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LEXCX vs. HLAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LEXCXHLAL
YTD Return6.12%12.03%
1Y Return12.52%22.08%
3Y Return (Ann)9.35%7.80%
5Y Return (Ann)11.23%15.63%
Sharpe Ratio1.051.78
Sortino Ratio1.532.37
Omega Ratio1.181.32
Calmar Ratio1.452.47
Martin Ratio3.519.31
Ulcer Index3.50%2.46%
Daily Std Dev11.78%12.88%
Max Drawdown-50.42%-33.57%
Current Drawdown-7.41%-3.50%

Correlation

-0.50.00.51.00.6

The correlation between LEXCX and HLAL is 0.65, 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.

Performance

LEXCX vs. HLAL - Performance Comparison

In the year-to-date period, LEXCX achieves a 6.12% return, which is significantly lower than HLAL's 12.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.31%
5.97%
LEXCX
HLAL

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LEXCX vs. HLAL - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is higher than HLAL's 0.50% expense ratio.


LEXCX
Voya Corporate Leaders Trust Fund
Expense ratio chart for LEXCX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
Expense ratio chart for HLAL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

LEXCX vs. HLAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Wahed FTSE USA Shariah ETF (HLAL). 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
Sharpe ratio
The chart of Sharpe ratio for LEXCX, currently valued at 1.05, compared to the broader market0.002.004.001.05
Sortino ratio
The chart of Sortino ratio for LEXCX, currently valued at 1.53, compared to the broader market0.005.0010.001.53
Omega ratio
The chart of Omega ratio for LEXCX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for LEXCX, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for LEXCX, currently valued at 3.51, compared to the broader market0.0020.0040.0060.0080.00100.003.51
HLAL
Sharpe ratio
The chart of Sharpe ratio for HLAL, currently valued at 1.78, compared to the broader market0.002.004.001.78
Sortino ratio
The chart of Sortino ratio for HLAL, currently valued at 2.37, compared to the broader market0.005.0010.002.37
Omega ratio
The chart of Omega ratio for HLAL, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for HLAL, currently valued at 2.47, compared to the broader market0.005.0010.0015.0020.002.47
Martin ratio
The chart of Martin ratio for HLAL, currently valued at 9.31, compared to the broader market0.0020.0040.0060.0080.00100.009.31

LEXCX vs. HLAL - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 1.05, which is lower than the HLAL Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of LEXCX and HLAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.05
1.78
LEXCX
HLAL

Dividends

LEXCX vs. HLAL - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.54%, more than HLAL's 0.72% yield.


TTM20232022202120202019201820172016201520142013
LEXCX
Voya Corporate Leaders Trust Fund
1.54%1.58%1.65%1.54%1.91%2.78%2.03%1.79%3.93%2.37%5.64%1.53%
HLAL
Wahed FTSE USA Shariah ETF
0.72%0.72%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEXCX vs. HLAL - Drawdown Comparison

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.41%
-3.50%
LEXCX
HLAL

Volatility

LEXCX vs. HLAL - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.17%, while Wahed FTSE USA Shariah ETF (HLAL) has a volatility of 3.68%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than HLAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.17%
3.68%
LEXCX
HLAL