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LCCMX vs. LCTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCCMX vs. LCTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leader Short Term High Yield Bond Fund (LCCMX) and Leader Capital High Quality Floating Rate Fund Investor Shares (LCTRX). The values are adjusted to include any dividend payments, if applicable.

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LCCMX vs. LCTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCCMX
Leader Short Term High Yield Bond Fund
-1.86%9.73%18.51%13.73%-13.30%1.30%7.52%0.65%2.35%1.89%
LCTRX
Leader Capital High Quality Floating Rate Fund Investor Shares
-0.02%4.72%6.03%8.26%2.22%1.99%12.07%1.15%6.01%4.28%

Returns By Period

In the year-to-date period, LCCMX achieves a -1.86% return, which is significantly lower than LCTRX's -0.02% return. Over the past 10 years, LCCMX has underperformed LCTRX with an annualized return of 3.80%, while LCTRX has yielded a comparatively higher 5.03% annualized return.


LCCMX

1D
0.50%
1M
-2.08%
YTD
-1.86%
6M
0.70%
1Y
5.96%
3Y*
12.60%
5Y*
4.93%
10Y*
3.80%

LCTRX

1D
0.00%
1M
-1.08%
YTD
-0.02%
6M
0.72%
1Y
3.30%
3Y*
5.65%
5Y*
4.94%
10Y*
5.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCCMX vs. LCTRX - Expense Ratio Comparison

LCCMX has a 2.55% expense ratio, which is higher than LCTRX's 2.33% expense ratio.


Return for Risk

LCCMX vs. LCTRX — Risk / Return Rank

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

LCCMX
LCCMX Risk / Return Rank: 7878
Overall Rank
LCCMX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LCCMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
LCCMX Omega Ratio Rank: 9494
Omega Ratio Rank
LCCMX Calmar Ratio Rank: 7171
Calmar Ratio Rank
LCCMX Martin Ratio Rank: 6060
Martin Ratio Rank

LCTRX
LCTRX Risk / Return Rank: 9393
Overall Rank
LCTRX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LCTRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LCTRX Omega Ratio Rank: 9797
Omega Ratio Rank
LCTRX Calmar Ratio Rank: 9494
Calmar Ratio Rank
LCTRX Martin Ratio Rank: 9090
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. LCTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leader Short Term High Yield Bond Fund (LCCMX) and Leader Capital High Quality Floating Rate Fund Investor Shares (LCTRX). 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.


LCCMXLCTRXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.80

-0.35

Sortino ratio

Return per unit of downside risk

2.61

3.45

-0.84

Omega ratio

Gain probability vs. loss probability

1.48

1.62

-0.15

Calmar ratio

Return relative to maximum drawdown

1.78

3.22

-1.43

Martin ratio

Return relative to average drawdown

6.22

10.58

-4.36

LCCMX vs. LCTRX - Sharpe Ratio Comparison

The current LCCMX Sharpe Ratio is 1.44, which is comparable to the LCTRX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of LCCMX and LCTRX, 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


LCCMXLCTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.80

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

2.02

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.80

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.68

+0.08

Correlation

The correlation between LCCMX and LCTRX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LCCMX vs. LCTRX - Dividend Comparison

LCCMX's dividend yield for the trailing twelve months is around 8.29%, more than LCTRX's 5.01% yield.


TTM20252024202320222021202020192018201720162015
LCCMX
Leader Short Term High Yield Bond Fund
8.29%8.93%10.39%8.55%5.68%2.11%2.11%2.98%2.89%2.10%2.01%2.75%
LCTRX
Leader Capital High Quality Floating Rate Fund Investor Shares
5.01%5.53%5.57%5.31%2.18%1.69%1.17%2.40%3.31%2.09%0.00%0.00%

Drawdowns

LCCMX vs. LCTRX - Drawdown Comparison

The maximum LCCMX drawdown since its inception was -24.57%, smaller than the maximum LCTRX drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for LCCMX and LCTRX.


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Drawdown Indicators


LCCMXLCTRXDifference

Max Drawdown

Largest peak-to-trough decline

-24.57%

-26.09%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-1.17%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-3.82%

-15.38%

Max Drawdown (10Y)

Largest decline over 10 years

-24.57%

-23.93%

-0.64%

Current Drawdown

Current decline from peak

-3.27%

-1.17%

-2.10%

Average Drawdown

Average peak-to-trough decline

-2.81%

-4.16%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.36%

+0.72%

Volatility

LCCMX vs. LCTRX - Volatility Comparison

Leader Short Term High Yield Bond Fund (LCCMX) has a higher volatility of 1.67% compared to Leader Capital High Quality Floating Rate Fund Investor Shares (LCTRX) at 0.55%. This indicates that LCCMX's price experiences larger fluctuations and is considered to be riskier than LCTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCCMXLCTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

0.55%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

1.32%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

1.90%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

2.47%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

6.32%

-0.02%