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MDDAX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDDAX vs. LEXCX - Performance Comparison

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

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MDDAX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDDAX
MassMutual Diversified Value Fund
1.32%16.56%16.62%8.97%-2.70%28.07%-1.14%32.34%-8.88%15.88%
LEXCX
Voya Corporate Leaders Trust Fund
15.27%7.04%3.60%14.53%3.95%26.77%4.36%21.43%-5.44%16.61%

Returns By Period

In the year-to-date period, MDDAX achieves a 1.32% return, which is significantly lower than LEXCX's 15.27% return. Both investments have delivered pretty close results over the past 10 years, with MDDAX having a 11.31% annualized return and LEXCX not far ahead at 11.87%.


MDDAX

1D
0.12%
1M
-5.07%
YTD
1.32%
6M
5.14%
1Y
14.16%
3Y*
14.77%
5Y*
10.48%
10Y*
11.31%

LEXCX

1D
0.03%
1M
-0.16%
YTD
15.27%
6M
11.64%
1Y
14.00%
3Y*
12.98%
5Y*
11.85%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDDAX vs. LEXCX - Expense Ratio Comparison

MDDAX has a 1.12% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

MDDAX vs. LEXCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MDDAX
MDDAX Risk / Return Rank: 5454
Overall Rank
MDDAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MDDAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
MDDAX Omega Ratio Rank: 5252
Omega Ratio Rank
MDDAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
MDDAX Martin Ratio Rank: 5252
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4444
Overall Rank
LEXCX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 5252
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 4646
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4242
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3434
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.

MDDAX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Diversified Value Fund (MDDAX) and Voya Corporate Leaders Trust Fund (LEXCX). 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.


MDDAXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.92

+0.09

Sortino ratio

Return per unit of downside risk

1.49

1.41

+0.07

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.28

1.07

+0.21

Martin ratio

Return relative to average drawdown

5.15

3.63

+1.52

MDDAX vs. LEXCX - Sharpe Ratio Comparison

The current MDDAX Sharpe Ratio is 1.02, which is comparable to the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MDDAX and LEXCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MDDAXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.92

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.74

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.64

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.53

-0.13

Correlation

The correlation between MDDAX and LEXCX is 0.87, 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.


Dividends

MDDAX vs. LEXCX - Dividend Comparison

MDDAX's dividend yield for the trailing twelve months is around 32.02%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
MDDAX
MassMutual Diversified Value Fund
32.02%32.44%40.33%4.62%12.85%12.66%1.64%11.68%18.94%37.06%5.94%1.22%
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%

Drawdowns

MDDAX vs. LEXCX - Drawdown Comparison

The maximum MDDAX drawdown since its inception was -63.45%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for MDDAX and LEXCX.


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Drawdown Indicators


MDDAXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-50.42%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-12.78%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.00%

-19.75%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-38.72%

-39.21%

+0.49%

Current Drawdown

Current decline from peak

-6.44%

-0.86%

-5.58%

Average Drawdown

Average peak-to-trough decline

-11.24%

-7.14%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.76%

-1.03%

Volatility

MDDAX vs. LEXCX - Volatility Comparison

MassMutual Diversified Value Fund (MDDAX) and Voya Corporate Leaders Trust Fund (LEXCX) have volatilities of 3.18% and 3.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDDAXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.34%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

9.44%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

17.75%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

16.39%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

18.90%

-0.18%