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VALAX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VALAX vs. LEXCX - Performance Comparison

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

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VALAX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VALAX
Al Frank Fund
1.54%23.57%13.35%14.05%-13.50%24.97%10.22%33.98%-7.87%18.09%
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

In the year-to-date period, VALAX achieves a 1.54% return, which is significantly lower than LEXCX's 15.27% return. Both investments have delivered pretty close results over the past 10 years, with VALAX having a 12.38% annualized return and LEXCX not far behind at 11.87%.


VALAX

1D
-0.77%
1M
-6.61%
YTD
1.54%
6M
7.86%
1Y
29.09%
3Y*
17.10%
5Y*
8.94%
10Y*
12.38%

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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VALAX vs. LEXCX - Expense Ratio Comparison

VALAX has a 1.24% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

VALAX vs. LEXCX — Risk / Return Rank

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

VALAX
VALAX Risk / Return Rank: 8585
Overall Rank
VALAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VALAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VALAX Omega Ratio Rank: 8484
Omega Ratio Rank
VALAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VALAX Martin Ratio Rank: 8686
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.

VALAX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Al Frank Fund (VALAX) 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.


VALAXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

1.63

0.92

+0.71

Sortino ratio

Return per unit of downside risk

2.23

1.41

+0.82

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

2.13

1.07

+1.06

Martin ratio

Return relative to average drawdown

9.00

3.63

+5.37

VALAX vs. LEXCX - Sharpe Ratio Comparison

The current VALAX Sharpe Ratio is 1.63, which is higher than the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VALAX 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


VALAXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.92

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.74

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.64

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.53

-0.14

Correlation

The correlation between VALAX and LEXCX is 0.84, 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

VALAX vs. LEXCX - Dividend Comparison

VALAX's dividend yield for the trailing twelve months is around 8.52%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
VALAX
Al Frank Fund
8.52%8.65%10.32%5.95%8.62%6.83%7.17%13.51%10.73%10.66%5.32%9.53%
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

VALAX vs. LEXCX - Drawdown Comparison

The maximum VALAX drawdown since its inception was -61.26%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for VALAX and LEXCX.


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Drawdown Indicators


VALAXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.26%

-50.42%

-10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-12.78%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.81%

-19.75%

-6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

-39.21%

+0.99%

Current Drawdown

Current decline from peak

-8.56%

-0.86%

-7.70%

Average Drawdown

Average peak-to-trough decline

-10.83%

-7.14%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.76%

-0.68%

Volatility

VALAX vs. LEXCX - Volatility Comparison

Al Frank Fund (VALAX) has a higher volatility of 4.61% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.34%. This indicates that VALAX'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


VALAXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.34%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

9.44%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

17.75%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

16.39%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

18.90%

+0.39%