LEXCX vs. ICGIX

Last updated Jun 5, 2026

LEXCX (Voya Corporate Leaders Trust Fund) and ICGIX (Voya Solution Conservative Portfolio) are both mutual funds - LEXCX is a Large Cap Value Equities fund managed by Voya, while ICGIX is a Diversified Portfolio fund managed by Voya. Over the past 10 years, LEXCX returned 11.94%/yr vs 4.98%/yr for ICGIX. A 0.61 correlation means they provide meaningful diversification when combined. LEXCX charges 0.52%/yr vs 0.24%/yr for ICGIX.

Performance

LEXCX vs. ICGIX - Performance Comparison

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

Returns By Period

In the year-to-date period, LEXCX achieves a 18.86% return, which is significantly higher than ICGIX's 3.23% return. Over the past 10 years, LEXCX has outperformed ICGIX with an annualized return of 11.94%, while ICGIX has yielded a comparatively lower 4.98% annualized return.

LEXCX

• 1D: 0.41%
• 1M: 0.37%
• YTD: 18.86%
• 6M: 16.44%
• 1Y: 23.81%
• 3Y*: 14.84%
• 5Y*: 11.05%
• 10Y*: 11.94%

ICGIX

• 1D: -0.36%
• 1M: 1.27%
• YTD: 3.23%
• 6M: 3.32%
• 1Y: 8.87%
• 3Y*: 7.85%
• 5Y*: 2.98%
• 10Y*: 4.98%

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

LEXCX vs. ICGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LEXCX Voya Corporate Leaders Trust Fund	18.86%	7.04%	3.60%	14.53%	3.95%	26.77%	4.36%	21.43%	-5.44%	16.61%
ICGIX Voya Solution Conservative Portfolio	3.23%	8.34%	6.62%	9.29%	-13.30%	5.85%	13.32%	11.65%	-1.84%	7.50%

Correlation

The correlation between LEXCX and ICGIX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since May 7, 2010	0.61

The correlation between LEXCX and ICGIX shifts across timeframes, from -0.01 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LEXCX vs. ICGIX — Risk / Return Rank

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

LEXCX

LEXCX Risk / Return Rank: 52
LEXCX Sharpe Ratio Rank: 41
LEXCX Sortino Ratio Rank: 45
LEXCX Omega Ratio Rank: 38
LEXCX Calmar Ratio Rank: 86
LEXCX Martin Ratio Rank: 51

ICGIX

ICGIX Risk / Return Rank: 64
ICGIX Sharpe Ratio Rank: 61
ICGIX Sortino Ratio Rank: 72
ICGIX Omega Ratio Rank: 69
ICGIX Calmar Ratio Rank: 51
ICGIX Martin Ratio Rank: 67

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. ICGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Voya Solution Conservative Portfolio (ICGIX). 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	ICGIX	Difference
Sharpe ratio: Return per unit of total volatility	1.85	2.25	-0.40
Sortino ratio: Return per unit of downside risk	2.82	3.48	-0.67
Omega ratio: Gain probability vs. loss probability	1.33	1.45	-0.12
Calmar ratio: Return relative to maximum drawdown	4.11	2.66	+1.44
Martin ratio: Return relative to average drawdown	10.37	12.61	-2.25
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. ICGIX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 1.85, which is comparable to the ICGIX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LEXCX and ICGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LEXCX	ICGIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	2.25	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.52	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.88	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.94	-0.41

Drawdowns

LEXCX vs. ICGIX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than ICGIX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for LEXCX and ICGIX.

Drawdown Indicators

	LEXCX	ICGIX	Difference
Max Drawdown Largest peak-to-trough decline	-50.42%	-16.71%	-33.71%
Max Drawdown (1Y) Largest decline over 1 year	-6.22%	-3.82%	-2.40%
Max Drawdown (3Y) Largest decline over 3 years	-14.03%	-5.46%	-8.57%
Max Drawdown (5Y) Largest decline over 5 years	-19.75%	-16.71%	-3.04%
Max Drawdown (10Y) Largest decline over 10 years	-39.21%	-16.71%	-22.50%
Current Drawdown Current decline from peak	-2.44%	-0.36%	-2.08%
Average Drawdown Average peak-to-trough decline	-7.12%	-2.30%	-4.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	0.78%	+1.63%

Volatility

LEXCX vs. ICGIX - Volatility Comparison

Voya Corporate Leaders Trust Fund (LEXCX) has a higher volatility of 4.50% compared to Voya Solution Conservative Portfolio (ICGIX) at 1.73%. This indicates that LEXCX's price experiences larger fluctuations and is considered to be riskier than ICGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LEXCX	ICGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.50%	1.73%	+2.77%
Volatility (6M) Calculated over the trailing 6-month period	10.44%	3.76%	+6.68%
Volatility (1Y) Calculated over the trailing 1-year period	13.80%	4.51%	+9.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	5.86%	+10.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.98%	5.75%	+13.23%

LEXCX vs. ICGIX - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is higher than ICGIX's 0.24% expense ratio.

Dividends

LEXCX vs. ICGIX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.39%, less than ICGIX's 2.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ICGIX Voya Solution Conservative Portfolio	2.48%	2.56%	0.39%	4.68%	13.34%	4.48%	7.73%	3.04%	4.40%	3.02%	4.83%	6.47%
LEXCX Voya Corporate Leaders Trust Fund	1.39%	1.65%	1.66%	1.58%	1.65%	1.54%	1.91%	1.86%	2.03%	1.79%	3.93%	2.37%

Frequently Asked Questions

Can I hold both LEXCX and ICGIX in my portfolio?

LEXCX and ICGIX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LEXCX or ICGIX?

LEXCX has higher volatility (4.50%) compared to ICGIX (1.73%). In terms of maximum drawdown, LEXCX dropped -50.42% vs ICGIX's -16.71%.

Which has better risk-adjusted returns?

ICGIX currently has the higher Sharpe Ratio (2.25 vs 1.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.