LBWIX vs. LEXCX

Last updated Aug 5, 2026

LBWIX (BrandywineGLOBAL - Diversified US Large Cap Value Fund) and LEXCX (Voya Corporate Leaders Trust Fund) are both Large Cap Value Equities funds. Over the past 10 years, LBWIX returned 12.35%/yr vs 12.35%/yr for LEXCX. Their correlation of 0.84 means they have usually moved in the same direction. LBWIX charges 0.84%/yr vs 0.52%/yr for LEXCX.

Performance

LBWIX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) 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, LBWIX achieves a 17.22% return, which is significantly lower than LEXCX's 28.28% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: LBWIX at 12.35% and LEXCX at 12.35%.

LBWIX

• 1D: 0.70%
• 1M: 2.85%
• 6M: 11.26%
• YTD: 17.22%
• 1Y: 28.79%
• 3Y*: 19.38%
• 5Y*: 12.87%
• 10Y*: 12.35%
• ALL TIME*: 12.02%

LEXCX

• 1D: -0.68%
• 1M: 4.75%
• 6M: 19.44%
• YTD: 28.28%
• 1Y: 33.33%
• 3Y*: 14.06%
• 5Y*: 13.72%
• 10Y*: 12.35%
• ALL TIME*: 9.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund	$0.00	$0.00	$0.00
LEXCX Voya Corporate Leaders Trust Fund	$0.00	$0.00	$0.00

LBWIX vs. LEXCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund	17.22%	17.38%	18.59%	7.42%	-1.56%	29.74%	-1.41%	25.66%	-9.05%	17.79%
LEXCX Voya Corporate Leaders Trust Fund	28.28%	7.04%	3.60%	14.53%	3.95%	26.77%	4.36%	21.43%	-5.44%	16.61%

Correlation

The correlation between LBWIX and LEXCX is 0.36, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.36
Correlation (3Y) Balances recent behavior with more history.	0.62
Correlation (5Y) Shows whether the relationship held over a longer period.	0.73
Correlation (10Y) Provides a long-term view across more market conditions.	0.79
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011	0.84

Over the past year, the correlation between LBWIX and LEXCX has dropped to 0.36 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

Return for Risk

LBWIX vs. LEXCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LBWIX

LBWIX Risk / Return Rank: 95
LBWIX Sharpe Ratio Rank: 96
LBWIX Sortino Ratio Rank: 96
LBWIX Omega Ratio Rank: 93
LBWIX Calmar Ratio Rank: 95
LBWIX Martin Ratio Rank: 94

LEXCX

LEXCX Risk / Return Rank: 94
LEXCX Sharpe Ratio Rank: 94
LEXCX Sortino Ratio Rank: 94
LEXCX Omega Ratio Rank: 89
LEXCX Calmar Ratio Rank: 98
LEXCX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LBWIX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) 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.

	LBWIX	LEXCX	Difference
Sharpe ratio: Return per unit of total volatility	2.82	2.50	+0.32
Sortino ratio: Return per unit of downside risk	4.11	3.72	+0.39
Omega ratio: Gain probability vs. loss probability	1.50	1.45	+0.05
Calmar ratio: Return relative to maximum drawdown	4.48	6.21	-1.73
Martin ratio: Return relative to average drawdown	16.24	15.75	+0.49

LBWIX vs. LEXCX - Sharpe Ratio Comparison

The current LBWIX Sharpe Ratio is 2.82, which is comparable to the LEXCX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of LBWIX 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.

Drawdowns

LBWIX vs. LEXCX - Drawdown Comparison

The maximum LBWIX drawdown since its inception was -38.22%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for LBWIX and LEXCX.

Drawdown Indicators

	LBWIX	LEXCX	Difference
Max Drawdown Largest peak-to-trough decline	-38.22%	-50.42%	+12.20%
Max Drawdown (1Y) Largest decline over 1 year	-6.80%	-5.62%	-1.18%
Max Drawdown (3Y) Largest decline over 3 years	-14.05%	-14.03%	-0.02%
Max Drawdown (5Y) Largest decline over 5 years	-17.87%	-19.75%	+1.88%
Max Drawdown (10Y) Largest decline over 10 years	-38.22%	-39.21%	+0.99%
Current Drawdown Current decline from peak	-0.53%	-2.45%	+1.92%
Average Drawdown Average peak-to-trough decline	-3.91%	-7.10%	+3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	2.51%	-0.64%

Volatility

LBWIX vs. LEXCX - Volatility Comparison

The current volatility for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) is 2.86%, while Voya Corporate Leaders Trust Fund (LEXCX) has a volatility of 3.83%. This indicates that LBWIX 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

	LBWIX	LEXCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.86%	3.83%	-0.97%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	10.63%	-2.59%
Volatility (1Y) Calculated over the trailing 1-year period	10.81%	13.96%	-3.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	16.49%	-1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.79%	19.00%	-1.21%

LBWIX vs. LEXCX - Expense Ratio Comparison

LBWIX has a 0.84% expense ratio, which is higher than LEXCX's 0.52% expense ratio.

Dividends

LBWIX vs. LEXCX - Dividend Comparison

LBWIX's dividend yield for the trailing twelve months is around 10.62%, more than LEXCX's 1.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund	10.62%	12.45%	11.18%	1.90%	13.87%	16.48%	2.89%	11.13%	11.30%	6.47%	6.95%	6.82%
LEXCX Voya Corporate Leaders Trust Fund	1.13%	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 LBWIX and LEXCX in my portfolio?

LBWIX and LEXCX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LBWIX or LEXCX?

LEXCX has higher volatility (3.83%) compared to LBWIX (2.86%). In terms of maximum drawdown, LBWIX dropped -38.22% vs LEXCX's -50.42%.

Which has better risk-adjusted returns?

LBWIX currently has the higher Sharpe Ratio (2.82 vs 2.50), 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.