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OAKLX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OAKLX vs. LEXCX - Performance Comparison

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

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OAKLX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OAKLX
Oakmark Select Fund
-7.99%14.26%14.15%43.02%-22.51%34.62%10.76%27.70%-24.90%15.69%
LEXCX
Voya Corporate Leaders Trust Fund
15.63%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, OAKLX achieves a -7.99% return, which is significantly lower than LEXCX's 15.63% return. Over the past 10 years, OAKLX has underperformed LEXCX with an annualized return of 10.32%, while LEXCX has yielded a comparatively higher 11.90% annualized return.


OAKLX

1D
1.55%
1M
-4.48%
YTD
-7.99%
6M
-0.69%
1Y
6.27%
3Y*
15.67%
5Y*
8.74%
10Y*
10.32%

LEXCX

1D
0.32%
1M
-0.30%
YTD
15.63%
6M
12.84%
1Y
14.00%
3Y*
13.10%
5Y*
11.78%
10Y*
11.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OAKLX vs. LEXCX - Expense Ratio Comparison

OAKLX has a 0.98% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

OAKLX vs. LEXCX — Risk / Return Rank

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

OAKLX
OAKLX Risk / Return Rank: 1313
Overall Rank
OAKLX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
OAKLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
OAKLX Omega Ratio Rank: 1212
Omega Ratio Rank
OAKLX Calmar Ratio Rank: 1616
Calmar Ratio Rank
OAKLX Martin Ratio Rank: 1515
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4040
Overall Rank
LEXCX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 3939
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3333
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.

OAKLX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) 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.


OAKLXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.92

-0.60

Sortino ratio

Return per unit of downside risk

0.59

1.40

-0.81

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratio

Return relative to maximum drawdown

0.52

1.10

-0.59

Martin ratio

Return relative to average drawdown

1.55

3.77

-2.22

OAKLX vs. LEXCX - Sharpe Ratio Comparison

The current OAKLX Sharpe Ratio is 0.31, which is lower than the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of OAKLX 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


OAKLXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.92

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.74

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.64

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.53

+0.04

Correlation

The correlation between OAKLX and LEXCX is 0.75, 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

OAKLX vs. LEXCX - Dividend Comparison

OAKLX's dividend yield for the trailing twelve months is around 0.42%, less than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
OAKLX
Oakmark Select Fund
0.42%0.39%0.31%0.51%0.62%0.70%0.00%0.67%5.04%4.20%4.88%0.30%
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

OAKLX vs. LEXCX - Drawdown Comparison

The maximum OAKLX drawdown since its inception was -61.15%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for OAKLX and LEXCX.


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Drawdown Indicators


OAKLXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.15%

-50.42%

-10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-12.78%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

-19.75%

-8.12%

Max Drawdown (10Y)

Largest decline over 10 years

-48.42%

-39.21%

-9.21%

Current Drawdown

Current decline from peak

-10.32%

-0.55%

-9.77%

Average Drawdown

Average peak-to-trough decline

-9.00%

-7.14%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

3.75%

+0.83%

Volatility

OAKLX vs. LEXCX - Volatility Comparison

Oakmark Select Fund (OAKLX) has a higher volatility of 4.77% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.32%. This indicates that OAKLX'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


OAKLXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.32%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

9.42%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

20.32%

17.71%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

16.39%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

18.90%

+2.68%