VALLX vs. VICR

In the year-to-date period, VALLX achieves a 4.69% return, which is significantly higher than VICR's -9.13% return. Over the past 10 years, VALLX has underperformed VICR with an annualized return of 3.34%, while VICR has yielded a comparatively higher 12.27% annualized return.

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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.

The current VALLX Sharpe Ratio is 0.70, which is higher than the VICR Sharpe Ratio of 0.48. 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.

Neither VALLX nor VICR has paid dividends to shareholders.

The maximum VALLX drawdown since its inception was -92.59%, roughly equal to the maximum VICR drawdown of -92.26%. Use the drawdown chart below to compare losses from any high point for VALLX and VICR. For additional features, visit the drawdowns tool.

The current volatility for Value Line Larger Companies Focused Fund (VALLX) is 8.86%, while Vicor Corporation (VICR) has a volatility of 29.47%. 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.