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IRSNX vs. LEXCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRSNX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Target Retirement 2035 Fund (IRSNX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRSNX achieves a 9.57% return, which is significantly lower than LEXCX's 14.99% return. Over the past 10 years, IRSNX has underperformed LEXCX with an annualized return of 10.21%, while LEXCX has yielded a comparatively higher 11.44% annualized return.


IRSNX

1D
0.89%
1M
1.53%
YTD
9.57%
6M
9.50%
1Y
22.75%
3Y*
15.37%
5Y*
8.29%
10Y*
10.21%

LEXCX

1D
-0.72%
1M
-3.69%
YTD
14.99%
6M
14.68%
1Y
17.81%
3Y*
12.67%
5Y*
11.50%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRSNX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRSNX
Voya Target Retirement 2035 Fund
9.57%17.23%12.30%17.56%-17.97%15.51%15.76%22.33%-7.50%19.14%
LEXCX
Voya Corporate Leaders Trust Fund
14.99%7.04%3.60%14.53%3.95%26.77%4.36%21.43%-5.44%16.61%

Correlation

The correlation between IRSNX and LEXCX is 0.03, 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

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

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 Dec 24, 2012

0.70

Over the past year, the correlation between IRSNX and LEXCX has dropped to 0.03 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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Return for Risk

IRSNX vs. LEXCX — Risk / Return Rank

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

IRSNX
IRSNX Risk / Return Rank: 8181
Overall Rank
IRSNX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IRSNX Sortino Ratio Rank: 8181
Sortino Ratio Rank
IRSNX Omega Ratio Rank: 7777
Omega Ratio Rank
IRSNX Calmar Ratio Rank: 7777
Calmar Ratio Rank
IRSNX Martin Ratio Rank: 8787
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4040
Overall Rank
LEXCX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 2727
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 7474
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3838
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.

IRSNX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Target Retirement 2035 Fund (IRSNX) 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.


IRSNXLEXCXDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.46

1.25

+0.20

Calmar ratioReturn relative to maximum drawdown

3.30

3.19

+0.11

Martin ratioReturn relative to average drawdown

15.36

7.85

+7.52

IRSNX vs. LEXCX - Sharpe Ratio Comparison

The current IRSNX Sharpe Ratio is 2.43, which is higher than the LEXCX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IRSNX and LEXCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IRSNX vs. LEXCX - Drawdown Comparison

The maximum IRSNX drawdown since its inception was -29.52%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for IRSNX and LEXCX.


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Drawdown Indicators


IRSNXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-29.52%

-50.42%

+20.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-6.22%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-12.03%

-14.03%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.44%

-19.75%

-4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-29.52%

-39.21%

+9.69%

Current Drawdown

Current decline from peak

-0.38%

-5.61%

+5.23%

Average Drawdown

Average peak-to-trough decline

-4.10%

-7.12%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

2.48%

-0.94%

Volatility

IRSNX vs. LEXCX - Volatility Comparison

The current volatility for Voya Target Retirement 2035 Fund (IRSNX) is 3.90%, while Voya Corporate Leaders Trust Fund (LEXCX) has a volatility of 4.73%. This indicates that IRSNX 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


IRSNXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.73%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

10.93%

-2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

10.09%

14.06%

-3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.48%

16.52%

-4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.48%

19.01%

-5.53%

IRSNX vs. LEXCX - Expense Ratio Comparison

IRSNX has a 0.20% expense ratio, which is lower than LEXCX's 0.52% expense ratio.


Dividends

IRSNX vs. LEXCX - Dividend Comparison

IRSNX's dividend yield for the trailing twelve months is around 8.78%, more than LEXCX's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
IRSNX
Voya Target Retirement 2035 Fund
8.78%9.62%2.15%2.25%6.05%17.46%4.26%4.23%6.04%6.30%1.73%0.37%
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%

Frequently Asked Questions


IRSNX and LEXCX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LEXCX has higher volatility (4.73%) compared to IRSNX (3.90%). In terms of maximum drawdown, IRSNX dropped -29.52% vs LEXCX's -50.42%.

IRSNX currently has the higher Sharpe Ratio (2.43 vs 1.41), 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.

Portfolio Optimizer

Find the right allocation for IRSNX and LEXCX

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