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LEXCX vs. IRLNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEXCX vs. IRLNX - Performance Comparison

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

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LEXCX vs. IRLNX - 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%
IRLNX
Voya Russell Large Cap Growth Index Portfolio
-10.12%18.20%34.60%46.01%-30.06%30.63%38.32%35.61%-2.02%31.27%

Returns By Period

In the year-to-date period, LEXCX achieves a 15.63% return, which is significantly higher than IRLNX's -10.12% return. Over the past 10 years, LEXCX has underperformed IRLNX with an annualized return of 11.90%, while IRLNX has yielded a comparatively higher 17.05% annualized return.


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%

IRLNX

1D
3.72%
1M
-5.47%
YTD
-10.12%
6M
-9.58%
1Y
17.38%
3Y*
21.84%
5Y*
13.18%
10Y*
17.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEXCX vs. IRLNX - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is higher than IRLNX's 0.43% expense ratio.


Return for Risk

LEXCX vs. IRLNX — 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

IRLNX
IRLNX Risk / Return Rank: 2929
Overall Rank
IRLNX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRLNX Sortino Ratio Rank: 4949
Sortino Ratio Rank
IRLNX Omega Ratio Rank: 4242
Omega Ratio Rank
IRLNX Calmar Ratio Rank: 88
Calmar Ratio Rank
IRLNX 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. IRLNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Voya Russell Large Cap Growth Index Portfolio (IRLNX). 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.


LEXCXIRLNXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.88

+0.04

Sortino ratio

Return per unit of downside risk

1.40

1.47

-0.07

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.10

0.14

+0.96

Martin ratio

Return relative to average drawdown

3.77

0.43

+3.34

LEXCX vs. IRLNX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 0.92, which is comparable to the IRLNX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of LEXCX and IRLNX, 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


LEXCXIRLNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.88

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.62

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.81

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.87

-0.34

Correlation

The correlation between LEXCX and IRLNX is 0.64, 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.


Dividends

LEXCX vs. IRLNX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.43%, less than IRLNX's 10.62% 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%
IRLNX
Voya Russell Large Cap Growth Index Portfolio
10.62%9.54%3.55%4.60%11.22%0.83%4.18%4.95%3.70%0.99%1.23%1.14%

Drawdowns

LEXCX vs. IRLNX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than IRLNX's maximum drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for LEXCX and IRLNX.


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Drawdown Indicators


LEXCXIRLNXDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

-32.90%

-17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-16.64%

+3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-32.90%

+13.15%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-32.90%

-6.31%

Current Drawdown

Current decline from peak

-0.55%

-13.53%

+12.98%

Average Drawdown

Average peak-to-trough decline

-7.14%

-4.75%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

7.48%

-3.73%

Volatility

LEXCX vs. IRLNX - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.32%, while Voya Russell Large Cap Growth Index Portfolio (IRLNX) has a volatility of 6.63%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than IRLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEXCXIRLNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

6.63%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

12.21%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

23.71%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

21.95%

-5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

21.36%

-2.46%