SSHVX vs. LEXCX

Last updated Aug 1, 2026

SSHVX (Sound Shore Fund Institutional Class) and LEXCX (Voya Corporate Leaders Trust Fund) are both Large Cap Value Equities funds. Over the past 10 years, SSHVX returned 11.51%/yr vs 12.49%/yr for LEXCX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. SSHVX charges 0.75%/yr vs 0.52%/yr for LEXCX.

Performance

SSHVX vs. LEXCX - Performance Comparison

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

Returns By Period

In the year-to-date period, SSHVX achieves a 7.22% return, which is significantly lower than LEXCX's 29.09% return. Over the past 10 years, SSHVX has underperformed LEXCX with an annualized return of 11.51%, while LEXCX has yielded a comparatively higher 12.49% annualized return.

SSHVX

• 1D: 0.55%
• 1M: -0.73%
• 6M: 6.38%
• YTD: 7.22%
• 1Y: 24.96%
• 3Y*: 18.41%
• 5Y*: 11.22%
• 10Y*: 11.51%
• ALL TIME*: 10.50%

LEXCX

• 1D: -0.11%
• 1M: 5.42%
• 6M: 23.54%
• YTD: 29.09%
• 1Y: 32.88%
• 3Y*: 13.96%
• 5Y*: 13.72%
• 10Y*: 12.49%
• ALL TIME*: 9.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LEXCX Voya Corporate Leaders Trust Fund	$0.00	$0.00	$0.00
SSHVX Sound Shore Fund Institutional Class	$0.00	$0.00	$0.00

SSHVX vs. LEXCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSHVX Sound Shore Fund Institutional Class	7.22%	18.37%	22.67%	17.67%	-10.47%	23.99%	7.92%	23.49%	-12.44%	16.41%
LEXCX Voya Corporate Leaders Trust Fund	29.09%	7.04%	3.60%	14.53%	3.95%	26.77%	4.36%	21.43%	-5.44%	16.61%

Correlation

The correlation between SSHVX and LEXCX is 0.18, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.18
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (10Y) Provides a long-term view across more market conditions.	0.73
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013	0.76

Over the past year, the correlation between SSHVX and LEXCX has dropped to 0.18 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

Return for Risk

SSHVX vs. LEXCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSHVX

SSHVX Risk / Return Rank: 62
SSHVX Sharpe Ratio Rank: 62
SSHVX Sortino Ratio Rank: 63
SSHVX Omega Ratio Rank: 55
SSHVX Calmar Ratio Rank: 67
SSHVX Martin Ratio Rank: 62

LEXCX

LEXCX Risk / Return Rank: 93
LEXCX Sharpe Ratio Rank: 94
LEXCX Sortino Ratio Rank: 93
LEXCX Omega Ratio Rank: 87
LEXCX Calmar Ratio Rank: 98
LEXCX Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSHVX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Shore Fund Institutional Class (SSHVX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SSHVX	LEXCX	Difference
Sharpe ratio: Return per unit of total volatility	1.59	2.47	-0.89
Sortino ratio: Return per unit of downside risk	2.30	3.67	-1.37
Omega ratio: Gain probability vs. loss probability	1.28	1.45	-0.17
Calmar ratio: Return relative to maximum drawdown	2.32	6.15	-3.83
Martin ratio: Return relative to average drawdown	8.52	15.61	-7.09

SSHVX vs. LEXCX - Sharpe Ratio Comparison

The current SSHVX Sharpe Ratio is 1.59, which is lower than the LEXCX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of SSHVX and LEXCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSHVX vs. LEXCX - Drawdown Comparison

The maximum SSHVX drawdown since its inception was -39.90%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for SSHVX and LEXCX.

Drawdown Indicators

	SSHVX	LEXCX	Difference
Max Drawdown Largest peak-to-trough decline	-39.90%	-50.42%	+10.52%
Max Drawdown (1Y) Largest decline over 1 year	-9.65%	-5.62%	-4.03%
Max Drawdown (3Y) Largest decline over 3 years	-17.69%	-14.03%	-3.66%
Max Drawdown (5Y) Largest decline over 5 years	-23.81%	-19.75%	-4.06%
Max Drawdown (10Y) Largest decline over 10 years	-39.90%	-39.21%	-0.69%
Current Drawdown Current decline from peak	-1.00%	-1.83%	+0.83%
Average Drawdown Average peak-to-trough decline	-5.35%	-7.10%	+1.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.50%	+0.14%

Volatility

SSHVX vs. LEXCX - Volatility Comparison

The current volatility for Sound Shore Fund Institutional Class (SSHVX) is 3.70%, while Voya Corporate Leaders Trust Fund (LEXCX) has a volatility of 4.05%. This indicates that SSHVX experiences smaller price fluctuations and is considered to be less risky than LEXCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSHVX	LEXCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	4.05%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	11.08%	10.77%	+0.31%
Volatility (1Y) Calculated over the trailing 1-year period	14.12%	14.00%	+0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	16.49%	+0.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	18.99%	-0.07%

SSHVX vs. LEXCX - Expense Ratio Comparison

SSHVX has a 0.75% expense ratio, which is higher than LEXCX's 0.52% expense ratio.

Dividends

SSHVX vs. LEXCX - Dividend Comparison

SSHVX's dividend yield for the trailing twelve months is around 12.39%, more than LEXCX's 1.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LEXCX Voya Corporate Leaders Trust Fund	1.12%	1.65%	1.66%	1.58%	1.65%	1.54%	1.91%	1.86%	2.03%	1.79%	3.93%	2.37%
SSHVX Sound Shore Fund Institutional Class	12.39%	13.41%	25.54%	4.54%	4.81%	27.05%	7.90%	7.66%	8.43%	11.89%	7.21%	12.62%

Frequently Asked Questions

Can I hold both SSHVX and LEXCX in my portfolio?

SSHVX and LEXCX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSHVX or LEXCX?

LEXCX has higher volatility (4.05%) compared to SSHVX (3.70%). In terms of maximum drawdown, SSHVX dropped -39.90% vs LEXCX's -50.42%.

Which has better risk-adjusted returns?

LEXCX currently has the higher Sharpe Ratio (2.47 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.