JDVWX vs. LEXCX

Last updated Jun 4, 2026

JDVWX (John Hancock Disciplined Value Fund) and LEXCX (Voya Corporate Leaders Trust Fund) are both Large Cap Value Equities funds. Over the past 10 years, JDVWX returned 12.82%/yr vs 11.90%/yr for LEXCX. Their correlation of 0.82 suggests significant overlap in exposure. JDVWX charges 0.60%/yr vs 0.52%/yr for LEXCX.

Performance

JDVWX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value Fund (JDVWX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JDVWX achieves a 16.65% return, which is significantly lower than LEXCX's 18.37% return. Over the past 10 years, JDVWX has outperformed LEXCX with an annualized return of 12.82%, while LEXCX has yielded a comparatively lower 11.90% annualized return.

JDVWX

• 1D: 0.98%
• 1M: 6.67%
• YTD: 16.65%
• 6M: 17.50%
• 1Y: 33.38%
• 3Y*: 21.83%
• 5Y*: 12.69%
• 10Y*: 12.82%

LEXCX

• 1D: 0.54%
• 1M: 0.73%
• YTD: 18.37%
• 6M: 16.20%
• 1Y: 22.14%
• 3Y*: 14.69%
• 5Y*: 11.06%
• 10Y*: 11.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JDVWX vs. LEXCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JDVWX John Hancock Disciplined Value Fund	16.65%	17.59%	15.76%	14.03%	-4.34%	29.99%	1.73%	22.77%	-9.64%	18.00%
LEXCX Voya Corporate Leaders Trust Fund	18.37%	7.04%	3.60%	14.53%	3.95%	26.77%	4.36%	21.43%	-5.44%	16.61%

Correlation

The correlation between JDVWX and LEXCX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Sep 1, 2011	0.82

Over the past year, the correlation between JDVWX and LEXCX has dropped to 0.29 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

Return for Risk

JDVWX vs. LEXCX — Risk / Return Rank

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

JDVWX

JDVWX Risk / Return Rank: 84
JDVWX Sharpe Ratio Rank: 85
JDVWX Sortino Ratio Rank: 79
JDVWX Omega Ratio Rank: 75
JDVWX Calmar Ratio Rank: 88
JDVWX Martin Ratio Rank: 91

LEXCX

LEXCX Risk / Return Rank: 53
LEXCX Sharpe Ratio Rank: 42
LEXCX Sortino Ratio Rank: 46
LEXCX Omega Ratio Rank: 40
LEXCX Calmar Ratio Rank: 87
LEXCX Martin Ratio Rank: 52

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.

JDVWX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value Fund (JDVWX) 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.

	JDVWX	LEXCX	Difference
Sharpe ratio: Return per unit of total volatility	2.80	1.89	+0.90
Sortino ratio: Return per unit of downside risk	3.82	2.87	+0.95
Omega ratio: Gain probability vs. loss probability	1.50	1.34	+0.16
Calmar ratio: Return relative to maximum drawdown	4.34	4.20	+0.14
Martin ratio: Return relative to average drawdown	18.46	10.61	+7.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JDVWX vs. LEXCX - Sharpe Ratio Comparison

The current JDVWX Sharpe Ratio is 2.80, which is higher than the LEXCX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of JDVWX 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.

Sharpe Ratios by Period

	JDVWX	LEXCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.80	1.89	+0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.69	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.64	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.54	+0.18

Drawdowns

JDVWX vs. LEXCX - Drawdown Comparison

The maximum JDVWX drawdown since its inception was -40.28%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for JDVWX and LEXCX.

Drawdown Indicators

	JDVWX	LEXCX	Difference
Max Drawdown Largest peak-to-trough decline	-40.28%	-50.42%	+10.14%
Max Drawdown (1Y) Largest decline over 1 year	-7.92%	-6.22%	-1.70%
Max Drawdown (3Y) Largest decline over 3 years	-20.48%	-14.03%	-6.45%
Max Drawdown (5Y) Largest decline over 5 years	-20.48%	-19.75%	-0.73%
Max Drawdown (10Y) Largest decline over 10 years	-40.28%	-39.21%	-1.07%
Current Drawdown Current decline from peak	0.00%	-2.84%	+2.84%
Average Drawdown Average peak-to-trough decline	-4.52%	-7.12%	+2.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.41%	-0.55%

Volatility

JDVWX vs. LEXCX - Volatility Comparison

The current volatility for John Hancock Disciplined Value Fund (JDVWX) is 3.87%, while Voya Corporate Leaders Trust Fund (LEXCX) has a volatility of 4.50%. This indicates that JDVWX 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.

Volatility by Period

	JDVWX	LEXCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	4.50%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	9.70%	10.45%	-0.75%
Volatility (1Y) Calculated over the trailing 1-year period	12.29%	13.81%	-1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	16.50%	+0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.90%	18.99%	-0.09%

JDVWX vs. LEXCX - Expense Ratio Comparison

JDVWX has a 0.60% expense ratio, which is higher than LEXCX's 0.52% expense ratio.

Dividends

JDVWX vs. LEXCX - Dividend Comparison

JDVWX's dividend yield for the trailing twelve months is around 5.76%, more than LEXCX's 1.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JDVWX John Hancock Disciplined Value Fund	5.76%	6.72%	14.04%	7.30%	7.26%	14.72%	1.66%	5.95%	10.70%	4.60%	1.32%	3.44%
LEXCX Voya Corporate Leaders Trust Fund	1.39%	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

Can I hold both JDVWX and LEXCX in my portfolio?

JDVWX and LEXCX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JDVWX or LEXCX?

LEXCX has higher volatility (4.50%) compared to JDVWX (3.87%). In terms of maximum drawdown, JDVWX dropped -40.28% vs LEXCX's -50.42%.

Which has better risk-adjusted returns?

JDVWX currently has the higher Sharpe Ratio (2.80 vs 1.89), 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.