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ACVF vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACVF and YALL is 0.87, 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.


Performance

ACVF vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Conservative Values ETF (ACVF) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACVF:

0.73

YALL:

1.06

Sortino Ratio

ACVF:

1.16

YALL:

1.70

Omega Ratio

ACVF:

1.16

YALL:

1.22

Calmar Ratio

ACVF:

0.83

YALL:

1.20

Martin Ratio

ACVF:

3.26

YALL:

4.36

Ulcer Index

ACVF:

4.29%

YALL:

5.43%

Daily Std Dev

ACVF:

18.76%

YALL:

21.50%

Max Drawdown

ACVF:

-24.39%

YALL:

-19.72%

Current Drawdown

ACVF:

-2.39%

YALL:

-0.61%

Returns By Period

In the year-to-date period, ACVF achieves a 2.83% return, which is significantly lower than YALL's 6.29% return.


ACVF

YTD

2.83%

1M

8.36%

6M

-1.19%

1Y

13.62%

5Y*

N/A

10Y*

N/A

YALL

YTD

6.29%

1M

12.24%

6M

3.19%

1Y

22.60%

5Y*

N/A

10Y*

N/A

*Annualized

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ACVF vs. YALL - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is higher than YALL's 0.65% expense ratio.


Risk-Adjusted Performance

ACVF vs. YALL — Risk-Adjusted Performance Rank

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

ACVF
The Risk-Adjusted Performance Rank of ACVF is 7171
Overall Rank
The Sharpe Ratio Rank of ACVF is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ACVF is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ACVF is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ACVF is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ACVF is 7575
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8484
Overall Rank
The Sharpe Ratio Rank of YALL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8686
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 8484
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACVF vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and God Bless America ETF (YALL). 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.


The current ACVF Sharpe Ratio is 0.73, which is lower than the YALL Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of ACVF and YALL, 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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Dividends

ACVF vs. YALL - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.59%, more than YALL's 0.47% yield.


TTM20242023202220212020
ACVF
American Conservative Values ETF
0.59%0.59%0.82%0.93%0.61%0.23%
YALL
God Bless America ETF
0.47%0.50%3.51%0.19%0.00%0.00%

Drawdowns

ACVF vs. YALL - Drawdown Comparison

The maximum ACVF drawdown since its inception was -24.39%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for ACVF and YALL. For additional features, visit the drawdowns tool.


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Volatility

ACVF vs. YALL - Volatility Comparison

The current volatility for American Conservative Values ETF (ACVF) is 5.63%, while God Bless America ETF (YALL) has a volatility of 6.07%. This indicates that ACVF experiences smaller price fluctuations and is considered to be less risky than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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