FAMEX vs. VLIFX
Compare and contrast key facts about FAM Dividend Focus Fund (FAMEX) and Value Line Mid Cap Focused Fund (VLIFX).
FAMEX is managed by FAM. It was launched on Apr 1, 1996. VLIFX is managed by Value Line. It was launched on Mar 1, 1950.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAMEX or VLIFX.
Performance
FAMEX vs. VLIFX - Performance Comparison
Returns By Period
In the year-to-date period, FAMEX achieves a 16.08% return, which is significantly higher than VLIFX's 14.86% return. Both investments have delivered pretty close results over the past 10 years, with FAMEX having a 9.55% annualized return and VLIFX not far ahead at 9.76%.
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
VLIFX
14.86%
0.63%
9.17%
22.29%
7.87%
9.76%
Key characteristics
| FAMEX | VLIFX | |
|---|---|---|
| Sharpe Ratio | 1.72 | 1.65 |
| Sortino Ratio | 2.45 | 2.33 |
| Omega Ratio | 1.29 | 1.28 |
| Calmar Ratio | 3.26 | 2.22 |
| Martin Ratio | 9.85 | 9.05 |
| Ulcer Index | 2.18% | 2.46% |
| Daily Std Dev | 12.45% | 13.52% |
| Max Drawdown | -58.01% | -81.77% |
| Current Drawdown | -0.23% | -2.01% |
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FAMEX vs. VLIFX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than VLIFX's 1.07% expense ratio.
Correlation
The correlation between FAMEX and VLIFX is 0.82, 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.
Risk-Adjusted Performance
FAMEX vs. VLIFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) and Value Line Mid Cap Focused Fund (VLIFX). 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.
Dividends
FAMEX vs. VLIFX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 0.22%, more than VLIFX's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 0.22% | 0.37% | 0.20% | 0.03% | 0.28% | 0.55% | 0.83% | 0.70% | 1.02% | 1.20% | 1.31% | 0.98% |
VLIFX Value Line Mid Cap Focused Fund | 0.02% | 0.03% | 0.13% | 0.00% | 0.08% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.42% |
Drawdowns
FAMEX vs. VLIFX - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -58.01%, smaller than the maximum VLIFX drawdown of -81.77%. Use the drawdown chart below to compare losses from any high point for FAMEX and VLIFX. For additional features, visit the drawdowns tool.
Volatility
FAMEX vs. VLIFX - Volatility Comparison
The current volatility for FAM Dividend Focus Fund (FAMEX) is 3.87%, while Value Line Mid Cap Focused Fund (VLIFX) has a volatility of 4.98%. This indicates that FAMEX experiences smaller price fluctuations and is considered to be less risky than VLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.