PEXL vs. VLIFX

Last updated Jun 23, 2026

PEXL (Pacer US Export Leaders ETF) and VLIFX (Value Line Mid Cap Focused Fund) are both funds - PEXL is a Mid Cap Blend Equities fund tracking the Pacer US Export Leaders Index, while VLIFX is a Mid Cap Growth Equities fund managed by Value Line. Over the past 5 years, PEXL returned 13.39%/yr vs 6.25%/yr for VLIFX. A 0.80 correlation means they provide meaningful diversification when combined. PEXL charges 0.60%/yr vs 1.07%/yr for VLIFX.

Performance

PEXL vs. VLIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Export Leaders ETF (PEXL) and Value Line Mid Cap Focused Fund (VLIFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PEXL achieves a 23.27% return, which is significantly higher than VLIFX's -0.35% return.

PEXL

• 1D: -0.43%
• 1M: 5.54%
• YTD: 23.27%
• 6M: 22.44%
• 1Y: 51.10%
• 3Y*: 21.89%
• 5Y*: 13.39%
• 10Y*: —

VLIFX

• 1D: 0.03%
• 1M: 1.26%
• YTD: -0.35%
• 6M: -1.92%
• 1Y: -0.38%
• 3Y*: 6.35%
• 5Y*: 6.25%
• 10Y*: 11.78%

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

PEXL vs. VLIFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PEXL Pacer US Export Leaders ETF	23.27%	27.33%	5.79%	24.40%	-20.41%	30.12%	25.02%	39.86%	-17.19%
VLIFX Value Line Mid Cap Focused Fund	-0.35%	0.79%	7.59%	22.11%	-9.60%	19.76%	19.96%	35.30%	-5.36%

Correlation

The correlation between PEXL and VLIFX is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jul 24, 2018	0.80

The correlation between PEXL and VLIFX shifts across timeframes, from 0.65 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

PEXL vs. VLIFX — Risk / Return Rank

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

PEXL

PEXL Risk / Return Rank: 85
PEXL Sharpe Ratio Rank: 87
PEXL Sortino Ratio Rank: 83
PEXL Omega Ratio Rank: 80
PEXL Calmar Ratio Rank: 85
PEXL Martin Ratio Rank: 88

VLIFX

VLIFX Risk / Return Rank: 3
VLIFX Sharpe Ratio Rank: 3
VLIFX Sortino Ratio Rank: 3
VLIFX Omega Ratio Rank: 3
VLIFX Calmar Ratio Rank: 3
VLIFX Martin Ratio Rank: 3

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.

PEXL vs. VLIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Export Leaders ETF (PEXL) 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.

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.

	PEXL	VLIFX	Difference
Sharpe ratio: Return per unit of total volatility	2.70	-0.02	+2.72
Sortino ratio: Return per unit of downside risk	3.53	0.07	+3.46
Omega ratio: Gain probability vs. loss probability	1.45	1.01	+0.44
Calmar ratio: Return relative to maximum drawdown	4.49	-0.02	+4.52
Martin ratio: Return relative to average drawdown	18.64	-0.06	+18.70

PEXL vs. VLIFX - Sharpe Ratio Comparison

The current PEXL Sharpe Ratio is 2.70, which is higher than the VLIFX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of PEXL and VLIFX, 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

PEXL vs. VLIFX - Drawdown Comparison

The maximum PEXL drawdown since its inception was -36.76%, smaller than the maximum VLIFX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for PEXL and VLIFX.

Drawdown Indicators

	PEXL	VLIFX	Difference
Max Drawdown Largest peak-to-trough decline	-36.76%	-61.48%	+24.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.43%	-11.81%	+0.38%
Max Drawdown (3Y) Largest decline over 3 years	-24.72%	-17.66%	-7.06%
Max Drawdown (5Y) Largest decline over 5 years	-30.44%	-21.91%	-8.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.51%	—
Current Drawdown Current decline from peak	-0.43%	-7.81%	+7.38%
Average Drawdown Average peak-to-trough decline	-6.69%	-15.65%	+8.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	4.28%	-1.53%

Volatility

PEXL vs. VLIFX - Volatility Comparison

Pacer US Export Leaders ETF (PEXL) has a higher volatility of 8.08% compared to Value Line Mid Cap Focused Fund (VLIFX) at 3.70%. This indicates that PEXL's price experiences larger fluctuations and is considered to be riskier than VLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEXL	VLIFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.08%	3.70%	+4.38%
Volatility (6M) Calculated over the trailing 6-month period	14.63%	10.18%	+4.45%
Volatility (1Y) Calculated over the trailing 1-year period	19.03%	13.57%	+5.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.08%	16.89%	+5.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.11%	17.86%	+6.25%

PEXL vs. VLIFX - Expense Ratio Comparison

PEXL has a 0.60% expense ratio, which is lower than VLIFX's 1.07% expense ratio.

Dividends

PEXL vs. VLIFX - Dividend Comparison

PEXL's dividend yield for the trailing twelve months is around 0.29%, less than VLIFX's 2.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PEXL Pacer US Export Leaders ETF	0.29%	0.44%	0.48%	0.48%	0.60%	0.22%	0.48%	0.49%	0.29%	0.00%	0.00%
VLIFX Value Line Mid Cap Focused Fund	2.17%	2.16%	0.99%	0.03%	7.22%	8.23%	7.81%	1.42%	5.12%	1.61%	2.24%

Frequently Asked Questions

Can I hold both PEXL and VLIFX in my portfolio?

PEXL and VLIFX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEXL or VLIFX?

PEXL has higher volatility (8.08%) compared to VLIFX (3.70%). In terms of maximum drawdown, PEXL dropped -36.76% vs VLIFX's -61.48%.

Which has better risk-adjusted returns?

PEXL currently has the higher Sharpe Ratio (2.70 vs -0.02), 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.