VLEOX vs. CALF
Compare and contrast key facts about Value Line Small Cap Opportunities Fund (VLEOX) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
VLEOX is managed by Value Line. It was launched on Jun 23, 1993. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLEOX or CALF.
Key characteristics
| VLEOX | CALF | |
|---|---|---|
| YTD Return | 23.94% | 1.09% |
| 1Y Return | 40.74% | 20.55% |
| 3Y Return (Ann) | 2.03% | 2.68% |
| 5Y Return (Ann) | 4.51% | 14.73% |
| Sharpe Ratio | 2.34 | 0.91 |
| Sortino Ratio | 3.28 | 1.47 |
| Omega Ratio | 1.40 | 1.17 |
| Calmar Ratio | 1.62 | 1.41 |
| Martin Ratio | 15.24 | 3.22 |
| Ulcer Index | 2.60% | 6.07% |
| Daily Std Dev | 16.94% | 21.63% |
| Max Drawdown | -57.24% | -47.58% |
| Current Drawdown | 0.00% | -1.41% |
Correlation
The correlation between VLEOX and CALF is 0.82, 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.
Performance
VLEOX vs. CALF - Performance Comparison
In the year-to-date period, VLEOX achieves a 23.94% return, which is significantly higher than CALF's 1.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VLEOX vs. CALF - Expense Ratio Comparison
VLEOX has a 1.16% expense ratio, which is higher than CALF's 0.59% expense ratio.
Risk-Adjusted Performance
VLEOX vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Small Cap Opportunities Fund (VLEOX) 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.
Dividends
VLEOX vs. CALF - Dividend Comparison
VLEOX has not paid dividends to shareholders, while CALF's dividend yield for the trailing twelve months is around 1.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VLEOX Value Line Small Cap Opportunities Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.38% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.02% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% |
Drawdowns
VLEOX vs. CALF - Drawdown Comparison
The maximum VLEOX drawdown since its inception was -57.24%, which is greater than CALF's maximum drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for VLEOX and CALF. For additional features, visit the drawdowns tool.
Volatility
VLEOX vs. CALF - Volatility Comparison
The current volatility for Value Line Small Cap Opportunities Fund (VLEOX) is 6.02%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.38%. This indicates that VLEOX experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.