VALSX vs. MEIFX
VALSX (Value Line Select Growth Fund) and MEIFX (Meridian Enhanced Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, VALSX returned 10.62%/yr vs 13.85%/yr for MEIFX. Their correlation of 0.80 means they have usually moved in the same direction. VALSX charges 1.13%/yr vs 1.20%/yr for MEIFX.
Performance
VALSX vs. MEIFX - Performance Comparison
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Returns By Period
In the year-to-date period, VALSX achieves a -7.20% return, which is significantly lower than MEIFX's 7.64% return. Over the past 10 years, VALSX has underperformed MEIFX with an annualized return of 10.62%, while MEIFX has yielded a comparatively higher 13.85% annualized return.
VALSX
- 1D
- 0.59%
- 1M
- -0.10%
- 6M
- -7.02%
- YTD
- -7.20%
- 1Y
- -14.22%
- 3Y*
- 3.81%
- 5Y*
- 2.89%
- 10Y*
- 10.62%
- ALL TIME*
- 9.31%
MEIFX
- 1D
- 0.14%
- 1M
- 2.32%
- 6M
- 6.42%
- YTD
- 7.64%
- 1Y
- 8.86%
- 3Y*
- 10.87%
- 5Y*
- 5.95%
- 10Y*
- 13.85%
- ALL TIME*
- 9.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VALSX vs. MEIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALSX Value Line Select Growth Fund | -7.20% | -1.86% | 11.90% | 31.29% | -20.74% | 23.76% | 23.07% | 36.62% | 1.25% | 22.34% |
MEIFX Meridian Enhanced Equity Fund | 7.64% | 6.51% | 13.19% | 18.96% | -16.43% | 15.15% | 26.18% | 44.95% | -0.51% | 27.94% |
Correlation
The correlation between VALSX and MEIFX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2005 | 0.80 |
Over the past year, the correlation between VALSX and MEIFX has dropped to 0.60 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
VALSX vs. MEIFX — Risk / Return Rank
VALSX
MEIFX
VALSX vs. MEIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Select Growth Fund (VALSX) and Meridian Enhanced Equity Fund (MEIFX). 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.
| VALSX | MEIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.15 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 1.76 | -2.60 |
| Martin ratioReturn relative to average drawdown | -1.32 | 5.47 | -6.79 |
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Drawdowns
VALSX vs. MEIFX - Drawdown Comparison
The maximum VALSX drawdown since its inception was -55.08%, roughly equal to the maximum MEIFX drawdown of -54.37%. Use the drawdown chart below to compare losses from any high point for VALSX and MEIFX.
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Drawdown Indicators
| VALSX | MEIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.08% | -54.37% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -18.03% | -4.80% | -13.23% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -19.30% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -23.54% | -4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -34.00% | -28.67% | -5.33% |
Current DrawdownCurrent decline from peak | -16.56% | 0.00% | -16.56% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -7.67% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.40% | 1.55% | +9.85% |
Volatility
VALSX vs. MEIFX - Volatility Comparison
The current volatility for Value Line Select Growth Fund (VALSX) is 3.03%, while Meridian Enhanced Equity Fund (MEIFX) has a volatility of 3.31%. This indicates that VALSX experiences smaller price fluctuations and is considered to be less risky than MEIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VALSX | MEIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.31% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 7.43% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 9.95% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 15.98% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 17.95% | +0.29% |
VALSX vs. MEIFX - Expense Ratio Comparison
VALSX has a 1.13% expense ratio, which is lower than MEIFX's 1.20% expense ratio.
Dividends
VALSX vs. MEIFX - Dividend Comparison
VALSX's dividend yield for the trailing twelve months is around 9.26%, more than MEIFX's 6.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIFX Meridian Enhanced Equity Fund | 6.73% | 7.25% | 14.61% | 0.61% | 9.28% | 25.44% | 13.26% | 40.49% | 11.67% | 1.18% | 0.78% | 4.24% |
VALSX Value Line Select Growth Fund | 9.26% | 8.59% | 11.16% | 9.98% | 12.14% | 14.47% | 27.15% | 6.81% | 10.12% | 7.12% | 6.84% | 17.21% |
Frequently Asked Questions
VALSX and MEIFX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEIFX has higher volatility (3.31%) compared to VALSX (3.03%). In terms of maximum drawdown, VALSX dropped -55.08% vs MEIFX's -54.37%.
MEIFX currently has the higher Sharpe Ratio (0.85 vs -1.25), 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.
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