LEXCX vs. ISWIX

Last updated Jun 5, 2026

LEXCX (Voya Corporate Leaders Trust Fund) and ISWIX (Voya Solution Income Portfolio) are both mutual funds - LEXCX is a Large Cap Value Equities fund managed by Voya, while ISWIX is a Target Retirement Date fund managed by Voya. Over the past 10 years, LEXCX returned 11.94%/yr vs 5.58%/yr for ISWIX. A 0.67 correlation means they provide meaningful diversification when combined. LEXCX charges 0.52%/yr vs 0.25%/yr for ISWIX.

Performance

LEXCX vs. ISWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Corporate Leaders Trust Fund (LEXCX) and Voya Solution Income Portfolio (ISWIX). 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 ISWIX's 4.71% return. Over the past 10 years, LEXCX has outperformed ISWIX with an annualized return of 11.94%, while ISWIX has yielded a comparatively lower 5.58% 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%

ISWIX

• 1D: -0.34%
• 1M: 1.64%
• YTD: 4.71%
• 6M: 4.99%
• 1Y: 12.23%
• 3Y*: 9.45%
• 5Y*: 3.81%
• 10Y*: 5.58%

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

LEXCX vs. ISWIX - 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%
ISWIX Voya Solution Income Portfolio	4.71%	11.26%	6.47%	10.89%	-14.74%	6.70%	12.19%	13.37%	-2.80%	9.66%

Correlation

The correlation between LEXCX and ISWIX is 0.02, 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	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since May 2, 2005	0.67

Over the past year, the correlation between LEXCX and ISWIX has dropped to 0.02 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

Return for Risk

LEXCX vs. ISWIX — 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

ISWIX

ISWIX Risk / Return Rank: 77
ISWIX Sharpe Ratio Rank: 77
ISWIX Sortino Ratio Rank: 82
ISWIX Omega Ratio Rank: 75
ISWIX Calmar Ratio Rank: 70
ISWIX Martin Ratio Rank: 79

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. ISWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Voya Solution Income Portfolio (ISWIX). 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	ISWIX	Difference
Sharpe ratio: Return per unit of total volatility	1.85	2.51	-0.65
Sortino ratio: Return per unit of downside risk	2.82	3.85	-1.03
Omega ratio: Gain probability vs. loss probability	1.33	1.48	-0.15
Calmar ratio: Return relative to maximum drawdown	4.11	3.14	+0.97
Martin ratio: Return relative to average drawdown	10.37	14.21	-3.84
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. ISWIX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 1.85, which is comparable to the ISWIX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of LEXCX and ISWIX, 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	ISWIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	2.51	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.56	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.86	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.75	-0.22

Drawdowns

LEXCX vs. ISWIX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than ISWIX's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for LEXCX and ISWIX.

Drawdown Indicators

	LEXCX	ISWIX	Difference
Max Drawdown Largest peak-to-trough decline	-50.42%	-27.14%	-23.28%
Max Drawdown (1Y) Largest decline over 1 year	-6.22%	-4.42%	-1.80%
Max Drawdown (3Y) Largest decline over 3 years	-14.03%	-6.47%	-7.56%
Max Drawdown (5Y) Largest decline over 5 years	-19.75%	-18.78%	-0.97%
Max Drawdown (10Y) Largest decline over 10 years	-39.21%	-18.78%	-20.43%
Current Drawdown Current decline from peak	-2.44%	-0.34%	-2.10%
Average Drawdown Average peak-to-trough decline	-7.12%	-3.03%	-4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	0.94%	+1.47%

Volatility

LEXCX vs. ISWIX - Volatility Comparison

Voya Corporate Leaders Trust Fund (LEXCX) has a higher volatility of 4.50% compared to Voya Solution Income Portfolio (ISWIX) at 1.91%. This indicates that LEXCX's price experiences larger fluctuations and is considered to be riskier than ISWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LEXCX	ISWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.50%	1.91%	+2.59%
Volatility (6M) Calculated over the trailing 6-month period	10.44%	4.43%	+6.01%
Volatility (1Y) Calculated over the trailing 1-year period	13.80%	5.54%	+8.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	6.97%	+9.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.98%	6.57%	+12.41%

LEXCX vs. ISWIX - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is higher than ISWIX's 0.25% expense ratio.

Dividends

LEXCX vs. ISWIX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.39%, less than ISWIX's 3.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISWIX Voya Solution Income Portfolio	3.68%	3.85%	2.99%	4.17%	17.41%	6.86%	2.76%	5.10%	5.54%	2.79%	2.38%	6.99%
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 ISWIX in my portfolio?

LEXCX and ISWIX have a correlation of 0.02, 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 ISWIX?

LEXCX has higher volatility (4.50%) compared to ISWIX (1.91%). In terms of maximum drawdown, LEXCX dropped -50.42% vs ISWIX's -27.14%.

Which has better risk-adjusted returns?

ISWIX currently has the higher Sharpe Ratio (2.51 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.