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IVSOX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVSOX vs. LEXCX - Performance Comparison

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

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IVSOX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVSOX
Voya SmallCap Opportunities Portfolio
-8.02%14.79%18.89%20.93%-23.02%4.78%26.36%25.77%-16.03%18.75%
LEXCX
Voya Corporate Leaders Trust Fund
15.27%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, IVSOX achieves a -8.02% return, which is significantly lower than LEXCX's 15.27% return. Over the past 10 years, IVSOX has underperformed LEXCX with an annualized return of 8.44%, while LEXCX has yielded a comparatively higher 11.87% annualized return.


IVSOX

1D
-2.52%
1M
-12.62%
YTD
-8.02%
6M
-3.46%
1Y
19.00%
3Y*
12.46%
5Y*
3.53%
10Y*
8.44%

LEXCX

1D
0.03%
1M
-0.16%
YTD
15.27%
6M
11.64%
1Y
14.00%
3Y*
12.98%
5Y*
11.85%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVSOX vs. LEXCX - Expense Ratio Comparison

IVSOX has a 0.85% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

IVSOX vs. LEXCX — Risk / Return Rank

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

IVSOX
IVSOX Risk / Return Rank: 2222
Overall Rank
IVSOX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IVSOX Sortino Ratio Rank: 2727
Sortino Ratio Rank
IVSOX Omega Ratio Rank: 2424
Omega Ratio Rank
IVSOX Calmar Ratio Rank: 1919
Calmar Ratio Rank
IVSOX Martin Ratio Rank: 1818
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4444
Overall Rank
LEXCX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 5252
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 4646
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4242
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3434
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.

IVSOX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya SmallCap Opportunities Portfolio (IVSOX) 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.


IVSOXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.92

-0.30

Sortino ratio

Return per unit of downside risk

1.06

1.41

-0.36

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.57

1.07

-0.50

Martin ratio

Return relative to average drawdown

1.98

3.63

-1.65

IVSOX vs. LEXCX - Sharpe Ratio Comparison

The current IVSOX Sharpe Ratio is 0.63, which is lower than the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IVSOX 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


IVSOXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.92

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.74

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.64

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.53

-0.19

Correlation

The correlation between IVSOX and LEXCX is 0.64, 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

IVSOX vs. LEXCX - Dividend Comparison

IVSOX's dividend yield for the trailing twelve months is around 2.55%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
IVSOX
Voya SmallCap Opportunities Portfolio
2.55%2.34%0.66%0.00%26.68%10.12%0.36%13.66%22.36%5.60%8.58%11.10%
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

IVSOX vs. LEXCX - Drawdown Comparison

The maximum IVSOX drawdown since its inception was -74.77%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for IVSOX and LEXCX.


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Drawdown Indicators


IVSOXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-74.77%

-50.42%

-24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-17.04%

-12.78%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-34.13%

-19.75%

-14.38%

Max Drawdown (10Y)

Largest decline over 10 years

-41.90%

-39.21%

-2.69%

Current Drawdown

Current decline from peak

-17.04%

-0.86%

-16.18%

Average Drawdown

Average peak-to-trough decline

-26.06%

-7.14%

-18.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

3.76%

+1.53%

Volatility

IVSOX vs. LEXCX - Volatility Comparison

Voya SmallCap Opportunities Portfolio (IVSOX) has a higher volatility of 8.99% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.34%. This indicates that IVSOX'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


IVSOXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.99%

3.34%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

9.44%

+7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

17.75%

+10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.94%

16.39%

+7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

18.90%

+4.89%