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EIX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edison International (EIX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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EIX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIX
Edison International
23.72%-20.42%15.24%17.37%-2.58%13.59%-12.75%37.61%-6.65%-9.48%
LEXCX
Voya Corporate Leaders Trust Fund
15.27%7.04%3.60%14.53%3.95%26.77%4.36%21.43%-5.44%16.61%

Returns By Period

In the year-to-date period, EIX achieves a 23.72% return, which is significantly higher than LEXCX's 15.27% return. Over the past 10 years, EIX has underperformed LEXCX with an annualized return of 4.32%, while LEXCX has yielded a comparatively higher 11.87% annualized return.


EIX

1D
1.87%
1M
-2.09%
YTD
23.72%
6M
36.39%
1Y
32.00%
3Y*
5.90%
5Y*
9.45%
10Y*
4.32%

LEXCX

1D
0.03%
1M
-0.16%
YTD
15.27%
6M
11.64%
1Y
14.00%
3Y*
12.98%
5Y*
11.85%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EIX vs. LEXCX — Risk / Return Rank

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

EIX
EIX Risk / Return Rank: 7575
Overall Rank
EIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
EIX Omega Ratio Rank: 7070
Omega Ratio Rank
EIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
EIX Martin Ratio Rank: 7979
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4444
Overall Rank
LEXCX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 5252
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 4646
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4242
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3434
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.

EIX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) and Voya Corporate Leaders Trust Fund (LEXCX). 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.


EIXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.92

+0.19

Sortino ratio

Return per unit of downside risk

1.53

1.41

+0.11

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.86

1.07

+0.79

Martin ratio

Return relative to average drawdown

5.32

3.63

+1.70

EIX vs. LEXCX - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 1.11, which is comparable to the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EIX and LEXCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.92

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.74

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.64

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.53

-0.21

Correlation

The correlation between EIX and LEXCX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EIX vs. LEXCX - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.59%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
EIX
Edison International
4.59%5.51%2.93%4.19%4.46%3.94%4.10%3.28%4.28%3.53%2.75%2.93%
LEXCX
Voya Corporate Leaders Trust Fund
1.43%1.65%1.66%1.58%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%

Drawdowns

EIX vs. LEXCX - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for EIX and LEXCX.


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Drawdown Indicators


EIXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-72.18%

-50.42%

-21.76%

Max Drawdown (1Y)

Largest decline over 1 year

-18.12%

-12.78%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-43.88%

-19.75%

-24.13%

Max Drawdown (10Y)

Largest decline over 10 years

-43.88%

-39.21%

-4.67%

Current Drawdown

Current decline from peak

-11.04%

-0.86%

-10.18%

Average Drawdown

Average peak-to-trough decline

-15.03%

-7.14%

-7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.33%

3.76%

+2.57%

Volatility

EIX vs. LEXCX - Volatility Comparison

Edison International (EIX) has a higher volatility of 6.78% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.34%. This indicates that EIX's price experiences larger fluctuations and is considered to be riskier than LEXCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

3.34%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

17.18%

9.44%

+7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

28.91%

17.75%

+11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.32%

16.39%

+8.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.96%

18.90%

+9.06%