LEXCX vs. CILGX

Last updated Apr 1, 2026

Compare and contrast key facts about Voya Corporate Leaders Trust Fund (LEXCX) and Clarkston Fund (CILGX).

LEXCX is managed by Voya. It was launched on Nov 18, 1935. CILGX is managed by Clarkston Funds. It was launched on Apr 1, 2016.

Performance

LEXCX vs. CILGX - Performance Comparison

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

LEXCX vs. CILGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LEXCX Voya Corporate Leaders Trust Fund	15.27%	7.04%	3.60%	14.53%	3.95%	26.77%	4.36%	21.43%	-5.44%	16.16%
CILGX Clarkston Fund	-8.14%	8.29%	6.79%	17.86%	-8.60%	10.90%	16.93%	27.46%	-8.39%	9.33%

Returns By Period

In the year-to-date period, LEXCX achieves a 15.27% return, which is significantly higher than CILGX's -8.14% return.

LEXCX

• 1D: 0.03%
• 1M: -0.16%
• YTD: 15.27%
• 6M: 11.64%
• 1Y: 14.00%
• 3Y*: 12.98%
• 5Y*: 11.85%
• 10Y*: 11.87%

CILGX

• 1D: 0.82%
• 1M: -8.43%
• YTD: -8.14%
• 6M: -3.58%
• 1Y: 1.25%
• 3Y*: 5.24%
• 5Y*: 2.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LEXCX vs. CILGX - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is lower than CILGX's 0.70% expense ratio.

CILGX

Clarkston Fund

LEXCX

Voya Corporate Leaders Trust Fund

Return for Risk

LEXCX vs. CILGX — Risk / Return Rank

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

LEXCX

LEXCX Risk / Return Rank: 44
LEXCX Sharpe Ratio Rank: 48
LEXCX Sortino Ratio Rank: 52
LEXCX Omega Ratio Rank: 46
LEXCX Calmar Ratio Rank: 42
LEXCX Martin Ratio Rank: 34

CILGX

CILGX Risk / Return Rank: 7
CILGX Sharpe Ratio Rank: 7
CILGX Sortino Ratio Rank: 7
CILGX Omega Ratio Rank: 6
CILGX Calmar Ratio Rank: 7
CILGX Martin Ratio Rank: 7

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. CILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Clarkston Fund (CILGX). 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.

	LEXCX	CILGX	Difference
Sharpe ratio Return per unit of total volatility	0.92	0.09	+0.83
Sortino ratio Return per unit of downside risk	1.41	0.28	+1.14
Omega ratio Gain probability vs. loss probability	1.19	1.03	+0.16
Calmar ratio Return relative to maximum drawdown	1.07	0.04	+1.02
Martin ratio Return relative to average drawdown	3.63	0.13	+3.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LEXCX vs. CILGX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 0.92, which is higher than the CILGX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of LEXCX and CILGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LEXCX	CILGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	0.09	+0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.16	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.40	+0.13

Correlation

The correlation between LEXCX and CILGX 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

LEXCX vs. CILGX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.43%, less than CILGX's 4.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
CILGX Clarkston Fund	4.46%	4.09%	0.88%	3.44%	5.14%	3.16%	5.87%	5.93%	4.77%	0.00%	0.00%	0.00%

Drawdowns

LEXCX vs. CILGX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than CILGX's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for LEXCX and CILGX.

Drawdown Indicators

	LEXCX	CILGX	Difference
Max Drawdown Largest peak-to-trough decline	-50.42%	-33.57%	-16.85%
Max Drawdown (1Y) Largest decline over 1 year	-12.78%	-12.06%	-0.72%
Max Drawdown (5Y) Largest decline over 5 years	-19.75%	-24.09%	+4.34%
Max Drawdown (10Y) Largest decline over 10 years	-39.21%	—	—
Current Drawdown Current decline from peak	-0.86%	-11.34%	+10.48%
Average Drawdown Average peak-to-trough decline	-7.14%	-5.77%	-1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	3.84%	-0.08%

Volatility

LEXCX vs. CILGX - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.34%, while Clarkston Fund (CILGX) has a volatility of 4.33%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than CILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LEXCX	CILGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	4.33%	-0.99%
Volatility (6M) Calculated over the trailing 6-month period	9.44%	11.03%	-1.59%
Volatility (1Y) Calculated over the trailing 1-year period	17.75%	18.45%	-0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.39%	16.65%	-0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.90%	17.96%	+0.94%