FUNL vs. SPLV
Compare and contrast key facts about CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) and Invesco S&P 500 Low Volatility ETF (SPLV).
FUNL and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FUNL is an actively managed fund by CornerCap. It was launched on Aug 19, 2020. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.
Performance
FUNL vs. SPLV - Performance Comparison
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FUNL vs. SPLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FUNL CornerCap Fundametrics Large-Cap ETF FUNL | 5.66% | 14.62% | 15.55% | 14.33% | -5.76% | 25.93% | 14.92% |
SPLV Invesco S&P 500 Low Volatility ETF | 3.24% | 4.10% | 13.93% | 0.53% | -4.88% | 24.13% | 4.81% |
Returns By Period
In the year-to-date period, FUNL achieves a 5.66% return, which is significantly higher than SPLV's 3.24% return.
FUNL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.66%
- 6M
- 9.07%
- 1Y
- 21.50%
- 3Y*
- 16.56%
- 5Y*
- 10.82%
- 10Y*
- —
SPLV
- 1D
- 0.26%
- 1M
- -5.14%
- YTD
- 3.24%
- 6M
- 1.55%
- 1Y
- 0.27%
- 3Y*
- 7.81%
- 5Y*
- 6.88%
- 10Y*
- 8.34%
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FUNL vs. SPLV - Expense Ratio Comparison
FUNL has a 0.50% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Return for Risk
FUNL vs. SPLV — Risk / Return Rank
FUNL
SPLV
FUNL vs. SPLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) and Invesco S&P 500 Low Volatility ETF (SPLV). 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.
| FUNL | SPLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.02 | +1.33 |
Sortino ratioReturn per unit of downside risk | 1.91 | 0.12 | +1.79 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.02 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.03 | +1.58 |
Martin ratioReturn relative to average drawdown | 8.70 | 0.09 | +8.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUNL | SPLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.02 | +1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.56 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.69 | +0.27 |
Correlation
The correlation between FUNL and SPLV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FUNL vs. SPLV - Dividend Comparison
FUNL's dividend yield for the trailing twelve months is around 2.25%, more than SPLV's 2.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUNL CornerCap Fundametrics Large-Cap ETF FUNL | 2.25% | 2.10% | 1.78% | 1.69% | 1.84% | 1.55% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLV Invesco S&P 500 Low Volatility ETF | 2.12% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
Drawdowns
FUNL vs. SPLV - Drawdown Comparison
The maximum FUNL drawdown since its inception was -19.35%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for FUNL and SPLV.
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Drawdown Indicators
| FUNL | SPLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.35% | -36.26% | +16.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -8.88% | -3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.35% | -17.26% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.26% | — |
Current DrawdownCurrent decline from peak | -0.12% | -5.14% | +5.02% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -3.54% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.89% | -0.53% |
Volatility
FUNL vs. SPLV - Volatility Comparison
The current volatility for CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) is 0.00%, while Invesco S&P 500 Low Volatility ETF (SPLV) has a volatility of 3.08%. This indicates that FUNL experiences smaller price fluctuations and is considered to be less risky than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUNL | SPLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.08% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.05% | 6.84% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 12.68% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 12.43% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 15.35% | +0.17% |