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LEXCX vs. ATLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEXCX vs. ATLAX - Performance Comparison

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

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LEXCX vs. ATLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ATLAX
Atlas U.S. Tactical Income Fund
-1.23%13.62%4.51%9.92%-23.76%-1.25%1.46%4.27%-8.13%2.39%

Returns By Period

In the year-to-date period, LEXCX achieves a 15.63% return, which is significantly higher than ATLAX's -1.23% return. Over the past 10 years, LEXCX has outperformed ATLAX with an annualized return of 11.90%, while ATLAX has yielded a comparatively lower -0.23% annualized return.


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%

ATLAX

1D
0.93%
1M
-2.58%
YTD
-1.23%
6M
1.12%
1Y
8.58%
3Y*
8.06%
5Y*
-0.62%
10Y*
-0.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEXCX vs. ATLAX - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is lower than ATLAX's 1.18% expense ratio.


Return for Risk

LEXCX vs. ATLAX — Risk / Return Rank

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

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

ATLAX
ATLAX Risk / Return Rank: 6565
Overall Rank
ATLAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ATLAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
ATLAX Omega Ratio Rank: 6262
Omega Ratio Rank
ATLAX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ATLAX Martin Ratio Rank: 6161
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.

LEXCX vs. ATLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Atlas U.S. Tactical Income Fund (ATLAX). 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.


LEXCXATLAXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.31

-0.39

Sortino ratio

Return per unit of downside risk

1.40

1.83

-0.43

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.10

1.65

-0.55

Martin ratio

Return relative to average drawdown

3.77

6.43

-2.66

LEXCX vs. ATLAX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 0.92, which is comparable to the ATLAX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of LEXCX and ATLAX, 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


LEXCXATLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.31

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

-0.07

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

-0.01

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.01

+0.53

Correlation

The correlation between LEXCX and ATLAX is 0.45, 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

LEXCX vs. ATLAX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.43%, less than ATLAX's 5.31% yield.


TTM20252024202320222021202020192018201720162015
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%
ATLAX
Atlas U.S. Tactical Income Fund
5.31%4.68%5.15%3.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEXCX vs. ATLAX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than ATLAX's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for LEXCX and ATLAX.


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Drawdown Indicators


LEXCXATLAXDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

-39.28%

-11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-5.44%

-7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-31.49%

+11.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-39.28%

+0.07%

Current Drawdown

Current decline from peak

-0.55%

-15.54%

+14.99%

Average Drawdown

Average peak-to-trough decline

-7.14%

-14.58%

+7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

1.46%

+2.29%

Volatility

LEXCX vs. ATLAX - Volatility Comparison

Voya Corporate Leaders Trust Fund (LEXCX) has a higher volatility of 3.32% compared to Atlas U.S. Tactical Income Fund (ATLAX) at 2.83%. This indicates that LEXCX's price experiences larger fluctuations and is considered to be riskier than ATLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEXCXATLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

2.83%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

3.92%

+5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

7.10%

+10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

8.89%

+7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

16.44%

+2.46%