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LEXCX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LEXCXSCHD
YTD Return6.12%13.91%
1Y Return12.52%24.71%
3Y Return (Ann)9.35%6.00%
5Y Return (Ann)11.23%12.22%
10Y Return (Ann)9.21%11.39%
Sharpe Ratio1.052.32
Sortino Ratio1.533.34
Omega Ratio1.181.41
Calmar Ratio1.452.39
Martin Ratio3.5112.61
Ulcer Index3.50%2.04%
Daily Std Dev11.78%11.09%
Max Drawdown-50.42%-33.37%
Current Drawdown-7.41%-2.36%

Correlation

-0.50.00.51.00.9

The correlation between LEXCX and SCHD is 0.85, 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.

Performance

LEXCX vs. SCHD - Performance Comparison

In the year-to-date period, LEXCX achieves a 6.12% return, which is significantly lower than SCHD's 13.91% return. Over the past 10 years, LEXCX has underperformed SCHD with an annualized return of 9.21%, while SCHD has yielded a comparatively higher 11.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.80%
10.13%
LEXCX
SCHD

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LEXCX vs. SCHD - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is higher than SCHD's 0.06% expense ratio.


LEXCX
Voya Corporate Leaders Trust Fund
Expense ratio chart for LEXCX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

LEXCX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Schwab US Dividend Equity ETF (SCHD). 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
Sharpe ratio
The chart of Sharpe ratio for LEXCX, currently valued at 1.05, compared to the broader market0.002.004.001.05
Sortino ratio
The chart of Sortino ratio for LEXCX, currently valued at 1.53, compared to the broader market0.005.0010.001.53
Omega ratio
The chart of Omega ratio for LEXCX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for LEXCX, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for LEXCX, currently valued at 3.51, compared to the broader market0.0020.0040.0060.0080.00100.003.51
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.32, compared to the broader market0.002.004.002.32
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.34, compared to the broader market0.005.0010.003.34
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.41, compared to the broader market1.002.003.004.001.41
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 2.39, compared to the broader market0.005.0010.0015.0020.002.39
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 12.61, compared to the broader market0.0020.0040.0060.0080.00100.0012.61

LEXCX vs. SCHD - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 1.05, which is lower than the SCHD Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of LEXCX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.05
2.32
LEXCX
SCHD

Dividends

LEXCX vs. SCHD - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.54%, less than SCHD's 3.47% yield.


TTM20232022202120202019201820172016201520142013
LEXCX
Voya Corporate Leaders Trust Fund
1.54%1.58%1.65%1.54%1.91%2.78%2.03%1.79%3.93%2.37%5.64%1.53%
SCHD
Schwab US Dividend Equity ETF
3.47%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

LEXCX vs. SCHD - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LEXCX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.41%
-2.36%
LEXCX
SCHD

Volatility

LEXCX vs. SCHD - Volatility Comparison

Voya Corporate Leaders Trust Fund (LEXCX) has a higher volatility of 3.17% compared to Schwab US Dividend Equity ETF (SCHD) at 2.75%. This indicates that LEXCX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JuneJulyAugustSeptemberOctoberNovember
3.17%
2.75%
LEXCX
SCHD