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VIOV vs. CALF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIOV vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

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VIOV vs. CALF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIOV
Vanguard S&P Small-Cap 600 Value ETF
4.51%6.63%7.44%15.36%-11.37%30.67%2.81%24.44%-12.85%10.73%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.28%2.33%-7.41%35.43%-15.20%40.68%16.55%18.18%-10.06%5.78%

Returns By Period

In the year-to-date period, VIOV achieves a 4.51% return, which is significantly higher than CALF's 1.28% return.


VIOV

1D
2.29%
1M
-3.16%
YTD
4.51%
6M
7.88%
1Y
23.53%
3Y*
10.24%
5Y*
4.95%
10Y*
9.51%

CALF

1D
1.93%
1M
-2.56%
YTD
1.28%
6M
3.41%
1Y
21.42%
3Y*
6.95%
5Y*
3.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIOV vs. CALF - Expense Ratio Comparison

VIOV has a 0.10% expense ratio, which is lower than CALF's 0.59% expense ratio.


Return for Risk

VIOV vs. CALF — Risk / Return Rank

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

VIOV
VIOV Risk / Return Rank: 6262
Overall Rank
VIOV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VIOV Sortino Ratio Rank: 6363
Sortino Ratio Rank
VIOV Omega Ratio Rank: 5757
Omega Ratio Rank
VIOV Calmar Ratio Rank: 6565
Calmar Ratio Rank
VIOV Martin Ratio Rank: 6363
Martin Ratio Rank

CALF
CALF Risk / Return Rank: 5959
Overall Rank
CALF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CALF Sortino Ratio Rank: 5959
Sortino Ratio Rank
CALF Omega Ratio Rank: 6060
Omega Ratio Rank
CALF Calmar Ratio Rank: 5656
Calmar Ratio Rank
CALF Martin Ratio Rank: 6464
Martin Ratio Rank
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.

VIOV vs. CALF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


VIOVCALFDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.95

+0.05

Sortino ratio

Return per unit of downside risk

1.52

1.46

+0.07

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.55

1.32

+0.23

Martin ratio

Return relative to average drawdown

5.79

6.03

-0.24

VIOV vs. CALF - Sharpe Ratio Comparison

The current VIOV Sharpe Ratio is 1.00, which is comparable to the CALF Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VIOV and CALF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIOVCALFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.95

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.13

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.32

+0.18

Correlation

The correlation between VIOV and CALF is 0.91, 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.


Dividends

VIOV vs. CALF - Dividend Comparison

VIOV's dividend yield for the trailing twelve months is around 1.76%, more than CALF's 1.43% yield.


TTM20252024202320222021202020192018201720162015
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.76%1.69%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.43%1.43%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%

Drawdowns

VIOV vs. CALF - Drawdown Comparison

The maximum VIOV drawdown since its inception was -47.36%, roughly equal to the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for VIOV and CALF.


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Drawdown Indicators


VIOVCALFDifference

Max Drawdown

Largest peak-to-trough decline

-47.36%

-47.58%

+0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-16.47%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

-34.22%

+5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-47.36%

Current Drawdown

Current decline from peak

-6.21%

-6.40%

+0.19%

Average Drawdown

Average peak-to-trough decline

-7.45%

-10.92%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

3.60%

+0.54%

Volatility

VIOV vs. CALF - Volatility Comparison

Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a higher volatility of 5.42% compared to Pacer US Small Cap Cash Cows 100 ETF (CALF) at 4.25%. This indicates that VIOV's price experiences larger fluctuations and is considered to be riskier than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIOVCALFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

4.25%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

11.14%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.66%

22.66%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

23.68%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.90%

26.18%

-2.28%