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LEXCX vs. IEDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEXCX vs. IEDAX - Performance Comparison

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

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LEXCX vs. IEDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEXCX
Voya Corporate Leaders Trust Fund
15.27%7.04%3.60%14.53%3.95%26.77%4.36%21.43%-5.44%16.61%
IEDAX
Voya Large Cap Value Fund
-5.90%12.42%16.47%13.26%-3.86%26.38%5.53%35.63%-8.29%13.36%

Returns By Period

In the year-to-date period, LEXCX achieves a 15.27% return, which is significantly higher than IEDAX's -5.90% return. Over the past 10 years, LEXCX has outperformed IEDAX with an annualized return of 11.87%, while IEDAX has yielded a comparatively lower 11.18% annualized 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%

IEDAX

1D
-0.28%
1M
-8.14%
YTD
-5.90%
6M
-2.15%
1Y
2.54%
3Y*
10.82%
5Y*
8.70%
10Y*
11.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEXCX vs. IEDAX - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is lower than IEDAX's 1.10% expense ratio.


Return for Risk

LEXCX vs. IEDAX — Risk / Return Rank

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

LEXCX
LEXCX Risk / Return Rank: 4444
Overall Rank
LEXCX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 5252
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 4646
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4242
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3434
Martin Ratio Rank

IEDAX
IEDAX Risk / Return Rank: 88
Overall Rank
IEDAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IEDAX Sortino Ratio Rank: 88
Sortino Ratio Rank
IEDAX Omega Ratio Rank: 88
Omega Ratio Rank
IEDAX Calmar Ratio Rank: 77
Calmar Ratio Rank
IEDAX Martin Ratio Rank: 77
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. IEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Voya Large Cap Value Fund (IEDAX). 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.


LEXCXIEDAXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.17

+0.75

Sortino ratio

Return per unit of downside risk

1.41

0.35

+1.06

Omega ratio

Gain probability vs. loss probability

1.19

1.05

+0.14

Calmar ratio

Return relative to maximum drawdown

1.07

0.02

+1.04

Martin ratio

Return relative to average drawdown

3.63

0.10

+3.53

LEXCX vs. IEDAX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 0.92, which is higher than the IEDAX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of LEXCX and IEDAX, 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


LEXCXIEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.17

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.52

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.60

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.45

+0.09

Correlation

The correlation between LEXCX and IEDAX is 0.87, 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. IEDAX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.43%, less than IEDAX's 8.53% 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%
IEDAX
Voya Large Cap Value Fund
8.53%8.03%15.43%10.92%8.06%16.02%9.13%17.61%11.75%11.03%1.89%8.59%

Drawdowns

LEXCX vs. IEDAX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than IEDAX's maximum drawdown of -47.31%. Use the drawdown chart below to compare losses from any high point for LEXCX and IEDAX.


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Drawdown Indicators


LEXCXIEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

-47.31%

-3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-12.05%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-22.40%

+2.65%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-39.36%

+0.15%

Current Drawdown

Current decline from peak

-0.86%

-10.04%

+9.18%

Average Drawdown

Average peak-to-trough decline

-7.14%

-6.54%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

3.58%

+0.18%

Volatility

LEXCX vs. IEDAX - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.34%, while Voya Large Cap Value Fund (IEDAX) has a volatility of 3.89%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than IEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEXCXIEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

3.89%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

8.41%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

15.52%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

17.18%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

18.79%

+0.11%