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FIOOX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIOOX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Large Cap Value Index Fund (FIOOX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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FIOOX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIOOX
Fidelity Series Large Cap Value Index Fund
2.08%15.95%14.34%11.60%-7.56%25.23%2.85%26.57%-8.28%11.06%
LEXCX
Voya Corporate Leaders Trust Fund
15.63%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, FIOOX achieves a 2.08% return, which is significantly lower than LEXCX's 15.63% return. Over the past 10 years, FIOOX has underperformed LEXCX with an annualized return of 10.29%, while LEXCX has yielded a comparatively higher 11.90% annualized return.


FIOOX

1D
2.09%
1M
-4.71%
YTD
2.08%
6M
5.91%
1Y
15.98%
3Y*
14.34%
5Y*
9.25%
10Y*
10.29%

LEXCX

1D
0.32%
1M
-0.30%
YTD
15.63%
6M
12.84%
1Y
14.00%
3Y*
13.10%
5Y*
11.78%
10Y*
11.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIOOX vs. LEXCX - Expense Ratio Comparison

FIOOX has a 0.00% expense ratio, which is lower than LEXCX's 0.52% expense ratio.


Return for Risk

FIOOX vs. LEXCX — Risk / Return Rank

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

FIOOX
FIOOX Risk / Return Rank: 5555
Overall Rank
FIOOX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FIOOX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FIOOX Omega Ratio Rank: 5151
Omega Ratio Rank
FIOOX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FIOOX Martin Ratio Rank: 6868
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4040
Overall Rank
LEXCX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 3939
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3333
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.

FIOOX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Value Index Fund (FIOOX) 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.


FIOOXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.92

+0.10

Sortino ratio

Return per unit of downside risk

1.47

1.40

+0.07

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.44

1.10

+0.33

Martin ratio

Return relative to average drawdown

6.78

3.77

+3.01

FIOOX vs. LEXCX - Sharpe Ratio Comparison

The current FIOOX Sharpe Ratio is 1.01, which is comparable to the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FIOOX 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


FIOOXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.92

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.74

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.64

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.53

+0.02

Correlation

The correlation between FIOOX and LEXCX is 0.84, 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

FIOOX vs. LEXCX - Dividend Comparison

FIOOX's dividend yield for the trailing twelve months is around 3.46%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
FIOOX
Fidelity Series Large Cap Value Index Fund
3.46%3.66%3.30%4.31%4.39%6.12%2.59%6.82%4.99%1.74%2.48%6.77%
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

FIOOX vs. LEXCX - Drawdown Comparison

The maximum FIOOX drawdown since its inception was -38.31%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for FIOOX and LEXCX.


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Drawdown Indicators


FIOOXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-50.42%

+12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-12.78%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

-19.75%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-39.21%

+0.90%

Current Drawdown

Current decline from peak

-4.86%

-0.55%

-4.31%

Average Drawdown

Average peak-to-trough decline

-4.10%

-7.14%

+3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.75%

-1.24%

Volatility

FIOOX vs. LEXCX - Volatility Comparison

Fidelity Series Large Cap Value Index Fund (FIOOX) has a higher volatility of 4.40% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.32%. This indicates that FIOOX'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


FIOOXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.32%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

9.42%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

17.71%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

16.39%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

18.90%

-1.52%