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LEXCX vs. XRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEXCX vs. XRX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with LEXCX having a 29.09% return and XRX slightly lower at 27.97%. Over the past 10 years, LEXCX has outperformed XRX with an annualized return of 12.49%, while XRX has yielded a comparatively lower -15.33% annualized return.


LEXCX

1D
-0.11%
1M
5.42%
6M
23.54%
YTD
29.09%
1Y
32.88%
3Y*
13.96%
5Y*
13.72%
10Y*
12.49%
ALL TIME*
9.83%

XRX

1D
-15.47%
1M
5.36%
6M
38.49%
YTD
27.97%
1Y
-21.62%
3Y*
-38.95%
5Y*
-30.11%
10Y*
-15.33%
ALL TIME*
-1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$18.29M$12.30M$16.95M

LEXCX vs. XRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEXCX
Voya Corporate Leaders Trust Fund
29.09%7.04%3.60%14.53%3.95%26.77%4.36%21.43%-5.44%16.61%
XRX
Xerox Holdings Corporation
27.97%-70.56%-49.82%33.82%-31.32%1.98%-33.61%92.27%-29.38%31.01%

Correlation

The correlation between LEXCX and XRX is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (10Y)
Provides a long-term view across more market conditions.

0.47

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

0.44

Over the past year, the correlation between LEXCX and XRX has dropped to 0.10 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

LEXCX vs. XRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LEXCX
LEXCX Risk / Return Rank: 9393
Overall Rank
LEXCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 9393
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 8787
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 9898
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 9595
Martin Ratio Rank

XRX
XRX Risk / Return Rank: 3535
Overall Rank
XRX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XRX Sortino Ratio Rank: 3939
Sortino Ratio Rank
XRX Omega Ratio Rank: 3838
Omega Ratio Rank
XRX Calmar Ratio Rank: 3333
Calmar Ratio Rank
XRX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LEXCX vs. XRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Xerox Holdings Corporation (XRX). 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.


LEXCXXRXDifference
Sharpe ratioReturn per unit of total volatility

+2.73

Sortino ratioReturn per unit of downside risk

+3.43

Omega ratioGain probability vs. loss probability

1.45

1.03

+0.42

Calmar ratioReturn relative to maximum drawdown

6.15

-0.34

+6.49

Martin ratioReturn relative to average drawdown

15.61

-0.60

+16.20

LEXCX vs. XRX - Sharpe Ratio Comparison

The current LEXCX Sharpe Ratio is 2.47, which is higher than the XRX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of LEXCX and XRX, 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. XRX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, smaller than the maximum XRX drawdown of -98.47%. Use the drawdown chart below to compare losses from any high point for LEXCX and XRX.


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Drawdown Indicators


LEXCXXRXDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

-98.47%

+48.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.62%

-70.91%

+65.29%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-92.75%

+78.72%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-93.25%

+73.50%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-95.44%

+56.23%

Current Drawdown

Current decline from peak

-1.83%

-96.28%

+94.45%

Average Drawdown

Average peak-to-trough decline

-7.10%

-52.31%

+45.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

39.97%

-37.47%

Volatility

LEXCX vs. XRX - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 4.05%, while Xerox Holdings Corporation (XRX) has a volatility of 38.17%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than XRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEXCXXRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

38.17%

-34.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

76.00%

-65.23%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

95.34%

-81.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

60.61%

-44.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

51.20%

-32.21%

Dividends

LEXCX vs. XRX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.12%, less than XRX's 3.39% yield.


PositionTTM20252024202320222021202020192018201720162015
LEXCX
Voya Corporate Leaders Trust Fund
1.12%1.65%1.66%1.58%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%
XRX
Xerox Holdings Corporation
3.39%8.44%11.86%5.46%6.85%4.42%4.31%2.71%5.06%44.32%3.55%2.63%

Frequently Asked Questions


LEXCX and XRX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRX has higher volatility (38.17%) compared to LEXCX (4.05%). In terms of maximum drawdown, LEXCX dropped -50.42% vs XRX's -98.47%.

LEXCX currently has the higher Sharpe Ratio (2.47 vs -0.26), 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.

Portfolio Optimizer

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