VALLX vs. VICR

Last updated Apr 2, 2026

Compare and contrast key facts about Value Line Larger Companies Focused Fund (VALLX) and Vicor Corporation (VICR).

VALLX is managed by Value Line. It was launched on Mar 20, 1972.

Performance

VALLX vs. VICR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Value Line Larger Companies Focused Fund (VALLX) and Vicor Corporation (VICR). The values are adjusted to include any dividend payments, if applicable.

VALLX vs. VICR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VALLX Value Line Larger Companies Focused Fund	-14.05%	28.38%	26.35%	59.06%	-39.02%	2.71%	46.21%	25.73%	0.97%	33.82%
VICR Vicor Corporation	44.31%	126.82%	7.52%	-16.39%	-57.67%	37.69%	97.39%	23.63%	80.81%	38.41%

Returns By Period

In the year-to-date period, VALLX achieves a -14.05% return, which is significantly lower than VICR's 44.31% return. Over the past 10 years, VALLX has underperformed VICR with an annualized return of 13.75%, while VICR has yielded a comparatively higher 31.64% annualized return.

VALLX

• 1D: 4.73%
• 1M: -3.01%
• YTD: -14.05%
• 6M: -17.38%
• 1Y: 18.69%
• 3Y*: 22.49%
• 5Y*: 6.33%
• 10Y*: 13.75%

VICR

• 1D: -1.76%
• 1M: -24.39%
• YTD: 44.31%
• 6M: 220.75%
• 1Y: 236.37%
• 3Y*: 49.92%
• 5Y*: 12.36%
• 10Y*: 31.64%

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

Return for Risk

VALLX vs. VICR — Risk / Return Rank

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

VALLX

VALLX Risk / Return Rank: 24
VALLX Sharpe Ratio Rank: 26
VALLX Sortino Ratio Rank: 34
VALLX Omega Ratio Rank: 27
VALLX Calmar Ratio Rank: 18
VALLX Martin Ratio Rank: 15

VICR

VICR Risk / Return Rank: 95
VICR Sharpe Ratio Rank: 97
VICR Sortino Ratio Rank: 92
VICR Omega Ratio Rank: 94
VICR Calmar Ratio Rank: 97
VICR Martin Ratio Rank: 97

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.

VALLX vs. VICR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line Larger Companies Focused Fund (VALLX) and Vicor Corporation (VICR). 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.

	VALLX	VICR	Difference
Sharpe ratio Return per unit of total volatility	0.70	3.12	-2.41
Sortino ratio Return per unit of downside risk	1.23	3.15	-1.92
Omega ratio Gain probability vs. loss probability	1.16	1.47	-0.32
Calmar ratio Return relative to maximum drawdown	0.62	7.44	-6.82
Martin ratio Return relative to average drawdown	1.75	22.78	-21.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VALLX vs. VICR - Sharpe Ratio Comparison

The current VALLX Sharpe Ratio is 0.70, which is lower than the VICR Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of VALLX and VICR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VALLX	VICR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	3.12	-2.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.18	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.51	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.12	+0.31

Correlation

The correlation between VALLX and VICR is 0.46, 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

VALLX vs. VICR - Dividend Comparison

VALLX's dividend yield for the trailing twelve months is around 7.24%, while VICR has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VALLX Value Line Larger Companies Focused Fund	7.24%	6.22%	2.68%	0.00%	14.19%	14.36%	9.52%	9.98%	14.50%	7.70%	14.32%	5.80%
VICR Vicor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VALLX vs. VICR - Drawdown Comparison

The maximum VALLX drawdown since its inception was -53.36%, smaller than the maximum VICR drawdown of -92.26%. Use the drawdown chart below to compare losses from any high point for VALLX and VICR.

Drawdown Indicators

	VALLX	VICR	Difference
Max Drawdown Largest peak-to-trough decline	-53.36%	-92.26%	+38.90%
Max Drawdown (1Y) Largest decline over 1 year	-24.39%	-32.01%	+7.62%
Max Drawdown (5Y) Largest decline over 5 years	-46.12%	-80.47%	+34.35%
Max Drawdown (10Y) Largest decline over 10 years	-46.12%	-80.47%	+34.35%
Current Drawdown Current decline from peak	-20.81%	-24.39%	+3.58%
Average Drawdown Average peak-to-trough decline	-14.78%	-58.73%	+43.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.58%	10.45%	-1.87%

Volatility

VALLX vs. VICR - Volatility Comparison

The current volatility for Value Line Larger Companies Focused Fund (VALLX) is 9.29%, while Vicor Corporation (VICR) has a volatility of 34.60%. This indicates that VALLX experiences smaller price fluctuations and is considered to be less risky than VICR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VALLX	VICR	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.29%	34.60%	-25.31%
Volatility (6M) Calculated over the trailing 6-month period	18.23%	60.92%	-42.69%
Volatility (1Y) Calculated over the trailing 1-year period	28.95%	76.37%	-47.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.20%	69.77%	-42.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.32%	62.30%	-36.98%