PENNX vs. LEXCX
Compare and contrast key facts about Royce Pennsylvania Mutual Fund (PENNX) and Voya Corporate Leaders Trust Fund (LEXCX).
PENNX is managed by Royce Investment Partners. It was launched on Oct 31, 1972. LEXCX is managed by Voya. It was launched on Nov 18, 1935.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PENNX or LEXCX.
Performance
PENNX vs. LEXCX - Performance Comparison
Returns By Period
In the year-to-date period, PENNX achieves a 11.00% return, which is significantly higher than LEXCX's 9.52% return. Over the past 10 years, PENNX has underperformed LEXCX with an annualized return of -3.19%, while LEXCX has yielded a comparatively higher 9.37% annualized return.
PENNX
11.00%
2.00%
4.30%
18.13%
1.93%
-3.19%
LEXCX
9.52%
-0.91%
3.05%
13.83%
12.10%
9.37%
Key characteristics
| PENNX | LEXCX | |
|---|---|---|
| Sharpe Ratio | 0.94 | 1.12 |
| Sortino Ratio | 1.42 | 1.70 |
| Omega Ratio | 1.17 | 1.20 |
| Calmar Ratio | 0.42 | 1.63 |
| Martin Ratio | 4.51 | 3.84 |
| Ulcer Index | 3.87% | 3.62% |
| Daily Std Dev | 18.53% | 12.38% |
| Max Drawdown | -61.83% | -50.42% |
| Current Drawdown | -30.89% | -4.44% |
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PENNX vs. LEXCX - Expense Ratio Comparison
PENNX has a 0.92% expense ratio, which is higher than LEXCX's 0.52% expense ratio.
Correlation
The correlation between PENNX 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.
Risk-Adjusted Performance
PENNX vs. LEXCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Pennsylvania Mutual Fund (PENNX) 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.
Dividends
PENNX vs. LEXCX - Dividend Comparison
PENNX's dividend yield for the trailing twelve months is around 0.35%, less than LEXCX's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PENNX Royce Pennsylvania Mutual Fund | 0.35% | 0.39% | 0.08% | 0.06% | 0.59% | 0.26% | 0.19% | 0.58% | 0.36% | 1.04% | 0.36% | 0.01% |
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% |
Drawdowns
PENNX vs. LEXCX - Drawdown Comparison
The maximum PENNX drawdown since its inception was -61.83%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for PENNX and LEXCX. For additional features, visit the drawdowns tool.
Volatility
PENNX vs. LEXCX - Volatility Comparison
Royce Pennsylvania Mutual Fund (PENNX) has a higher volatility of 6.25% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 5.32%. This indicates that PENNX'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.