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

Correlation

The correlation between LEXCX and HLAL is 0.68, 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

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

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Key characteristics

Sharpe Ratio

LEXCX:

0.01

HLAL:

0.32

Sortino Ratio

LEXCX:

0.21

HLAL:

0.62

Omega Ratio

LEXCX:

1.03

HLAL:

1.09

Calmar Ratio

LEXCX:

0.07

HLAL:

0.32

Martin Ratio

LEXCX:

0.20

HLAL:

1.14

Ulcer Index

LEXCX:

5.25%

HLAL:

6.12%

Daily Std Dev

LEXCX:

18.23%

HLAL:

20.71%

Max Drawdown

LEXCX:

-50.42%

HLAL:

-33.57%

Current Drawdown

LEXCX:

-4.79%

HLAL:

-7.00%

Returns By Period

In the year-to-date period, LEXCX achieves a 5.33% return, which is significantly higher than HLAL's -3.20% return.


LEXCX

YTD

5.33%

1M

5.66%

6M

-1.19%

1Y

0.24%

5Y*

17.43%

10Y*

9.62%

HLAL

YTD

-3.20%

1M

10.35%

6M

-3.47%

1Y

6.54%

5Y*

17.15%

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

LEXCX vs. HLAL — Risk-Adjusted Performance Rank

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

LEXCX
The Risk-Adjusted Performance Rank of LEXCX is 2121
Overall Rank
The Sharpe Ratio Rank of LEXCX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of LEXCX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of LEXCX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of LEXCX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of LEXCX is 2222
Martin Ratio Rank

HLAL
The Risk-Adjusted Performance Rank of HLAL is 3636
Overall Rank
The Sharpe Ratio Rank of HLAL is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of HLAL is 3535
Sortino Ratio Rank
The Omega Ratio Rank of HLAL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of HLAL is 3838
Calmar Ratio Rank
The Martin Ratio Rank of HLAL is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current LEXCX Sharpe Ratio is 0.01, which is lower than the HLAL Sharpe Ratio of 0.32. 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.


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Dividends

LEXCX vs. HLAL - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.57%, more than HLAL's 0.69% yield.


TTM20242023202220212020201920182017201620152014
LEXCX
Voya Corporate Leaders Trust Fund
1.57%1.66%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%
HLAL
Wahed FTSE USA Shariah ETF
0.69%0.58%0.72%1.15%0.78%0.97%0.72%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.


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Volatility

LEXCX vs. HLAL - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 5.83%, while Wahed FTSE USA Shariah ETF (HLAL) has a volatility of 6.78%. 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.


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