ACVF vs. SIXA

Last updated Jul 14, 2026

ACVF (American Conservative Values ETF) and SIXA (6 Meridian Mega Cap Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, ACVF returned 11.69%/yr vs 12.64%/yr for SIXA. Their correlation of 0.81 suggests significant overlap in exposure. ACVF charges 0.75%/yr vs 0.86%/yr for SIXA.

Performance

ACVF vs. SIXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Conservative Values ETF (ACVF) and 6 Meridian Mega Cap Equity ETF (SIXA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACVF achieves a 9.57% return, which is significantly lower than SIXA's 14.32% return.

ACVF

• 1D: -0.85%
• 1M: 0.34%
• 6M: 7.47%
• YTD: 9.57%
• 1Y: 14.41%
• 3Y*: 17.09%
• 5Y*: 11.69%
• 10Y*: —

SIXA

• 1D: 0.04%
• 1M: 0.47%
• 6M: 12.53%
• YTD: 14.32%
• 1Y: 19.31%
• 3Y*: 20.25%
• 5Y*: 12.64%
• 10Y*: —

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

ACVF vs. SIXA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ACVF American Conservative Values ETF	9.57%	13.67%	20.56%	23.81%	-15.74%	28.84%	14.93%
SIXA 6 Meridian Mega Cap Equity ETF	14.32%	15.52%	22.70%	11.98%	-5.72%	23.87%	13.37%

Correlation

The correlation between ACVF and SIXA is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020	0.81

Over the past year, the correlation between ACVF and SIXA has dropped to 0.57 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

ACVF vs. SIXA - Sectors Allocation Comparison

Sectors	ACVF	SIXA
Technology	43.0%	19.2%
Financial Services	10.9%	7.7%
Industrials	10.4%	6.5%
Consumer Cyclical	10.2%	3.9%
Healthcare	7.9%	14.5%
Consumer Defensive	5.4%	23.2%
Communication Services	4.0%	13.9%
Energy	3.1%	4.8%
Utilities	1.9%	5.0%
Real Estate	1.6%	1.3%
Basic Materials	1.5%	-

Return for Risk

ACVF vs. SIXA — Risk / Return Rank

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

ACVF

ACVF Risk / Return Rank: 44
ACVF Sharpe Ratio Rank: 42
ACVF Sortino Ratio Rank: 41
ACVF Omega Ratio Rank: 40
ACVF Calmar Ratio Rank: 46
ACVF Martin Ratio Rank: 54

SIXA

SIXA Risk / Return Rank: 85
SIXA Sharpe Ratio Rank: 86
SIXA Sortino Ratio Rank: 89
SIXA Omega Ratio Rank: 82
SIXA Calmar Ratio Rank: 82
SIXA Martin Ratio Rank: 84

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.

ACVF vs. SIXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and 6 Meridian Mega Cap Equity ETF (SIXA). 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.

	ACVF	SIXA	Difference
Sharpe ratio: Return per unit of total volatility	1.19	2.19	-1.00
Sortino ratio: Return per unit of downside risk	1.70	3.28	-1.58
Omega ratio: Gain probability vs. loss probability	1.21	1.39	-0.17
Calmar ratio: Return relative to maximum drawdown	1.88	3.47	-1.59
Martin ratio: Return relative to average drawdown	7.25	13.15	-5.91

ACVF vs. SIXA - Sharpe Ratio Comparison

The current ACVF Sharpe Ratio is 1.19, which is lower than the SIXA Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of ACVF and SIXA, 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

ACVF vs. SIXA - Drawdown Comparison

The maximum ACVF drawdown since its inception was -24.39%, which is greater than SIXA's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for ACVF and SIXA.

Drawdown Indicators

	ACVF	SIXA	Difference
Max Drawdown Largest peak-to-trough decline	-24.39%	-18.38%	-6.01%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	-5.59%	-2.11%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-11.22%	-5.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.39%	-18.38%	-6.01%
Current Drawdown Current decline from peak	-1.44%	0.00%	-1.44%
Average Drawdown Average peak-to-trough decline	-4.69%	-2.96%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	1.47%	+0.52%

Volatility

ACVF vs. SIXA - Volatility Comparison

American Conservative Values ETF (ACVF) has a higher volatility of 4.11% compared to 6 Meridian Mega Cap Equity ETF (SIXA) at 2.46%. This indicates that ACVF's price experiences larger fluctuations and is considered to be riskier than SIXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACVF	SIXA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	2.46%	+1.65%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	6.89%	+3.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	8.87%	+3.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.36%	12.78%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.97%	13.28%	+2.69%

ACVF vs. SIXA - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is lower than SIXA's 0.86% expense ratio.

Dividends

ACVF vs. SIXA - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.52%, less than SIXA's 2.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ACVF American Conservative Values ETF	0.52%	0.59%	0.59%	0.82%	0.93%	0.61%	0.23%
SIXA 6 Meridian Mega Cap Equity ETF	2.00%	2.31%	1.62%	2.12%	2.23%	1.63%	1.13%

Frequently Asked Questions

Can I hold both ACVF and SIXA in my portfolio?

ACVF and SIXA have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACVF or SIXA?

ACVF has higher volatility (4.11%) compared to SIXA (2.46%). In terms of maximum drawdown, ACVF dropped -24.39% vs SIXA's -18.38%.

Which ETF is better, ACVF or SIXA?

On 5-year performance, SIXA leads with 12.64% vs 11.69% for ACVF. On fees, ACVF is cheaper at 0.75% per year. On volatility, SIXA has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACVF or SIXA?

Over the 5-year period, SIXA has performed better with a 12.64% return vs 11.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACVF or SIXA?

ACVF is cheaper with a 0.75% expense ratio, compared with 0.86% for SIXA.

Which ETF pays a higher dividend yield, ACVF or SIXA?

SIXA has the higher dividend yield at 2.00%, compared with 0.52% for ACVF.

What is the main difference between ACVF and SIXA?

They also come from different issuers: Ridgeline Research LLC and Exchange Traded Concepts. Their fees differ too: 0.75% for ACVF and 0.86% for SIXA.

Which has better risk-adjusted returns?

SIXA currently has the higher Sharpe Ratio (2.19 vs 1.19), 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.