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SLYV vs. VIOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SLYVVIOV
YTD Return-0.30%-0.34%
1Y Return14.19%14.70%
3Y Return (Ann)1.89%1.95%
5Y Return (Ann)8.59%8.68%
10Y Return (Ann)8.03%8.04%
Sharpe Ratio0.690.71
Daily Std Dev21.01%21.07%
Max Drawdown-61.32%-47.36%
Current Drawdown-3.60%-3.42%

Correlation

0.94
-1.001.00

The correlation between SLYV and VIOV is 0.94, 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

SLYV vs. VIOV - Performance Comparison

In the year-to-date period, SLYV achieves a -0.30% return, which is significantly higher than VIOV's -0.34% return. Both investments have delivered pretty close results over the past 10 years, with SLYV having a 8.03% annualized return and VIOV not far ahead at 8.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


240.00%260.00%280.00%300.00%320.00%340.00%OctoberNovemberDecember2024FebruaryMarch
319.47%
331.55%
SLYV
VIOV

Compare stocks, funds, or ETFs


SPDR S&P 600 Small Cap Value ETF

Vanguard S&P Small-Cap 600 Value ETF

SLYV vs. VIOV - Expense Ratio Comparison

Both SLYV and VIOV have an expense ratio of 0.15%.

SLYV
SPDR S&P 600 Small Cap Value ETF
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SLYV vs. VIOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SLYV
SPDR S&P 600 Small Cap Value ETF
0.69
VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.71

SLYV vs. VIOV - Sharpe Ratio Comparison

The current SLYV Sharpe Ratio is 0.69, which roughly equals the VIOV Sharpe Ratio of 0.71. The chart below compares the 12-month rolling Sharpe Ratio of SLYV and VIOV.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80OctoberNovemberDecember2024FebruaryMarch
0.69
0.71
SLYV
VIOV

Dividends

SLYV vs. VIOV - Dividend Comparison

SLYV's dividend yield for the trailing twelve months is around 2.19%, which matches VIOV's 2.21% yield.


TTM20232022202120202019201820172016201520142013
SLYV
SPDR S&P 600 Small Cap Value ETF
2.19%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%1.58%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
2.21%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%0.91%

Drawdowns

SLYV vs. VIOV - Drawdown Comparison

The maximum SLYV drawdown since its inception was -61.32%, which is greater than VIOV's maximum drawdown of -47.36%. The drawdown chart below compares losses from any high point along the way for SLYV and VIOV


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.60%
-3.42%
SLYV
VIOV

Volatility

SLYV vs. VIOV - Volatility Comparison

SPDR S&P 600 Small Cap Value ETF (SLYV) and Vanguard S&P Small-Cap 600 Value ETF (VIOV) have volatilities of 4.78% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.78%
4.75%
SLYV
VIOV