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VSIPX vs. IRSOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSIPX vs. IRSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2060 Portfolio (VSIPX) and Voya Target Retirement 2040 Fund (IRSOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSIPX achieves a 11.88% return, which is significantly higher than IRSOX's 11.15% return. Both investments have delivered pretty close results over the past 10 years, with VSIPX having a 11.56% annualized return and IRSOX not far behind at 11.25%.


VSIPX

1D
1.13%
1M
1.61%
YTD
11.88%
6M
11.80%
1Y
27.37%
3Y*
18.33%
5Y*
10.06%
10Y*
11.56%

IRSOX

1D
1.00%
1M
1.72%
YTD
11.15%
6M
11.03%
1Y
25.96%
3Y*
17.22%
5Y*
9.58%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSIPX vs. IRSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSIPX
Voya Solution 2060 Portfolio
11.88%20.11%15.30%20.97%-19.37%17.48%16.17%24.71%-10.34%22.15%
IRSOX
Voya Target Retirement 2040 Fund
11.15%19.10%13.74%19.25%-18.43%17.65%16.93%23.69%-8.31%20.15%

Correlation

The correlation between VSIPX and IRSOX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.99

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

0.99

The correlation between VSIPX and IRSOX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

VSIPX vs. IRSOX — Risk / Return Rank

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

VSIPX
VSIPX Risk / Return Rank: 7474
Overall Rank
VSIPX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VSIPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VSIPX Omega Ratio Rank: 6969
Omega Ratio Rank
VSIPX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VSIPX Martin Ratio Rank: 8383
Martin Ratio Rank

IRSOX
IRSOX Risk / Return Rank: 8181
Overall Rank
IRSOX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IRSOX Sortino Ratio Rank: 8181
Sortino Ratio Rank
IRSOX Omega Ratio Rank: 7777
Omega Ratio Rank
IRSOX Calmar Ratio Rank: 7878
Calmar Ratio Rank
IRSOX Martin Ratio Rank: 8888
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.

VSIPX vs. IRSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2060 Portfolio (VSIPX) and Voya Target Retirement 2040 Fund (IRSOX). 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.


VSIPXIRSOXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.42

1.46

-0.04

Calmar ratioReturn relative to maximum drawdown

3.08

3.34

-0.26

Martin ratioReturn relative to average drawdown

14.44

15.54

-1.10

VSIPX vs. IRSOX - Sharpe Ratio Comparison

The current VSIPX Sharpe Ratio is 2.28, which is comparable to the IRSOX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of VSIPX and IRSOX, 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

VSIPX vs. IRSOX - Drawdown Comparison

The maximum VSIPX drawdown since its inception was -34.55%, which is greater than IRSOX's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for VSIPX and IRSOX.


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Drawdown Indicators


VSIPXIRSOXDifference

Max Drawdown

Largest peak-to-trough decline

-34.55%

-31.25%

-3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-8.38%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-15.98%

-13.84%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-25.24%

-1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

-31.25%

-3.30%

Current Drawdown

Current decline from peak

-0.79%

-0.46%

-0.33%

Average Drawdown

Average peak-to-trough decline

-5.26%

-4.27%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.74%

+0.23%

Volatility

VSIPX vs. IRSOX - Volatility Comparison

Voya Solution 2060 Portfolio (VSIPX) has a higher volatility of 5.00% compared to Voya Target Retirement 2040 Fund (IRSOX) at 4.38%. This indicates that VSIPX's price experiences larger fluctuations and is considered to be riskier than IRSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSIPXIRSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.38%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

9.34%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

11.38%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

13.96%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

14.84%

+1.76%

VSIPX vs. IRSOX - Expense Ratio Comparison

VSIPX has a 0.20% expense ratio, which is lower than IRSOX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VSIPX vs. IRSOX - Dividend Comparison

VSIPX's dividend yield for the trailing twelve months is around 7.69%, less than IRSOX's 12.33% yield.


PositionTTM20252024202320222021202020192018201720162015
IRSOX
Voya Target Retirement 2040 Fund
12.33%13.71%2.25%2.13%6.01%17.52%3.71%4.14%5.84%5.86%1.98%0.41%
VSIPX
Voya Solution 2060 Portfolio
7.69%8.60%1.86%5.17%30.72%2.93%5.21%7.29%6.77%2.10%0.90%0.00%

Frequently Asked Questions


With a correlation of 0.99, VSIPX and IRSOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VSIPX has higher volatility (5.00%) compared to IRSOX (4.38%). In terms of maximum drawdown, VSIPX dropped -34.55% vs IRSOX's -31.25%.

IRSOX currently has the higher Sharpe Ratio (2.46 vs 2.28), 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 VSIPX and IRSOX

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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