IISBX vs. LCCMX
IISBX (Voya Short Term Bond Fund) and LCCMX (Leader Short Term High Yield Bond Fund) are both Short-Term Bond funds. Over the past 10 years, IISBX returned 2.00%/yr vs 4.27%/yr for LCCMX. At a 0.18 correlation, their price movements are largely independent. IISBX charges 0.35%/yr vs 2.55%/yr for LCCMX.
Performance
IISBX vs. LCCMX - Performance Comparison
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Returns By Period
In the year-to-date period, IISBX achieves a 0.45% return, which is significantly lower than LCCMX's 3.89% return. Over the past 10 years, IISBX has underperformed LCCMX with an annualized return of 2.00%, while LCCMX has yielded a comparatively higher 4.27% annualized return.
IISBX
- 1D
- 0.11%
- 1M
- 0.27%
- YTD
- 0.45%
- 6M
- 0.94%
- 1Y
- 3.19%
- 3Y*
- 4.33%
- 5Y*
- 1.70%
- 10Y*
- 2.00%
LCCMX
- 1D
- -0.12%
- 1M
- 0.71%
- YTD
- 3.89%
- 6M
- 4.66%
- 1Y
- 11.06%
- 3Y*
- 13.94%
- 5Y*
- 5.71%
- 10Y*
- 4.27%
IISBX vs. LCCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISBX Voya Short Term Bond Fund | 0.45% | 4.66% | 4.88% | 4.38% | -5.30% | 0.13% | 3.66% | 4.68% | 1.00% | 1.54% |
LCCMX Leader Short Term High Yield Bond Fund | 3.89% | 9.73% | 18.51% | 13.73% | -13.30% | 1.30% | 7.52% | 0.65% | 2.35% | 1.89% |
Correlation
The correlation between IISBX and LCCMX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.18 |
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Return for Risk
IISBX vs. LCCMX — Risk / Return Rank
IISBX
LCCMX
IISBX vs. LCCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Short Term Bond Fund (IISBX) and Leader Short Term High Yield Bond Fund (LCCMX). 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.
| IISBX | LCCMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 2.00 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.96 | -0.40 |
| Martin ratioReturn relative to average drawdown | 9.06 | 10.43 | -1.37 |
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Drawdowns
IISBX vs. LCCMX - Drawdown Comparison
The maximum IISBX drawdown since its inception was -8.22%, smaller than the maximum LCCMX drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for IISBX and LCCMX.
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Drawdown Indicators
| IISBX | LCCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.22% | -24.57% | +16.35% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -3.76% | +2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -1.38% | -3.76% | +2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -7.40% | -19.20% | +11.80% |
Max Drawdown (10Y)Largest decline over 10 years | -8.22% | -24.57% | +16.35% |
Current DrawdownCurrent decline from peak | -0.48% | -0.24% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -0.89% | -2.79% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 1.06% | -0.69% |
Volatility
IISBX vs. LCCMX - Volatility Comparison
Voya Short Term Bond Fund (IISBX) has a higher volatility of 0.80% compared to Leader Short Term High Yield Bond Fund (LCCMX) at 0.62%. This indicates that IISBX's price experiences larger fluctuations and is considered to be riskier than LCCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IISBX | LCCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.80% | 0.62% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 3.37% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 4.53% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.46% | 5.79% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.25% | 6.34% | -4.09% |
IISBX vs. LCCMX - Expense Ratio Comparison
IISBX has a 0.35% expense ratio, which is lower than LCCMX's 2.55% expense ratio.
Dividends
IISBX vs. LCCMX - Dividend Comparison
IISBX's dividend yield for the trailing twelve months is around 3.81%, less than LCCMX's 8.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IISBX Voya Short Term Bond Fund | 3.81% | 3.46% | 4.75% | 2.96% | 1.61% | 1.35% | 2.25% | 2.40% | 2.54% | 1.84% | 1.90% | 1.88% |
LCCMX Leader Short Term High Yield Bond Fund | 8.53% | 8.93% | 10.39% | 8.55% | 5.68% | 2.11% | 2.11% | 2.98% | 2.89% | 2.10% | 2.01% | 2.75% |
Frequently Asked Questions
IISBX and LCCMX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IISBX has higher volatility (0.80%) compared to LCCMX (0.62%). In terms of maximum drawdown, IISBX dropped -8.22% vs LCCMX's -24.57%.
LCCMX currently has the higher Sharpe Ratio (2.45 vs 1.61), 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.
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