VSIPX vs. IRSQX

Last updated Jun 23, 2026

VSIPX (Voya Solution 2060 Portfolio) and IRSQX (Voya Target Retirement 2050 Fund) are both Target Retirement Date funds from Voya. Over the past 10 years, VSIPX returned 11.56%/yr vs 11.98%/yr for IRSQX. With a 0.99 correlation, they move nearly in lockstep. VSIPX charges 0.20%/yr vs 0.22%/yr for IRSQX.

Performance

VSIPX vs. IRSQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2060 Portfolio (VSIPX) and Voya Target Retirement 2050 Fund (IRSQX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with VSIPX having a 11.88% return and IRSQX slightly higher at 12.38%. Both investments have delivered pretty close results over the past 10 years, with VSIPX having a 11.56% annualized return and IRSQX not far ahead at 11.98%.

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%

IRSQX

• 1D: 1.15%
• 1M: 1.74%
• YTD: 12.38%
• 6M: 12.18%
• 1Y: 28.93%
• 3Y*: 18.76%
• 5Y*: 10.65%
• 10Y*: 11.98%

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

VSIPX vs. IRSQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
IRSQX Voya Target Retirement 2050 Fund	12.38%	20.71%	15.32%	20.47%	-18.75%	18.82%	17.28%	25.25%	-9.37%	20.99%

Correlation

The correlation between VSIPX and IRSQX is 1.00 - 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	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
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 IRSQX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Return for Risk

VSIPX vs. IRSQX — Risk / Return Rank

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

VSIPX

VSIPX Risk / Return Rank: 74
VSIPX Sharpe Ratio Rank: 73
VSIPX Sortino Ratio Rank: 72
VSIPX Omega Ratio Rank: 69
VSIPX Calmar Ratio Rank: 70
VSIPX Martin Ratio Rank: 83

IRSQX

IRSQX Risk / Return Rank: 80
IRSQX Sharpe Ratio Rank: 80
IRSQX Sortino Ratio Rank: 78
IRSQX Omega Ratio Rank: 75
IRSQX Calmar Ratio Rank: 77
IRSQX Martin Ratio Rank: 88

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. IRSQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2060 Portfolio (VSIPX) and Voya Target Retirement 2050 Fund (IRSQX). 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.

	VSIPX	IRSQX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.42	-0.14
Sortino ratio: Return per unit of downside risk	3.23	3.43	-0.20
Omega ratio: Gain probability vs. loss probability	1.42	1.45	-0.02
Calmar ratio: Return relative to maximum drawdown	3.08	3.32	-0.23
Martin ratio: Return relative to average drawdown	14.44	15.53	-1.09

VSIPX vs. IRSQX - Sharpe Ratio Comparison

The current VSIPX Sharpe Ratio is 2.28, which is comparable to the IRSQX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of VSIPX and IRSQX, 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

VSIPX vs. IRSQX - Drawdown Comparison

The maximum VSIPX drawdown since its inception was -34.55%, roughly equal to the maximum IRSQX drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for VSIPX and IRSQX.

Drawdown Indicators

	VSIPX	IRSQX	Difference
Max Drawdown Largest peak-to-trough decline	-34.55%	-33.06%	-1.49%
Max Drawdown (1Y) Largest decline over 1 year	-9.57%	-9.42%	-0.15%
Max Drawdown (3Y) Largest decline over 3 years	-15.98%	-15.91%	-0.07%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	-26.14%	-0.91%
Max Drawdown (10Y) Largest decline over 10 years	-34.55%	-33.06%	-1.49%
Current Drawdown Current decline from peak	-0.79%	-0.57%	-0.22%
Average Drawdown Average peak-to-trough decline	-5.26%	-4.48%	-0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	1.94%	+0.03%

Volatility

VSIPX vs. IRSQX - Volatility Comparison

Voya Solution 2060 Portfolio (VSIPX) and Voya Target Retirement 2050 Fund (IRSQX) have volatilities of 5.00% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSIPX	IRSQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.00%	4.99%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	10.62%	10.58%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	12.94%	12.91%	+0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	15.41%	+0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.60%	16.19%	+0.41%

VSIPX vs. IRSQX - Expense Ratio Comparison

VSIPX has a 0.20% expense ratio, which is lower than IRSQX's 0.22% 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. IRSQX - Dividend Comparison

VSIPX's dividend yield for the trailing twelve months is around 7.69%, less than IRSQX's 14.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IRSQX Voya Target Retirement 2050 Fund	14.18%	15.94%	1.93%	1.89%	6.50%	20.41%	2.18%	4.80%	7.33%	6.29%	1.94%	0.44%
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

Can I hold both VSIPX and IRSQX in my portfolio?

With a correlation of 1.00, VSIPX and IRSQX 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.

Which is riskier, VSIPX or IRSQX?

VSIPX has higher volatility (5.00%) compared to IRSQX (4.99%). In terms of maximum drawdown, VSIPX dropped -34.55% vs IRSQX's -33.06%.

Which has better risk-adjusted returns?

IRSQX currently has the higher Sharpe Ratio (2.42 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.