VALLX vs. IVV

In the year-to-date period, VALLX achieves a 9.38% return, which is significantly higher than IVV's 1.49% return. Both investments have delivered pretty close results over the past 10 years, with VALLX having a 13.40% annualized return and IVV not far behind at 12.94%.

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VALLX has a 1.14% expense ratio, which is higher than IVV's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Value Line Larger Companies Focused Fund (VALLX) and iShares Core S&P 500 ETF (IVV). 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 VALLX Sharpe Ratio is 0.95, which is higher than the IVV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VALLX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VALLX's dividend yield for the trailing twelve months is around 2.45%, more than IVV's 1.30% yield.

The maximum VALLX drawdown since its inception was -53.36%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VALLX and IVV.

Value Line Larger Companies Focused Fund (VALLX) has a higher volatility of 7.23% compared to iShares Core S&P 500 ETF (IVV) at 4.83%. This indicates that VALLX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.