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POAGX vs. LEXCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

POAGX vs. LEXCX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.73%
5.24%
POAGX
LEXCX

Returns By Period

In the year-to-date period, POAGX achieves a 13.38% return, which is significantly higher than LEXCX's 10.97% return. Over the past 10 years, POAGX has underperformed LEXCX with an annualized return of 3.61%, while LEXCX has yielded a comparatively higher 9.51% annualized return.


POAGX

YTD

13.38%

1M

2.72%

6M

8.52%

1Y

17.08%

5Y (annualized)

1.31%

10Y (annualized)

3.61%

LEXCX

YTD

10.97%

1M

0.22%

6M

5.40%

1Y

14.89%

5Y (annualized)

12.39%

10Y (annualized)

9.51%

Key characteristics


POAGXLEXCX
Sharpe Ratio0.971.23
Sortino Ratio1.381.85
Omega Ratio1.181.22
Calmar Ratio0.511.80
Martin Ratio3.884.23
Ulcer Index4.56%3.62%
Daily Std Dev18.26%12.44%
Max Drawdown-56.06%-50.42%
Current Drawdown-22.47%-3.18%

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POAGX vs. LEXCX - Expense Ratio Comparison

POAGX has a 0.65% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


POAGX
PrimeCap Odyssey Aggressive Growth Fund
Expense ratio chart for POAGX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for LEXCX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Correlation

-0.50.00.51.00.7

The correlation between POAGX 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

POAGX vs. LEXCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Aggressive Growth Fund (POAGX) 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.


Sharpe ratio
The chart of Sharpe ratio for POAGX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.005.000.971.23
The chart of Sortino ratio for POAGX, currently valued at 1.38, compared to the broader market0.005.0010.001.381.85
The chart of Omega ratio for POAGX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.22
The chart of Calmar ratio for POAGX, currently valued at 0.51, compared to the broader market0.005.0010.0015.0020.000.511.80
The chart of Martin ratio for POAGX, currently valued at 3.88, compared to the broader market0.0020.0040.0060.0080.00100.003.884.23
POAGX
LEXCX

The current POAGX Sharpe Ratio is 0.97, which is comparable to the LEXCX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of POAGX 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.97
1.23
POAGX
LEXCX

Dividends

POAGX vs. LEXCX - Dividend Comparison

POAGX's dividend yield for the trailing twelve months is around 0.02%, less than LEXCX's 1.47% yield.


TTM20232022202120202019201820172016201520142013
POAGX
PrimeCap Odyssey Aggressive Growth Fund
0.02%0.02%0.00%0.00%0.00%0.00%0.07%0.00%0.00%0.01%0.17%0.00%
LEXCX
Voya Corporate Leaders Trust Fund
1.47%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%1.53%

Drawdowns

POAGX vs. LEXCX - Drawdown Comparison

The maximum POAGX drawdown since its inception was -56.06%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for POAGX and LEXCX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.47%
-3.18%
POAGX
LEXCX

Volatility

POAGX vs. LEXCX - Volatility Comparison

PrimeCap Odyssey Aggressive Growth Fund (POAGX) has a higher volatility of 6.02% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 5.47%. This indicates that POAGX'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.02%
5.47%
POAGX
LEXCX