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ACVF vs. VOTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACVF vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Conservative Values ETF (ACVF) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

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ACVF vs. VOTE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ACVF
American Conservative Values ETF
-3.45%13.67%20.56%23.81%-15.74%13.51%
VOTE
Engine No. 1 Transform 500 ETF
-4.68%17.95%25.23%27.60%-19.74%12.08%

Returns By Period

In the year-to-date period, ACVF achieves a -3.45% return, which is significantly higher than VOTE's -4.68% return.


ACVF

1D
2.40%
1M
-4.95%
YTD
-3.45%
6M
-3.15%
1Y
11.87%
3Y*
15.53%
5Y*
10.53%
10Y*

VOTE

1D
2.86%
1M
-4.95%
YTD
-4.68%
6M
-2.30%
1Y
17.91%
3Y*
18.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACVF vs. VOTE - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is higher than VOTE's 0.05% expense ratio.


Return for Risk

ACVF vs. VOTE — Risk / Return Rank

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

ACVF
ACVF Risk / Return Rank: 4444
Overall Rank
ACVF Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ACVF Sortino Ratio Rank: 4040
Sortino Ratio Rank
ACVF Omega Ratio Rank: 4242
Omega Ratio Rank
ACVF Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACVF Martin Ratio Rank: 5454
Martin Ratio Rank

VOTE
VOTE Risk / Return Rank: 6363
Overall Rank
VOTE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 6060
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6464
Omega Ratio Rank
VOTE Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOTE Martin Ratio Rank: 7272
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.

ACVF vs. VOTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and Engine No. 1 Transform 500 ETF (VOTE). 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.


ACVFVOTEDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.97

-0.28

Sortino ratio

Return per unit of downside risk

1.11

1.49

-0.38

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.10

1.52

-0.42

Martin ratio

Return relative to average drawdown

5.16

7.13

-1.97

ACVF vs. VOTE - Sharpe Ratio Comparison

The current ACVF Sharpe Ratio is 0.70, which is comparable to the VOTE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of ACVF and VOTE, 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


ACVFVOTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.97

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.61

+0.25

Correlation

The correlation between ACVF and VOTE is 0.96, 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

ACVF vs. VOTE - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.61%, less than VOTE's 1.04% yield.


TTM202520242023202220212020
ACVF
American Conservative Values ETF
0.61%0.59%0.59%0.82%0.93%0.61%0.23%
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%0.00%

Drawdowns

ACVF vs. VOTE - Drawdown Comparison

The maximum ACVF drawdown since its inception was -24.39%, smaller than the maximum VOTE drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for ACVF and VOTE.


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Drawdown Indicators


ACVFVOTEDifference

Max Drawdown

Largest peak-to-trough decline

-24.39%

-25.71%

+1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-12.07%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

Current Drawdown

Current decline from peak

-5.49%

-6.51%

+1.02%

Average Drawdown

Average peak-to-trough decline

-4.87%

-6.34%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.57%

-0.12%

Volatility

ACVF vs. VOTE - Volatility Comparison

The current volatility for American Conservative Values ETF (ACVF) is 4.99%, while Engine No. 1 Transform 500 ETF (VOTE) has a volatility of 5.35%. This indicates that ACVF experiences smaller price fluctuations and is considered to be less risky than VOTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACVFVOTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.35%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

9.71%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

18.49%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

17.31%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

17.31%

-1.22%