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LCR vs. IYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCR vs. IYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Core ETF (LCR) and iShares Morningstar Multi-Asset Income ETF (IYLD). The values are adjusted to include any dividend payments, if applicable.

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LCR vs. IYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LCR
Leuthold Core ETF
-2.16%12.43%8.68%12.80%-7.58%12.12%13.28%
IYLD
iShares Morningstar Multi-Asset Income ETF
1.98%15.44%2.00%12.55%-16.80%3.37%-1.22%

Returns By Period

In the year-to-date period, LCR achieves a -2.16% return, which is significantly lower than IYLD's 1.98% return.


LCR

1D
1.65%
1M
-4.26%
YTD
-2.16%
6M
-0.55%
1Y
10.25%
3Y*
9.58%
5Y*
6.14%
10Y*

IYLD

1D
1.07%
1M
-2.98%
YTD
1.98%
6M
4.60%
1Y
13.49%
3Y*
9.83%
5Y*
3.40%
10Y*
3.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCR vs. IYLD - Expense Ratio Comparison

LCR has a 0.79% expense ratio, which is higher than IYLD's 0.60% expense ratio.


Return for Risk

LCR vs. IYLD — Risk / Return Rank

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

LCR
LCR Risk / Return Rank: 6666
Overall Rank
LCR Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LCR Sortino Ratio Rank: 6666
Sortino Ratio Rank
LCR Omega Ratio Rank: 6161
Omega Ratio Rank
LCR Calmar Ratio Rank: 6969
Calmar Ratio Rank
LCR Martin Ratio Rank: 6969
Martin Ratio Rank

IYLD
IYLD Risk / Return Rank: 9191
Overall Rank
IYLD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IYLD Sortino Ratio Rank: 9292
Sortino Ratio Rank
IYLD Omega Ratio Rank: 9393
Omega Ratio Rank
IYLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
IYLD Martin Ratio Rank: 8989
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.

LCR vs. IYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Core ETF (LCR) and iShares Morningstar Multi-Asset Income ETF (IYLD). 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.


LCRIYLDDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.99

-0.86

Sortino ratio

Return per unit of downside risk

1.66

2.72

-1.06

Omega ratio

Gain probability vs. loss probability

1.23

1.41

-0.19

Calmar ratio

Return relative to maximum drawdown

1.76

2.89

-1.14

Martin ratio

Return relative to average drawdown

6.96

11.00

-4.04

LCR vs. IYLD - Sharpe Ratio Comparison

The current LCR Sharpe Ratio is 1.14, which is lower than the IYLD Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LCR and IYLD, 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


LCRIYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.99

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.44

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.48

+0.19

Correlation

The correlation between LCR and IYLD is 0.69, 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

LCR vs. IYLD - Dividend Comparison

LCR's dividend yield for the trailing twelve months is around 1.40%, less than IYLD's 4.61% yield.


TTM20252024202320222021202020192018201720162015
LCR
Leuthold Core ETF
1.40%1.37%1.86%1.60%0.75%0.21%0.62%0.00%0.00%0.00%0.00%0.00%
IYLD
iShares Morningstar Multi-Asset Income ETF
4.61%4.72%5.32%5.76%5.45%3.47%4.38%5.25%5.78%4.22%4.84%5.26%

Drawdowns

LCR vs. IYLD - Drawdown Comparison

The maximum LCR drawdown since its inception was -17.44%, smaller than the maximum IYLD drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for LCR and IYLD.


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Drawdown Indicators


LCRIYLDDifference

Max Drawdown

Largest peak-to-trough decline

-17.44%

-30.23%

+12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

-4.63%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-13.40%

-22.57%

+9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

Current Drawdown

Current decline from peak

-4.47%

-3.36%

-1.11%

Average Drawdown

Average peak-to-trough decline

-2.89%

-4.58%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.22%

+0.30%

Volatility

LCR vs. IYLD - Volatility Comparison

Leuthold Core ETF (LCR) has a higher volatility of 3.51% compared to iShares Morningstar Multi-Asset Income ETF (IYLD) at 2.83%. This indicates that LCR's price experiences larger fluctuations and is considered to be riskier than IYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCRIYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

2.83%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

4.52%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

9.06%

6.79%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.08%

7.84%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.49%

9.56%

+1.93%