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JVASX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JVASX vs. LEXCX - Performance Comparison

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

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JVASX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JVASX
JPMorgan Value Advantage Fund
-2.27%9.70%27.34%9.89%-3.87%28.48%-1.79%27.07%-9.20%13.96%
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, JVASX achieves a -2.27% return, which is significantly lower than LEXCX's 15.27% return. Over the past 10 years, JVASX has underperformed LEXCX with an annualized return of 10.70%, while LEXCX has yielded a comparatively higher 11.87% annualized return.


JVASX

1D
-0.06%
1M
-7.32%
YTD
-2.27%
6M
0.52%
1Y
5.99%
3Y*
15.07%
5Y*
10.18%
10Y*
10.70%

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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JVASX vs. LEXCX - Expense Ratio Comparison

JVASX has a 0.79% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

JVASX vs. LEXCX — Risk / Return Rank

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

JVASX
JVASX Risk / Return Rank: 1717
Overall Rank
JVASX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JVASX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JVASX Omega Ratio Rank: 1717
Omega Ratio Rank
JVASX Calmar Ratio Rank: 1717
Calmar Ratio Rank
JVASX Martin Ratio Rank: 1919
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.

JVASX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Value Advantage Fund (JVASX) 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.


JVASXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.92

-0.49

Sortino ratio

Return per unit of downside risk

0.72

1.41

-0.70

Omega ratio

Gain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.49

1.07

-0.58

Martin ratio

Return relative to average drawdown

1.96

3.63

-1.67

JVASX vs. LEXCX - Sharpe Ratio Comparison

The current JVASX 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 JVASX 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


JVASXLEXCXDifference

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

0.65

0.74

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.64

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.53

-0.06

Correlation

The correlation between JVASX and LEXCX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JVASX vs. LEXCX - Dividend Comparison

JVASX's dividend yield for the trailing twelve months is around 13.00%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
JVASX
JPMorgan Value Advantage Fund
13.00%12.70%19.48%7.18%10.52%14.21%3.13%3.94%7.38%2.05%1.23%1.71%
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

JVASX vs. LEXCX - Drawdown Comparison

The maximum JVASX drawdown since its inception was -57.87%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for JVASX and LEXCX.


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Drawdown Indicators


JVASXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-57.87%

-50.42%

-7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-12.78%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-19.75%

+2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.09%

-39.21%

-1.88%

Current Drawdown

Current decline from peak

-8.04%

-0.86%

-7.18%

Average Drawdown

Average peak-to-trough decline

-6.57%

-7.14%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.76%

-0.81%

Volatility

JVASX vs. LEXCX - Volatility Comparison

JPMorgan Value Advantage Fund (JVASX) and Voya Corporate Leaders Trust Fund (LEXCX) have volatilities of 3.43% and 3.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JVASXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.34%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

9.44%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

17.75%

-1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

16.39%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

18.90%

-0.49%