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NLCAX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NLCAX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Large-Cap Growth Fund (NLCAX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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NLCAX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLCAX
Voya Large-Cap Growth Fund
-14.02%14.63%34.62%37.74%-31.26%18.63%30.75%32.35%-1.91%29.29%
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, NLCAX achieves a -14.02% return, which is significantly lower than LEXCX's 15.27% return. Over the past 10 years, NLCAX has outperformed LEXCX with an annualized return of 13.01%, while LEXCX has yielded a comparatively lower 11.87% annualized return.


NLCAX

1D
-0.88%
1M
-9.47%
YTD
-14.02%
6M
-13.56%
1Y
10.76%
3Y*
17.83%
5Y*
8.46%
10Y*
13.01%

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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NLCAX vs. LEXCX - Expense Ratio Comparison

NLCAX has a 0.97% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

NLCAX vs. LEXCX — Risk / Return Rank

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

NLCAX
NLCAX Risk / Return Rank: 1313
Overall Rank
NLCAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NLCAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
NLCAX Omega Ratio Rank: 1616
Omega Ratio Rank
NLCAX Calmar Ratio Rank: 88
Calmar Ratio Rank
NLCAX Martin Ratio Rank: 88
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.

NLCAX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Large-Cap Growth Fund (NLCAX) 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.


NLCAXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.92

-0.51

Sortino ratio

Return per unit of downside risk

0.78

1.41

-0.63

Omega ratio

Gain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.11

1.07

-0.96

Martin ratio

Return relative to average drawdown

0.34

3.63

-3.28

NLCAX vs. LEXCX - Sharpe Ratio Comparison

The current NLCAX Sharpe Ratio is 0.42, which is lower than the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of NLCAX 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


NLCAXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.92

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.74

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.64

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.53

-0.13

Correlation

The correlation between NLCAX and LEXCX is 0.67, 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.


Dividends

NLCAX vs. LEXCX - Dividend Comparison

NLCAX's dividend yield for the trailing twelve months is around 18.80%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
NLCAX
Voya Large-Cap Growth Fund
18.80%16.16%4.69%0.00%24.97%18.15%13.40%4.61%7.42%5.86%5.52%7.37%
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

NLCAX vs. LEXCX - Drawdown Comparison

The maximum NLCAX drawdown since its inception was -76.45%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for NLCAX and LEXCX.


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Drawdown Indicators


NLCAXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-76.45%

-50.42%

-26.03%

Max Drawdown (1Y)

Largest decline over 1 year

-17.52%

-12.78%

-4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-35.36%

-19.75%

-15.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.36%

-39.21%

+3.85%

Current Drawdown

Current decline from peak

-17.52%

-0.86%

-16.66%

Average Drawdown

Average peak-to-trough decline

-31.44%

-7.14%

-24.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

3.76%

+1.99%

Volatility

NLCAX vs. LEXCX - Volatility Comparison

Voya Large-Cap Growth Fund (NLCAX) has a higher volatility of 5.72% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.34%. This indicates that NLCAX's price experiences larger fluctuations and is considered to be riskier than LEXCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLCAXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

3.34%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

9.44%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

17.75%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

16.39%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

18.90%

+2.28%