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LEXCX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEXCX vs. FGINX - Performance Comparison

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

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LEXCX vs. FGINX - 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%
FGINX
Delaware Growth and Income Fund
4.63%29.78%15.13%11.98%3.03%21.37%-0.08%25.64%-10.27%18.08%

Returns By Period

In the year-to-date period, LEXCX achieves a 15.63% return, which is significantly higher than FGINX's 4.63% return. Both investments have delivered pretty close results over the past 10 years, with LEXCX having a 11.90% annualized return and FGINX not far ahead at 12.18%.


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%

FGINX

1D
2.03%
1M
-4.23%
YTD
4.63%
6M
13.55%
1Y
29.67%
3Y*
21.87%
5Y*
14.90%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEXCX vs. FGINX - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is lower than FGINX's 1.02% expense ratio.


Return for Risk

LEXCX vs. FGINX — 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

FGINX
FGINX Risk / Return Rank: 8989
Overall Rank
FGINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FGINX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FGINX Omega Ratio Rank: 8787
Omega Ratio Rank
FGINX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGINX Martin Ratio Rank: 9191
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. FGINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Delaware Growth and Income Fund (FGINX). 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.


LEXCXFGINXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.84

-0.93

Sortino ratio

Return per unit of downside risk

1.40

2.47

-1.07

Omega ratio

Gain probability vs. loss probability

1.19

1.38

-0.19

Calmar ratio

Return relative to maximum drawdown

1.10

2.55

-1.44

Martin ratio

Return relative to average drawdown

3.77

10.90

-7.13

LEXCX vs. FGINX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 0.92, which is lower than the FGINX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of LEXCX and FGINX, 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


LEXCXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.84

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.01

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.72

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.53

0.00

Correlation

The correlation between LEXCX and FGINX is 0.83, 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

LEXCX vs. FGINX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.43%, less than FGINX's 10.86% 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%
FGINX
Delaware Growth and Income Fund
10.86%11.28%12.40%7.11%7.04%11.97%6.59%51.75%25.36%5.13%4.12%5.66%

Drawdowns

LEXCX vs. FGINX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, smaller than the maximum FGINX drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for LEXCX and FGINX.


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Drawdown Indicators


LEXCXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

-54.80%

+4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-11.56%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-16.21%

-3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-37.37%

-1.84%

Current Drawdown

Current decline from peak

-0.55%

-5.46%

+4.91%

Average Drawdown

Average peak-to-trough decline

-7.14%

-9.74%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.70%

+1.05%

Volatility

LEXCX vs. FGINX - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.32%, while Delaware Growth and Income Fund (FGINX) has a volatility of 4.24%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than FGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEXCXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

4.24%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

9.01%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

16.22%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

14.88%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

17.04%

+1.86%