LCCMX vs. FSCO
LCCMX (Leader Short Term High Yield Bond Fund) is Short-Term Bond fund managed by LEADER, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, LCCMX returned 13.94%/yr vs 14.30%/yr for FSCO. At a 0.09 correlation, their price movements are largely independent.
Performance
LCCMX vs. FSCO - Performance Comparison
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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*
- —
LCCMX vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
LCCMX
FSCO
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.
| LCCMX | FSCO | Difference | |
|---|---|---|---|
| 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 |
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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
| LCCMX | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.24% | -29.03% | +28.79% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -8.13% | +5.34% |
Ulcer IndexDepth 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
| LCCMX | FSCO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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