IISNX vs. LEXCX
IISNX (Voya Index Solution 2055 Portfolio) and LEXCX (Voya Corporate Leaders Trust Fund) are both mutual funds - IISNX is a Target Retirement Date fund managed by Voya, while LEXCX is a Large Cap Value Equities fund managed by Voya. Over the past 10 years, IISNX returned 11.56%/yr vs 11.97%/yr for LEXCX. A 0.75 correlation means they provide meaningful diversification when combined. IISNX charges 0.22%/yr vs 0.52%/yr for LEXCX.
Performance
IISNX vs. LEXCX - Performance Comparison
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Returns By Period
In the year-to-date period, IISNX achieves a 11.93% return, which is significantly lower than LEXCX's 25.66% return. Both investments have delivered pretty close results over the past 10 years, with IISNX having a 11.56% annualized return and LEXCX not far ahead at 11.97%.
IISNX
- 1D
- 0.45%
- 1M
- 0.24%
- 6M
- 9.00%
- YTD
- 11.93%
- 1Y
- 22.91%
- 3Y*
- 17.83%
- 5Y*
- 10.20%
- 10Y*
- 11.56%
LEXCX
- 1D
- -0.49%
- 1M
- 6.16%
- 6M
- 22.93%
- YTD
- 25.66%
- 1Y
- 27.09%
- 3Y*
- 15.53%
- 5Y*
- 13.38%
- 10Y*
- 11.97%
IISNX vs. LEXCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISNX Voya Index Solution 2055 Portfolio | 11.93% | 20.72% | 15.38% | 20.31% | -18.25% | 17.99% | 15.46% | 25.17% | -8.47% | 21.04% |
LEXCX Voya Corporate Leaders Trust Fund | 25.66% | 7.04% | 3.60% | 14.53% | 3.95% | 26.77% | 4.36% | 21.43% | -5.44% | 16.61% |
Correlation
The correlation between IISNX and LEXCX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2010 | 0.75 |
Over the past year, the correlation between IISNX and LEXCX has dropped to 0.01 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
IISNX vs. LEXCX — Risk / Return Rank
IISNX
LEXCX
IISNX vs. LEXCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Index Solution 2055 Portfolio (IISNX) 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.
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.
| IISNX | LEXCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 5.24 | -2.52 |
| Martin ratioReturn relative to average drawdown | 12.50 | 12.55 | -0.05 |
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Drawdowns
IISNX vs. LEXCX - Drawdown Comparison
The maximum IISNX drawdown since its inception was -32.62%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for IISNX and LEXCX.
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Drawdown Indicators
| IISNX | LEXCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.62% | -50.42% | +17.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -5.62% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -14.03% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -19.75% | -6.10% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -39.21% | +6.59% |
Current DrawdownCurrent decline from peak | -0.41% | -0.49% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -7.11% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.49% | -0.52% |
Volatility
IISNX vs. LEXCX - Volatility Comparison
The current volatility for Voya Index Solution 2055 Portfolio (IISNX) is 3.85%, while Voya Corporate Leaders Trust Fund (LEXCX) has a volatility of 4.67%. This indicates that IISNX experiences smaller price fluctuations and is considered to be less risky 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
| IISNX | LEXCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 4.67% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 10.63% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 14.07% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 16.49% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 18.98% | -2.83% |
IISNX vs. LEXCX - Expense Ratio Comparison
IISNX has a 0.22% expense ratio, which is lower than LEXCX's 0.52% expense ratio.
Dividends
IISNX vs. LEXCX - Dividend Comparison
IISNX's dividend yield for the trailing twelve months is around 1.47%, more than LEXCX's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IISNX Voya Index Solution 2055 Portfolio | 1.47% | 1.64% | 0.18% | 8.19% | 14.20% | 4.63% | 4.33% | 4.96% | 3.86% | 3.26% | 8.60% | 10.27% |
LEXCX Voya Corporate Leaders Trust Fund | 1.15% | 1.65% | 1.66% | 1.58% | 1.65% | 1.54% | 1.91% | 1.86% | 2.03% | 1.79% | 3.93% | 2.37% |
Frequently Asked Questions
IISNX and LEXCX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LEXCX has higher volatility (4.67%) compared to IISNX (3.85%). In terms of maximum drawdown, IISNX dropped -32.62% vs LEXCX's -50.42%.
LEXCX currently has the higher Sharpe Ratio (2.10 vs 1.95), 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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