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GXXIX vs. NLCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXXIX vs. NLCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn U.S. Sustainable Leaders Fund (GXXIX) and Voya Large-Cap Growth Fund (NLCAX). The values are adjusted to include any dividend payments, if applicable.

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GXXIX vs. NLCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GXXIX
abrdn U.S. Sustainable Leaders Fund
-7.53%3.82%10.11%15.19%-26.55%81.37%29.56%36.96%-6.73%20.42%
NLCAX
Voya Large-Cap Growth Fund
-10.68%14.63%34.62%37.74%-31.26%18.63%30.75%32.35%-1.91%29.29%

Returns By Period

In the year-to-date period, GXXIX achieves a -7.53% return, which is significantly higher than NLCAX's -10.68% return. Both investments have delivered pretty close results over the past 10 years, with GXXIX having a 13.33% annualized return and NLCAX not far ahead at 13.44%.


GXXIX

1D
2.82%
1M
-5.54%
YTD
-7.53%
6M
-7.78%
1Y
2.72%
3Y*
5.62%
5Y*
9.27%
10Y*
13.33%

NLCAX

1D
3.88%
1M
-6.16%
YTD
-10.68%
6M
-10.55%
1Y
13.98%
3Y*
19.34%
5Y*
8.91%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXXIX vs. NLCAX - Expense Ratio Comparison

Both GXXIX and NLCAX have an expense ratio of 0.97%.


Return for Risk

GXXIX vs. NLCAX — Risk / Return Rank

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

GXXIX
GXXIX Risk / Return Rank: 88
Overall Rank
GXXIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GXXIX Sortino Ratio Rank: 77
Sortino Ratio Rank
GXXIX Omega Ratio Rank: 77
Omega Ratio Rank
GXXIX Calmar Ratio Rank: 99
Calmar Ratio Rank
GXXIX Martin Ratio Rank: 99
Martin Ratio Rank

NLCAX
NLCAX Risk / Return Rank: 2222
Overall Rank
NLCAX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NLCAX Sortino Ratio Rank: 3131
Sortino Ratio Rank
NLCAX Omega Ratio Rank: 2727
Omega Ratio Rank
NLCAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NLCAX Martin Ratio Rank: 1212
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.

GXXIX vs. NLCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn U.S. Sustainable Leaders Fund (GXXIX) and Voya Large-Cap Growth Fund (NLCAX). 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.


GXXIXNLCAXDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.72

-0.53

Sortino ratio

Return per unit of downside risk

0.40

1.21

-0.81

Omega ratio

Gain probability vs. loss probability

1.05

1.16

-0.11

Calmar ratio

Return relative to maximum drawdown

0.31

0.49

-0.18

Martin ratio

Return relative to average drawdown

1.15

1.50

-0.35

GXXIX vs. NLCAX - Sharpe Ratio Comparison

The current GXXIX Sharpe Ratio is 0.19, which is lower than the NLCAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GXXIX and NLCAX, 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


GXXIXNLCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.72

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.41

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.64

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.41

+0.20

Correlation

The correlation between GXXIX and NLCAX is 0.87, 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

GXXIX vs. NLCAX - Dividend Comparison

GXXIX's dividend yield for the trailing twelve months is around 2.48%, less than NLCAX's 18.10% yield.


TTM20252024202320222021202020192018201720162015
GXXIX
abrdn U.S. Sustainable Leaders Fund
2.48%2.30%0.00%0.28%0.39%59.39%14.10%9.76%12.93%10.11%12.20%5.82%
NLCAX
Voya Large-Cap Growth Fund
18.10%16.16%4.69%0.00%24.97%18.15%13.40%4.61%7.42%5.86%5.52%7.37%

Drawdowns

GXXIX vs. NLCAX - Drawdown Comparison

The maximum GXXIX drawdown since its inception was -33.65%, smaller than the maximum NLCAX drawdown of -76.45%. Use the drawdown chart below to compare losses from any high point for GXXIX and NLCAX.


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Drawdown Indicators


GXXIXNLCAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-76.45%

+42.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-17.52%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-33.65%

-35.36%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-35.36%

+1.71%

Current Drawdown

Current decline from peak

-10.87%

-14.32%

+3.45%

Average Drawdown

Average peak-to-trough decline

-6.20%

-31.43%

+25.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

5.82%

-2.68%

Volatility

GXXIX vs. NLCAX - Volatility Comparison

The current volatility for abrdn U.S. Sustainable Leaders Fund (GXXIX) is 5.20%, while Voya Large-Cap Growth Fund (NLCAX) has a volatility of 7.12%. This indicates that GXXIX experiences smaller price fluctuations and is considered to be less risky than NLCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXXIXNLCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

7.12%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

12.79%

-3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

22.98%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.78%

22.16%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.72%

21.21%

+2.51%