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URSBX vs. LCCMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

URSBX vs. LCCMX

Last updated Jun 23, 2026

URSBX (Victory Short-Term Bond Fund Class R6) and LCCMX (Leader Short Term High Yield Bond Fund) are both Short-Term Bond funds. Over the past 5 years, URSBX returned 3.34%/yr vs 5.71%/yr for LCCMX. At a 0.23 correlation, their price movements are largely independent. URSBX charges 0.33%/yr vs 2.55%/yr for LCCMX.

Performance

URSBX vs. LCCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Short-Term Bond Fund Class R6 (URSBX) and Leader Short Term High Yield Bond Fund (LCCMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URSBX achieves a 0.98% return, which is significantly lower than LCCMX's 3.89% return.

URSBX

1D
0.00%
1M
0.40%
YTD
0.98%
6M
1.51%
1Y
4.40%
3Y*
6.03%
5Y*
3.34%
10Y*
—

LCCMX

1D
-0.12%
1M
0.71%
YTD
3.89%
6M
4.66%
1Y
11.06%
3Y*
13.94%
5Y*
5.71%
10Y*
4.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URSBX vs. LCCMX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
URSBX
Victory Short-Term Bond Fund Class R6		0.98%6.15%6.48%5.91%-2.74%1.11%4.99%5.07%1.77%2.53%
LCCMX
Leader Short Term High Yield Bond Fund		3.89%9.73%18.51%13.73%-13.30%1.30%7.52%0.65%2.35%1.89%

Correlation

The correlation between URSBX and LCCMX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.23

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Victory Short-Term Bond Fund Class R6

Leader Short Term High Yield Bond Fund

Often compared with URSBX:
URSBX vs. RSNRXURSBX vs. DLDFXURSBX vs. DFEQXURSBX vs. GPARXURSBX vs. SWSBXURSBX vs. USSPXURSBX vs. DBLSX
Often compared with LCCMX:
LCCMX vs. FADMXLCCMX vs. AOMLCCMX vs. FAFAXLCCMX vs. FAFTXLCCMX vs. ICMUXLCCMX vs. EEIIXLCCMX vs. FSCO

Return for Risk

URSBX vs. LCCMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
URSBX
URSBX Risk / Return Rank: 8686
Overall Rank
URSBX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
URSBX Sortino Ratio Rank: 9494
Sortino Ratio Rank
URSBX Omega Ratio Rank: 9191
Omega Ratio Rank
URSBX Calmar Ratio Rank: 8585
Calmar Ratio Rank
URSBX Martin Ratio Rank: 8888
Martin Ratio Rank
LCCMX
LCCMX Risk / Return Rank: 7979
Overall Rank
LCCMX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LCCMX Sortino Ratio Rank: 9797
Sortino Ratio Rank
LCCMX Omega Ratio Rank: 9797
Omega Ratio Rank
LCCMX Calmar Ratio Rank: 6565
Calmar Ratio Rank
LCCMX Martin Ratio Rank: 5454
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.

URSBX vs. LCCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Short-Term Bond Fund Class R6 (URSBX) and Leader Short Term High Yield Bond Fund (LCCMX). 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.

URSBXLCCMXDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.45

-0.18

Sortino ratioReturn per unit of downside risk
4.55
5.35

-0.81

Omega ratioGain probability vs. loss probability

1.63

2.00

-0.36

Calmar ratioReturn relative to maximum drawdown

3.79

2.96

+0.84

Martin ratioReturn relative to average drawdown

15.66

10.43

+5.24

URSBX vs. LCCMX - Sharpe Ratio Comparison

The current URSBX Sharpe Ratio is 2.28, which is comparable to the LCCMX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of URSBX and LCCMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

URSBX vs. LCCMX - Drawdown Comparison

The maximum URSBX drawdown since its inception was -5.57%, smaller than the maximum LCCMX drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for URSBX and LCCMX.

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Drawdown Indicators

URSBXLCCMXDifference

Max Drawdown

Largest peak-to-trough decline

-5.57%

-24.57%

+19.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.19%

-3.76%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-1.19%

-3.76%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-4.94%

-19.20%

+14.26%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.57%

—

Current Drawdown

Current decline from peak

-0.22%

-0.24%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.66%

-2.79%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

1.06%

-0.77%

Volatility

URSBX vs. LCCMX - Volatility Comparison

Victory Short-Term Bond Fund Class R6 (URSBX) and Leader Short Term High Yield Bond Fund (LCCMX) have volatilities of 0.64% and 0.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

URSBXLCCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.62%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

3.37%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

4.53%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.08%

5.79%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.88%

6.34%

-4.46%

URSBX vs. LCCMX - Expense Ratio Comparison

URSBX has a 0.33% expense ratio, which is lower than LCCMX's 2.55% expense ratio.

Dividends

URSBX vs. LCCMX - Dividend Comparison

URSBX's dividend yield for the trailing twelve months is around 4.76%, less than LCCMX's 8.53% yield.

PositionTTM20252024202320222021202020192018201720162015
LCCMX
Leader Short Term High Yield Bond Fund		8.53%8.93%10.39%8.55%5.68%2.11%2.11%2.98%2.89%2.10%2.01%2.75%
URSBX
Victory Short-Term Bond Fund Class R6		4.76%4.74%4.57%3.31%2.61%2.86%3.53%2.96%2.85%2.18%0.00%0.00%

Frequently Asked Questions

URSBX and LCCMX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URSBX has higher volatility (0.64%) compared to LCCMX (0.62%). In terms of maximum drawdown, URSBX dropped -5.57% vs LCCMX's -24.57%.

LCCMX currently has the higher Sharpe Ratio (2.45 vs 2.28), 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.

Portfolio Optimizer

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