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LCCMX vs. FSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCCMX vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leader Short Term High Yield Bond Fund (LCCMX) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCCMX achieves a 3.89% return, which is significantly higher than FSCO's -18.71% return.


LCCMX

1D
-0.12%
1M
0.71%
YTD
3.89%
6M
4.66%
1Y
11.06%
3Y*
13.94%
5Y*
5.71%
10Y*
4.27%

FSCO

1D
-1.83%
1M
-4.35%
YTD
-18.71%
6M
-16.22%
1Y
-24.11%
3Y*
14.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCCMX vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
LCCMX
Leader Short Term High Yield Bond Fund
3.89%9.73%18.51%13.73%1.35%
FSCO
FS Credit Opportunities Corp.
-18.71%3.68%34.88%36.98%-3.98%

Correlation

The correlation between LCCMX and FSCO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2022

0.09

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Return for Risk

LCCMX vs. FSCO — Risk / Return Rank

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

LCCMX
LCCMX Risk / Return Rank: 7979
Overall Rank
LCCMX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LCCMX Sortino Ratio Rank: 9797
Sortino Ratio Rank
LCCMX Omega Ratio Rank: 9797
Omega Ratio Rank
LCCMX Calmar Ratio Rank: 6565
Calmar Ratio Rank
LCCMX Martin Ratio Rank: 5454
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1111
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1010
Sortino Ratio Rank
FSCO Omega Ratio Rank: 99
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1616
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1010
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.

LCCMX vs. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leader Short Term High Yield Bond Fund (LCCMX) and FS Credit Opportunities Corp. (FSCO). 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.


LCCMXFSCODifference
Sharpe ratioReturn per unit of total volatility

+3.33

Sortino ratioReturn per unit of downside risk

+6.47

Omega ratioGain probability vs. loss probability

2.00

0.85

+1.15

Calmar ratioReturn relative to maximum drawdown

2.96

-0.68

+3.64

Martin ratioReturn relative to average drawdown

10.43

-1.34

+11.76

LCCMX vs. FSCO - Sharpe Ratio Comparison

The current LCCMX Sharpe Ratio is 2.45, which is higher than the FSCO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of LCCMX and FSCO, 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

LCCMX vs. FSCO - Drawdown Comparison

The maximum LCCMX drawdown since its inception was -24.57%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for LCCMX and FSCO.


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Drawdown Indicators


LCCMXFSCODifference

Max Drawdown

Largest peak-to-trough decline

-24.57%

-35.53%

+10.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-35.53%

+31.77%

Max Drawdown (3Y)

Largest decline over 3 years

-3.76%

-35.53%

+31.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

Max Drawdown (10Y)

Largest decline over 10 years

-24.57%

Current Drawdown

Current decline from peak

-0.24%

-29.03%

+28.79%

Average Drawdown

Average peak-to-trough decline

-2.79%

-8.13%

+5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

18.03%

-16.97%

Volatility

LCCMX vs. FSCO - Volatility Comparison

The current volatility for Leader Short Term High Yield Bond Fund (LCCMX) is 0.62%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.28%. This indicates that LCCMX experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCCMXFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

6.28%

-5.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

22.64%

-19.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

27.50%

-22.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

28.18%

-22.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.34%

28.18%

-21.84%

Dividends

LCCMX vs. FSCO - Dividend Comparison

LCCMX's dividend yield for the trailing twelve months is around 8.53%, less than FSCO's 16.22% yield.


PositionTTM20252024202320222021202020192018201720162015
FSCO
FS Credit Opportunities Corp.
16.22%12.65%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCCMX
Leader Short Term High Yield Bond Fund
8.53%8.93%10.39%8.55%5.68%2.11%2.11%2.98%2.89%2.10%2.01%2.75%

Frequently Asked Questions


LCCMX and FSCO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCO has higher volatility (6.28%) compared to LCCMX (0.62%). In terms of maximum drawdown, LCCMX dropped -24.57% vs FSCO's -35.53%.

LCCMX currently has the higher Sharpe Ratio (2.45 vs -0.88), 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.

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