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FDTTX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDTTX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Capital Development Fund Class A (FDTTX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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FDTTX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDTTX
Fidelity Advisor Capital Development Fund Class A
-5.13%27.28%26.68%23.86%-8.28%24.97%8.84%30.98%-9.36%16.36%
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, FDTTX achieves a -5.13% return, which is significantly lower than LEXCX's 15.27% return. Over the past 10 years, FDTTX has outperformed LEXCX with an annualized return of 14.37%, while LEXCX has yielded a comparatively lower 11.87% annualized return.


FDTTX

1D
-0.61%
1M
-8.10%
YTD
-5.13%
6M
-0.30%
1Y
23.71%
3Y*
21.15%
5Y*
14.22%
10Y*
14.37%

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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FDTTX vs. LEXCX - Expense Ratio Comparison

FDTTX has a 0.85% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

FDTTX vs. LEXCX — Risk / Return Rank

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

FDTTX
FDTTX Risk / Return Rank: 7777
Overall Rank
FDTTX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FDTTX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FDTTX Omega Ratio Rank: 7878
Omega Ratio Rank
FDTTX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FDTTX Martin Ratio Rank: 8181
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.

FDTTX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class A (FDTTX) 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.


FDTTXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.92

+0.39

Sortino ratio

Return per unit of downside risk

1.87

1.41

+0.46

Omega ratio

Gain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

1.75

1.07

+0.68

Martin ratio

Return relative to average drawdown

8.04

3.63

+4.42

FDTTX vs. LEXCX - Sharpe Ratio Comparison

The current FDTTX Sharpe Ratio is 1.31, which is higher than the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FDTTX 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


FDTTXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.92

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.74

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.64

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.53

-0.03

Correlation

The correlation between FDTTX and LEXCX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDTTX vs. LEXCX - Dividend Comparison

FDTTX's dividend yield for the trailing twelve months is around 11.35%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
FDTTX
Fidelity Advisor Capital Development Fund Class A
11.35%10.77%9.20%4.34%5.64%5.60%4.40%7.49%16.04%5.52%2.74%5.82%
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

FDTTX vs. LEXCX - Drawdown Comparison

The maximum FDTTX drawdown since its inception was -58.00%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for FDTTX and LEXCX.


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Drawdown Indicators


FDTTXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-58.00%

-50.42%

-7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-12.78%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-19.75%

-2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

-39.21%

+2.59%

Current Drawdown

Current decline from peak

-9.65%

-0.86%

-8.79%

Average Drawdown

Average peak-to-trough decline

-11.20%

-7.14%

-4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.76%

-1.06%

Volatility

FDTTX vs. LEXCX - Volatility Comparison

Fidelity Advisor Capital Development Fund Class A (FDTTX) has a higher volatility of 4.49% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.34%. This indicates that FDTTX'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


FDTTXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

3.34%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

9.44%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

17.75%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

16.39%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

18.90%

-0.07%