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IRGJX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRGJX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Russell Mid Cap Growth Index Portfolio (IRGJX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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IRGJX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRGJX
Voya Russell Mid Cap Growth Index Portfolio
-6.40%8.53%21.54%25.34%-26.82%12.16%34.60%34.39%-5.13%24.67%
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, IRGJX achieves a -6.40% return, which is significantly lower than LEXCX's 15.63% return. Over the past 10 years, IRGJX has underperformed LEXCX with an annualized return of 11.16%, while LEXCX has yielded a comparatively higher 11.90% annualized return.


IRGJX

1D
3.61%
1M
-6.38%
YTD
-6.40%
6M
-9.70%
1Y
8.46%
3Y*
12.39%
5Y*
4.63%
10Y*
11.16%

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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IRGJX vs. LEXCX - Expense Ratio Comparison

IRGJX has a 0.40% expense ratio, which is lower than LEXCX's 0.52% expense ratio.


Return for Risk

IRGJX vs. LEXCX — Risk / Return Rank

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

IRGJX
IRGJX Risk / Return Rank: 88
Overall Rank
IRGJX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IRGJX Sortino Ratio Rank: 1414
Sortino Ratio Rank
IRGJX Omega Ratio Rank: 1212
Omega Ratio Rank
IRGJX Calmar Ratio Rank: 22
Calmar Ratio Rank
IRGJX Martin Ratio Rank: 22
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.

IRGJX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Russell Mid Cap Growth Index Portfolio (IRGJX) 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.


IRGJXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.92

-0.49

Sortino ratio

Return per unit of downside risk

0.81

1.40

-0.60

Omega ratio

Gain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.30

1.10

-1.41

Martin ratio

Return relative to average drawdown

-0.95

3.77

-4.71

IRGJX vs. LEXCX - Sharpe Ratio Comparison

The current IRGJX Sharpe Ratio is 0.43, which is lower than the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IRGJX 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


IRGJXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.92

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.74

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.64

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.53

+0.10

Correlation

The correlation between IRGJX and LEXCX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IRGJX vs. LEXCX - Dividend Comparison

IRGJX's dividend yield for the trailing twelve months is around 15.26%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
IRGJX
Voya Russell Mid Cap Growth Index Portfolio
15.26%14.29%0.35%0.42%12.03%3.55%5.50%10.03%13.76%0.83%0.96%0.91%
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

IRGJX vs. LEXCX - Drawdown Comparison

The maximum IRGJX drawdown since its inception was -38.65%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for IRGJX and LEXCX.


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Drawdown Indicators


IRGJXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-50.42%

+11.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-12.78%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-38.65%

-19.75%

-18.90%

Max Drawdown (10Y)

Largest decline over 10 years

-38.65%

-39.21%

+0.56%

Current Drawdown

Current decline from peak

-11.77%

-0.55%

-11.22%

Average Drawdown

Average peak-to-trough decline

-6.84%

-7.14%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.11%

3.75%

+4.36%

Volatility

IRGJX vs. LEXCX - Volatility Comparison

Voya Russell Mid Cap Growth Index Portfolio (IRGJX) has a higher volatility of 6.91% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.32%. This indicates that IRGJX'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


IRGJXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

3.32%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

9.42%

+3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

25.11%

17.71%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

16.39%

+6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.04%

18.90%

+3.14%