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VWNDX vs. LEXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWNDX vs. LEXCX - Performance Comparison

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

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VWNDX vs. LEXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWNDX
Vanguard Windsor Fund Investor Shares
-1.73%13.30%9.53%15.00%-3.15%27.77%7.38%30.39%-12.48%18.15%
LEXCX
Voya Corporate Leaders Trust Fund
15.63%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, VWNDX achieves a -1.73% return, which is significantly lower than LEXCX's 15.63% return. Over the past 10 years, VWNDX has underperformed LEXCX with an annualized return of 11.12%, while LEXCX has yielded a comparatively higher 11.90% annualized return.


VWNDX

1D
2.13%
1M
-4.80%
YTD
-1.73%
6M
3.35%
1Y
11.50%
3Y*
10.87%
5Y*
8.81%
10Y*
11.12%

LEXCX

1D
0.32%
1M
-0.30%
YTD
15.63%
6M
12.84%
1Y
14.00%
3Y*
13.10%
5Y*
11.78%
10Y*
11.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWNDX vs. LEXCX - Expense Ratio Comparison

VWNDX has a 0.30% expense ratio, which is lower than LEXCX's 0.52% expense ratio.


Return for Risk

VWNDX vs. LEXCX — Risk / Return Rank

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

VWNDX
VWNDX Risk / Return Rank: 2929
Overall Rank
VWNDX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VWNDX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VWNDX Omega Ratio Rank: 2525
Omega Ratio Rank
VWNDX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VWNDX Martin Ratio Rank: 3737
Martin Ratio Rank

LEXCX
LEXCX Risk / Return Rank: 4040
Overall Rank
LEXCX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LEXCX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LEXCX Omega Ratio Rank: 3939
Omega Ratio Rank
LEXCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
LEXCX Martin Ratio Rank: 3333
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.

VWNDX vs. LEXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor Fund Investor Shares (VWNDX) 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.


VWNDXLEXCXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.92

-0.25

Sortino ratio

Return per unit of downside risk

1.04

1.40

-0.36

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

0.97

1.10

-0.13

Martin ratio

Return relative to average drawdown

4.02

3.77

+0.26

VWNDX vs. LEXCX - Sharpe Ratio Comparison

The current VWNDX Sharpe Ratio is 0.66, which is comparable to the LEXCX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VWNDX 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


VWNDXLEXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.92

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.74

-0.23

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

0.47

0.53

-0.06

Correlation

The correlation between VWNDX and LEXCX is 0.77, 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

VWNDX vs. LEXCX - Dividend Comparison

VWNDX's dividend yield for the trailing twelve months is around 7.92%, more than LEXCX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
VWNDX
Vanguard Windsor Fund Investor Shares
7.92%7.78%12.48%8.24%15.38%11.46%8.37%10.26%13.15%3.51%4.89%8.51%
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

VWNDX vs. LEXCX - Drawdown Comparison

The maximum VWNDX drawdown since its inception was -61.48%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for VWNDX and LEXCX.


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Drawdown Indicators


VWNDXLEXCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-50.42%

-11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-12.78%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-19.75%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-40.12%

-39.21%

-0.91%

Current Drawdown

Current decline from peak

-5.92%

-0.55%

-5.37%

Average Drawdown

Average peak-to-trough decline

-8.94%

-7.14%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

3.75%

-0.70%

Volatility

VWNDX vs. LEXCX - Volatility Comparison

Vanguard Windsor Fund Investor Shares (VWNDX) has a higher volatility of 4.40% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.32%. This indicates that VWNDX'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


VWNDXLEXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.32%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

9.42%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

17.71%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

16.39%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

18.90%

+0.77%