VSIPX vs. LEXCX

Last updated Jul 21, 2026

VSIPX (Voya Solution 2060 Portfolio) and LEXCX (Voya Corporate Leaders Trust Fund) are both mutual funds - VSIPX is a Target Retirement Date fund managed by Voya, while LEXCX is a Large Cap Value Equities fund managed by Voya. Over the past 10 years, VSIPX returned 11.07%/yr vs 12.31%/yr for LEXCX. A 0.66 correlation means they provide meaningful diversification when combined. VSIPX charges 0.20%/yr vs 0.52%/yr for LEXCX.

Performance

VSIPX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2060 Portfolio (VSIPX) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSIPX achieves a 9.89% return, which is significantly lower than LEXCX's 29.60% return. Over the past 10 years, VSIPX has underperformed LEXCX with an annualized return of 11.07%, while LEXCX has yielded a comparatively higher 12.31% annualized return.

VSIPX

• 1D: -0.87%
• 1M: -1.78%
• 6M: 7.05%
• YTD: 9.89%
• 1Y: 19.68%
• 3Y*: 16.62%
• 5Y*: 9.33%
• 10Y*: 11.07%
• ALL TIME*: 11.00%

LEXCX

• 1D: 0.69%
• 1M: 12.70%
• 6M: 27.10%
• YTD: 29.60%
• 1Y: 31.49%
• 3Y*: 16.45%
• 5Y*: 14.08%
• 10Y*: 12.31%
• ALL TIME*: 9.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSIPX vs. LEXCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSIPX Voya Solution 2060 Portfolio	9.89%	20.11%	15.30%	20.97%	-19.37%	17.48%	16.17%	24.71%	-10.34%	22.15%
LEXCX Voya Corporate Leaders Trust Fund	29.60%	7.04%	3.60%	14.53%	3.95%	26.77%	4.36%	21.43%	-5.44%	16.61%

Correlation

The correlation between VSIPX and LEXCX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.66

The correlation between VSIPX and LEXCX shifts across timeframes, from -0.01 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VSIPX vs. LEXCX — Risk / Return Rank

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

VSIPX

VSIPX Risk / Return Rank: 61
VSIPX Sharpe Ratio Rank: 58
VSIPX Sortino Ratio Rank: 59
VSIPX Omega Ratio Rank: 58
VSIPX Calmar Ratio Rank: 56
VSIPX Martin Ratio Rank: 73

LEXCX

LEXCX Risk / Return Rank: 90
LEXCX Sharpe Ratio Rank: 88
LEXCX Sortino Ratio Rank: 87
LEXCX Omega Ratio Rank: 83
LEXCX Calmar Ratio Rank: 98
LEXCX Martin Ratio Rank: 92

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.

VSIPX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2060 Portfolio (VSIPX) 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.

	VSIPX	LEXCX	Difference
Sharpe ratio: Return per unit of total volatility	1.62	2.44	-0.82
Sortino ratio: Return per unit of downside risk	2.34	3.58	-1.24
Omega ratio: Gain probability vs. loss probability	1.30	1.44	-0.14
Calmar ratio: Return relative to maximum drawdown	2.24	6.19	-3.95
Martin ratio: Return relative to average drawdown	10.20	14.82	-4.62

VSIPX vs. LEXCX - Sharpe Ratio Comparison

The current VSIPX Sharpe Ratio is 1.62, which is lower than the LEXCX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of VSIPX and LEXCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VSIPX vs. LEXCX - Drawdown Comparison

The maximum VSIPX drawdown since its inception was -34.55%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for VSIPX and LEXCX.

Drawdown Indicators

	VSIPX	LEXCX	Difference
Max Drawdown Largest peak-to-trough decline	-34.55%	-50.42%	+15.87%
Max Drawdown (1Y) Largest decline over 1 year	-9.57%	-5.62%	-3.95%
Max Drawdown (3Y) Largest decline over 3 years	-15.98%	-14.03%	-1.95%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	-19.75%	-7.30%
Max Drawdown (10Y) Largest decline over 10 years	-34.55%	-39.21%	+4.66%
Current Drawdown Current decline from peak	-2.55%	0.00%	-2.55%
Average Drawdown Average peak-to-trough decline	-5.23%	-7.10%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	2.49%	-0.47%

Volatility

VSIPX vs. LEXCX - Volatility Comparison

The current volatility for Voya Solution 2060 Portfolio (VSIPX) is 3.78%, while Voya Corporate Leaders Trust Fund (LEXCX) has a volatility of 4.52%. This indicates that VSIPX 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.

Volatility by Period

	VSIPX	LEXCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	4.52%	-0.74%
Volatility (6M) Calculated over the trailing 6-month period	10.70%	10.87%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	13.21%	14.24%	-1.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.59%	16.51%	-0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.52%	18.99%	-2.47%

VSIPX vs. LEXCX - Expense Ratio Comparison

VSIPX has a 0.20% expense ratio, which is lower than LEXCX's 0.52% expense ratio.

Dividends

VSIPX vs. LEXCX - Dividend Comparison

VSIPX's dividend yield for the trailing twelve months is around 7.83%, more than LEXCX's 1.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LEXCX Voya Corporate Leaders Trust Fund	1.12%	1.65%	1.66%	1.58%	1.65%	1.54%	1.91%	1.86%	2.03%	1.79%	3.93%	2.37%
VSIPX Voya Solution 2060 Portfolio	7.83%	8.60%	1.86%	5.17%	30.72%	2.93%	5.21%	7.29%	6.77%	2.10%	0.90%	0.00%

Frequently Asked Questions

Can I hold both VSIPX and LEXCX in my portfolio?

VSIPX and LEXCX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSIPX or LEXCX?

LEXCX has higher volatility (4.52%) compared to VSIPX (3.78%). In terms of maximum drawdown, VSIPX dropped -34.55% vs LEXCX's -50.42%.

Which has better risk-adjusted returns?

LEXCX currently has the higher Sharpe Ratio (2.44 vs 1.62), 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.