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LEIFX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEIFX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Equity Income Fund (LEIFX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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LEIFX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEIFX
Federated Hermes Equity Income Fund
4.32%15.18%-0.45%8.82%-7.96%21.12%6.43%21.27%-12.13%16.06%
LEXCX
Voya Corporate Leaders Trust Fund
15.63%7.04%3.60%14.53%3.95%26.77%4.36%21.43%-5.44%16.61%

Returns By Period

In the year-to-date period, LEIFX achieves a 4.32% return, which is significantly lower than LEXCX's 15.63% return. Over the past 10 years, LEIFX has underperformed LEXCX with an annualized return of 7.86%, while LEXCX has yielded a comparatively higher 11.90% annualized return.


LEIFX

1D
1.31%
1M
-4.15%
YTD
4.32%
6M
7.02%
1Y
18.50%
3Y*
9.49%
5Y*
5.46%
10Y*
7.86%

LEXCX

1D
0.32%
1M
-0.30%
YTD
15.63%
6M
12.84%
1Y
14.00%
3Y*
13.10%
5Y*
11.78%
10Y*
11.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEIFX vs. LEXCX - Expense Ratio Comparison

LEIFX has a 1.11% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

LEIFX vs. LEXCX — Risk / Return Rank

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

LEIFX
LEIFX Risk / Return Rank: 7171
Overall Rank
LEIFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LEIFX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LEIFX Omega Ratio Rank: 8282
Omega Ratio Rank
LEIFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
LEIFX Martin Ratio Rank: 7171
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4040
Overall Rank
LEXCX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 3939
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3333
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.

LEIFX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Equity Income Fund (LEIFX) 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.


LEIFXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.92

+0.49

Sortino ratio

Return per unit of downside risk

1.84

1.40

+0.43

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

1.63

1.10

+0.52

Martin ratio

Return relative to average drawdown

7.56

3.77

+3.79

LEIFX vs. LEXCX - Sharpe Ratio Comparison

The current LEIFX Sharpe Ratio is 1.41, which is higher than the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LEIFX and LEXCX, 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


LEIFXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.92

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.74

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.64

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.08

Correlation

The correlation between LEIFX and LEXCX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LEIFX vs. LEXCX - Dividend Comparison

LEIFX's dividend yield for the trailing twelve months is around 24.30%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
LEIFX
Federated Hermes Equity Income Fund
24.30%24.92%0.82%1.08%7.54%16.37%1.17%2.01%19.47%5.34%3.98%3.15%
LEXCX
Voya Corporate Leaders Trust Fund
1.43%1.65%1.66%1.58%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%

Drawdowns

LEIFX vs. LEXCX - Drawdown Comparison

The maximum LEIFX drawdown since its inception was -49.19%, roughly equal to the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for LEIFX and LEXCX.


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Drawdown Indicators


LEIFXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-49.19%

-50.42%

+1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-12.78%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-25.60%

-19.75%

-5.85%

Max Drawdown (10Y)

Largest decline over 10 years

-36.86%

-39.21%

+2.35%

Current Drawdown

Current decline from peak

-4.41%

-0.55%

-3.86%

Average Drawdown

Average peak-to-trough decline

-10.07%

-7.14%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

3.75%

-1.38%

Volatility

LEIFX vs. LEXCX - Volatility Comparison

Federated Hermes Equity Income Fund (LEIFX) and Voya Corporate Leaders Trust Fund (LEXCX) have volatilities of 3.32% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEIFXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.32%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.02%

9.42%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

13.21%

17.71%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

16.39%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

18.90%

-1.52%