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VGSBX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSBX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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VGSBX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSBX
VY BrandywineGLOBAL - Bond Portfolio
0.21%6.12%0.68%5.65%-11.86%1.15%17.48%10.01%-1.55%2.93%
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, VGSBX achieves a 0.21% return, which is significantly lower than LEXCX's 15.27% return. Over the past 10 years, VGSBX has underperformed LEXCX with an annualized return of 2.87%, while LEXCX has yielded a comparatively higher 11.87% annualized return.


VGSBX

1D
0.21%
1M
-0.53%
YTD
0.21%
6M
1.07%
1Y
4.09%
3Y*
2.46%
5Y*
0.14%
10Y*
2.87%

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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VGSBX vs. LEXCX - Expense Ratio Comparison

VGSBX has a 0.55% expense ratio, which is higher than LEXCX's 0.52% expense ratio.


Return for Risk

VGSBX vs. LEXCX — Risk / Return Rank

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

VGSBX
VGSBX Risk / Return Rank: 6868
Overall Rank
VGSBX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VGSBX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGSBX Omega Ratio Rank: 5757
Omega Ratio Rank
VGSBX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VGSBX Martin Ratio Rank: 6969
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.

VGSBX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) 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.


VGSBXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.92

+0.19

Sortino ratio

Return per unit of downside risk

1.73

1.41

+0.32

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

2.12

1.07

+1.05

Martin ratio

Return relative to average drawdown

6.58

3.63

+2.95

VGSBX vs. LEXCX - Sharpe Ratio Comparison

The current VGSBX Sharpe Ratio is 1.12, which is comparable to the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VGSBX 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


VGSBXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.92

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.74

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.64

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.53

-0.04

Correlation

The correlation between VGSBX and LEXCX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VGSBX vs. LEXCX - Dividend Comparison

VGSBX's dividend yield for the trailing twelve months is around 3.92%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
VGSBX
VY BrandywineGLOBAL - Bond Portfolio
3.92%3.93%4.56%2.18%6.85%8.48%2.48%1.89%2.29%2.31%2.34%0.00%
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

VGSBX vs. LEXCX - Drawdown Comparison

The maximum VGSBX drawdown since its inception was -18.20%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for VGSBX and LEXCX.


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Drawdown Indicators


VGSBXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-18.20%

-50.42%

+32.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-12.78%

+10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

-19.75%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-18.20%

-39.21%

+21.01%

Current Drawdown

Current decline from peak

-0.74%

-0.86%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.50%

-7.14%

+3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

3.76%

-2.88%

Volatility

VGSBX vs. LEXCX - Volatility Comparison

The current volatility for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) is 0.72%, while Voya Corporate Leaders Trust Fund (LEXCX) has a volatility of 3.34%. This indicates that VGSBX 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


VGSBXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

3.34%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

9.44%

-7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

17.75%

-12.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.86%

16.39%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.20%

18.90%

-12.70%