2045 Fund) are both Target Retirement Date funds. Over the past 10 years, VISPX returned 12.18%/yr vs 11.15%/yr for LTRIX. With a 0.96 correlation, they move nearly in lockstep. VISPX charges 0.22%/yr vs 0.01%/yr for LTRIX.

Performance

VISPX vs. LTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Index Solution 2060 Portfolio (VISPX) and Principal LifeTime 2045 Fund (LTRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VISPX achieves a 9.73% return, which is significantly higher than LTRIX's 6.10% return. Over the past 10 years, VISPX has outperformed LTRIX with an annualized return of 12.18%, while LTRIX has yielded a comparatively lower 11.15% annualized return.

VISPX

• 1D: -1.91%
• 1M: -0.33%
• YTD: 9.73%
• 6M: 8.71%
• 1Y: 22.88%
• 3Y*: 18.60%
• 5Y*: 9.62%
• 10Y*: 12.18%

LTRIX

• 1D: -1.58%
• 1M: -0.25%
• YTD: 6.10%
• 6M: 5.34%
• 1Y: 15.86%
• 3Y*: 16.55%
• 5Y*: 8.00%
• 10Y*: 11.15%

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

VISPX vs. LTRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VISPX Voya Index Solution 2060 Portfolio	9.73%	20.70%	15.41%	20.34%	-18.32%	18.21%	15.72%	25.28%	-8.45%	21.11%
LTRIX Principal LifeTime 2045 Fund	6.10%	16.69%	16.90%	19.40%	-18.51%	16.55%	16.33%	25.81%	-8.34%	21.38%

Correlation

The correlation between VISPX and LTRIX is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.96

The correlation between VISPX and LTRIX has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.

Return for Risk

VISPX vs. LTRIX — Risk / Return Rank

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

VISPX

VISPX Risk / Return Rank: 72
VISPX Sharpe Ratio Rank: 70
VISPX Sortino Ratio Rank: 70
VISPX Omega Ratio Rank: 67
VISPX Calmar Ratio Rank: 71
VISPX Martin Ratio Rank: 83

LTRIX

LTRIX Risk / Return Rank: 37
LTRIX Sharpe Ratio Rank: 33
LTRIX Sortino Ratio Rank: 33
LTRIX Omega Ratio Rank: 34
LTRIX Calmar Ratio Rank: 37
LTRIX Martin Ratio Rank: 49

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. LTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2060 Portfolio (VISPX) and Principal LifeTime 2045 Fund (LTRIX). 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.

	VISPX	LTRIX	Difference
Sharpe ratio: Return per unit of total volatility	2.04	1.51	+0.53
Sortino ratio: Return per unit of downside risk	2.91	2.14	+0.76
Omega ratio: Gain probability vs. loss probability	1.38	1.28	+0.09
Calmar ratio: Return relative to maximum drawdown	2.83	2.15	+0.68
Martin ratio: Return relative to average drawdown	13.15	9.42	+3.73

VISPX vs. LTRIX - Sharpe Ratio Comparison

The current VISPX Sharpe Ratio is 2.04, which is higher than the LTRIX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VISPX and LTRIX, 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

VISPX vs. LTRIX - Drawdown Comparison

The maximum VISPX drawdown since its inception was -32.66%, smaller than the maximum LTRIX drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for VISPX and LTRIX.

Drawdown Indicators

	VISPX	LTRIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.66%	-51.39%	+18.73%
Max Drawdown (1Y) Largest decline over 1 year	-9.43%	-8.04%	-1.39%
Max Drawdown (3Y) Largest decline over 3 years	-15.88%	-14.47%	-1.41%
Max Drawdown (5Y) Largest decline over 5 years	-25.93%	-26.25%	+0.32%
Max Drawdown (10Y) Largest decline over 10 years	-32.66%	-31.56%	-1.10%
Current Drawdown Current decline from peak	-2.36%	-2.41%	+0.05%
Average Drawdown Average peak-to-trough decline	-4.74%	-7.18%	+2.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.83%	+0.13%

Volatility

VISPX vs. LTRIX - Volatility Comparison

Voya Index Solution 2060 Portfolio (VISPX) has a higher volatility of 5.12% compared to Principal LifeTime 2045 Fund (LTRIX) at 4.65%. This indicates that VISPX's price experiences larger fluctuations and is considered to be riskier than LTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VISPX	LTRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	4.65%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	10.67%	9.52%	+1.15%
Volatility (1Y) Calculated over the trailing 1-year period	13.14%	11.46%	+1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	14.70%	+0.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.30%	14.80%	+1.50%

VISPX vs. LTRIX - Expense Ratio Comparison

VISPX has a 0.22% expense ratio, which is higher than LTRIX'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

VISPX vs. LTRIX - Dividend Comparison

VISPX's dividend yield for the trailing twelve months is around 1.38%, less than LTRIX's 8.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LTRIX Principal LifeTime 2045 Fund	8.77%	9.31%	9.40%	4.25%	8.71%	6.75%	4.62%	6.93%	7.50%	4.57%	4.48%	5.42%
VISPX Voya Index Solution 2060 Portfolio	1.38%	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

Can I hold both VISPX and LTRIX in my portfolio?

VISPX and LTRIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VISPX or LTRIX?

VISPX has higher volatility (5.12%) compared to LTRIX (4.65%). In terms of maximum drawdown, VISPX dropped -32.66% vs LTRIX's -51.39%.

Which has better risk-adjusted returns?

VISPX currently has the higher Sharpe Ratio (2.04 vs 1.51), 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.