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SVYAX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVYAX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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SVYAX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVYAX
SEI Institutional Investments Trust U.S. Managed Volatility Fund
0.00%10.79%15.71%3.99%-0.50%20.55%-1.88%23.91%-2.43%15.25%
LEXCX
Voya Corporate Leaders Trust Fund
15.27%7.04%3.60%14.53%3.95%26.77%4.36%21.43%-5.44%16.61%

Returns By Period

Over the past 10 years, SVYAX has underperformed LEXCX with an annualized return of 8.88%, while LEXCX has yielded a comparatively higher 11.87% annualized return.


SVYAX

1D
0.16%
1M
-4.64%
YTD
0.00%
6M
0.63%
1Y
6.41%
3Y*
10.18%
5Y*
8.12%
10Y*
8.88%

LEXCX

1D
0.03%
1M
-0.16%
YTD
15.27%
6M
11.64%
1Y
14.00%
3Y*
12.98%
5Y*
11.85%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SVYAX vs. LEXCX - Expense Ratio Comparison

SVYAX has a 0.72% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

SVYAX vs. LEXCX — Risk / Return Rank

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

SVYAX
SVYAX Risk / Return Rank: 2323
Overall Rank
SVYAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SVYAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SVYAX Omega Ratio Rank: 2020
Omega Ratio Rank
SVYAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SVYAX Martin Ratio Rank: 3030
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4444
Overall Rank
LEXCX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 5252
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 4646
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4242
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3434
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.

SVYAX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) 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.


SVYAXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.92

-0.35

Sortino ratio

Return per unit of downside risk

0.89

1.41

-0.52

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.66

1.07

-0.41

Martin ratio

Return relative to average drawdown

3.25

3.63

-0.37

SVYAX vs. LEXCX - Sharpe Ratio Comparison

The current SVYAX Sharpe Ratio is 0.58, which is lower than the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SVYAX 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


SVYAXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.92

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.74

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.64

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.53

+0.13

Correlation

The correlation between SVYAX and LEXCX is 0.80, 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

SVYAX vs. LEXCX - Dividend Comparison

SVYAX's dividend yield for the trailing twelve months is around 94.03%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
SVYAX
SEI Institutional Investments Trust U.S. Managed Volatility Fund
94.03%94.03%12.40%12.69%12.35%21.57%2.24%6.34%18.49%11.02%7.34%8.75%
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

SVYAX vs. LEXCX - Drawdown Comparison

The maximum SVYAX drawdown since its inception was -33.99%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for SVYAX and LEXCX.


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Drawdown Indicators


SVYAXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-50.42%

+16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-12.78%

+2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-16.07%

-19.75%

+3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-39.21%

+5.22%

Current Drawdown

Current decline from peak

-4.64%

-0.86%

-3.78%

Average Drawdown

Average peak-to-trough decline

-3.45%

-7.14%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.76%

-1.73%

Volatility

SVYAX vs. LEXCX - Volatility Comparison

The current volatility for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) is 2.53%, while Voya Corporate Leaders Trust Fund (LEXCX) has a volatility of 3.34%. This indicates that SVYAX 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.


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Volatility by Period


SVYAXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

3.34%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

9.44%

-3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

17.75%

-4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

16.39%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

18.90%

-3.19%