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

Performance

LEXCX vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Corporate Leaders Trust Fund (LEXCX) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.02%
0.25%
LEXCX
VHT

Returns By Period

In the year-to-date period, LEXCX achieves a 9.52% return, which is significantly higher than VHT's 6.05% return. Both investments have delivered pretty close results over the past 10 years, with LEXCX having a 9.37% annualized return and VHT not far behind at 9.33%.


LEXCX

YTD

9.52%

1M

-0.91%

6M

3.05%

1Y

13.83%

5Y (annualized)

12.10%

10Y (annualized)

9.37%

VHT

YTD

6.05%

1M

-5.36%

6M

-0.87%

1Y

13.16%

5Y (annualized)

8.97%

10Y (annualized)

9.33%

Key characteristics


LEXCXVHT
Sharpe Ratio1.121.22
Sortino Ratio1.701.73
Omega Ratio1.201.22
Calmar Ratio1.631.41
Martin Ratio3.845.09
Ulcer Index3.62%2.70%
Daily Std Dev12.38%11.22%
Max Drawdown-50.42%-39.12%
Current Drawdown-4.44%-8.33%

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LEXCX vs. VHT - Expense Ratio Comparison

LEXCX has a 0.52% expense ratio, which is higher than VHT's 0.10% 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 VHT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.6

The correlation between LEXCX and VHT 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.

Risk-Adjusted Performance

LEXCX vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Vanguard Health Care ETF (VHT). 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.


Sharpe ratio
The chart of Sharpe ratio for LEXCX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.005.001.121.22
The chart of Sortino ratio for LEXCX, currently valued at 1.70, compared to the broader market0.005.0010.001.701.73
The chart of Omega ratio for LEXCX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.22
The chart of Calmar ratio for LEXCX, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.0025.001.631.41
The chart of Martin ratio for LEXCX, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.845.09
LEXCX
VHT

The current LEXCX Sharpe Ratio is 1.12, which is comparable to the VHT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of LEXCX and VHT, 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 Ratio0.801.001.201.401.601.802.002.20JuneJulyAugustSeptemberOctoberNovember
1.12
1.22
LEXCX
VHT

Dividends

LEXCX vs. VHT - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.49%, more than VHT's 1.46% yield.


TTM20232022202120202019201820172016201520142013
LEXCX
Voya Corporate Leaders Trust Fund
1.49%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%1.53%
VHT
Vanguard Health Care ETF
1.46%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%

Drawdowns

LEXCX vs. VHT - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for LEXCX and VHT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.44%
-8.33%
LEXCX
VHT

Volatility

LEXCX vs. VHT - Volatility Comparison

Voya Corporate Leaders Trust Fund (LEXCX) has a higher volatility of 5.32% compared to Vanguard Health Care ETF (VHT) at 3.97%. This indicates that LEXCX's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
5.32%
3.97%
LEXCX
VHT