SSHVX vs. LEXCX
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 12.19%/yr vs 11.73%/yr for LEXCX. A 0.77 correlation means they provide meaningful diversification when combined. SSHVX charges 0.75%/yr vs 0.52%/yr for LEXCX.
Performance
SSHVX vs. LEXCX - Performance Comparison
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Returns By Period
In the year-to-date period, SSHVX achieves a 6.31% return, which is significantly lower than LEXCX's 15.98% return. Both investments have delivered pretty close results over the past 10 years, with SSHVX having a 12.19% annualized return and LEXCX not far behind at 11.73%.
SSHVX
- 1D
- 0.00%
- 1M
- 2.22%
- YTD
- 6.31%
- 6M
- 5.01%
- 1Y
- 26.56%
- 3Y*
- 20.62%
- 5Y*
- 11.64%
- 10Y*
- 12.19%
LEXCX
- 1D
- 0.86%
- 1M
- -2.86%
- YTD
- 15.98%
- 6M
- 15.38%
- 1Y
- 18.10%
- 3Y*
- 13.73%
- 5Y*
- 11.28%
- 10Y*
- 11.73%
SSHVX vs. LEXCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSHVX Sound Shore Fund Institutional Class | 6.31% | 18.37% | 22.67% | 17.67% | -10.47% | 23.99% | 7.92% | 23.49% | -12.44% | 16.41% |
LEXCX Voya Corporate Leaders Trust Fund | 15.98% | 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 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.77 |
Over the past year, the correlation between SSHVX and LEXCX has dropped to 0.25 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
SSHVX vs. LEXCX — Risk / Return Rank
SSHVX
LEXCX
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 ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.36 | -0.51 |
| Martin ratioReturn relative to average drawdown | 10.35 | 8.21 | +2.14 |
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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.
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Drawdown Indicators
| SSHVX | LEXCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.90% | -50.42% | +10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -6.22% | -3.43% |
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 DrawdownCurrent decline from peak | -0.84% | -4.80% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -7.11% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.50% | +0.16% |
Volatility
SSHVX vs. LEXCX - Volatility Comparison
Sound Shore Fund Institutional Class (SSHVX) has a higher volatility of 5.28% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 4.61%. This indicates that SSHVX'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
| SSHVX | LEXCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 4.61% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 10.95% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.00% | 14.09% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 16.52% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 19.02% | +0.02% |
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 12.49%, more than LEXCX's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEXCX Voya Corporate Leaders Trust Fund | 1.42% | 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 | 12.49% | 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
SSHVX and LEXCX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSHVX has higher volatility (5.28%) compared to LEXCX (4.61%). In terms of maximum drawdown, SSHVX dropped -39.90% vs LEXCX's -50.42%.
SSHVX currently has the higher Sharpe Ratio (1.97 vs 1.49), 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.
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