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LEXCX vs. PENNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEXCX vs. PENNX - Performance Comparison

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

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Returns By Period

In the year-to-date period, LEXCX achieves a 14.99% return, which is significantly lower than PENNX's 21.43% return. Over the past 10 years, LEXCX has underperformed PENNX with an annualized return of 11.44%, while PENNX has yielded a comparatively higher 12.26% annualized return.


LEXCX

1D
-0.72%
1M
-3.69%
YTD
14.99%
6M
14.68%
1Y
17.81%
3Y*
12.67%
5Y*
11.50%
10Y*
11.44%

PENNX

1D
1.72%
1M
5.25%
YTD
21.43%
6M
18.73%
1Y
38.35%
3Y*
16.58%
5Y*
9.88%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEXCX vs. PENNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEXCX
Voya Corporate Leaders Trust Fund
14.99%7.04%3.60%14.53%3.95%26.77%4.36%21.43%-5.44%16.61%
PENNX
Royce Pennsylvania Mutual Fund
21.43%9.02%7.02%26.82%-17.18%21.49%14.11%26.61%-9.94%16.00%

Correlation

The correlation between LEXCX and PENNX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1986

0.67

Over the past year, the correlation between LEXCX and PENNX has dropped to 0.21 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

LEXCX vs. PENNX — 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: 2828
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 2727
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 7474
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3838
Martin Ratio Rank

PENNX
PENNX Risk / Return Rank: 6666
Overall Rank
PENNX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PENNX Sortino Ratio Rank: 6262
Sortino Ratio Rank
PENNX Omega Ratio Rank: 5050
Omega Ratio Rank
PENNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PENNX Martin Ratio Rank: 7373
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. PENNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Royce Pennsylvania Mutual Fund (PENNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LEXCXPENNXDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

3.19

3.74

-0.55

Martin ratioReturn relative to average drawdown

7.85

13.05

-5.21

LEXCX vs. PENNX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 1.41, which is lower than the PENNX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of LEXCX and PENNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LEXCX vs. PENNX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, smaller than the maximum PENNX drawdown of -57.00%. Use the drawdown chart below to compare losses from any high point for LEXCX and PENNX.


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Drawdown Indicators


LEXCXPENNXDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

-57.00%

+6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-10.21%

+3.99%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-26.42%

+12.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-27.58%

+7.83%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-41.10%

+1.89%

Current Drawdown

Current decline from peak

-5.61%

0.00%

-5.61%

Average Drawdown

Average peak-to-trough decline

-7.12%

-9.39%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.92%

-0.44%

Volatility

LEXCX vs. PENNX - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 4.73%, while Royce Pennsylvania Mutual Fund (PENNX) has a volatility of 5.61%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than PENNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEXCXPENNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

5.61%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

13.54%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

18.29%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

20.79%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

21.60%

-2.59%

LEXCX vs. PENNX - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is lower than PENNX's 0.92% expense ratio.


Dividends

LEXCX vs. PENNX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.43%, less than PENNX's 5.52% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PENNX
Royce Pennsylvania Mutual Fund
5.52%6.70%9.35%4.91%5.19%28.20%5.05%3.85%23.68%21.27%7.15%23.31%

Frequently Asked Questions


LEXCX and PENNX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PENNX has higher volatility (5.61%) compared to LEXCX (4.73%). In terms of maximum drawdown, LEXCX dropped -50.42% vs PENNX's -57.00%.

PENNX currently has the higher Sharpe Ratio (2.09 vs 1.41), 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.

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