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VLEOX vs. VALSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLEOX vs. VALSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Value Line Small Cap Opportunities Fund (VLEOX) and Value Line Select Growth Fund (VALSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLEOX achieves a 10.06% return, which is significantly higher than VALSX's -7.74% return. Over the past 10 years, VLEOX has outperformed VALSX with an annualized return of 11.15%, while VALSX has yielded a comparatively lower 10.48% annualized return.


VLEOX

1D
0.11%
1M
-1.28%
6M
6.09%
YTD
10.06%
1Y
15.06%
3Y*
12.12%
5Y*
6.39%
10Y*
11.15%
ALL TIME*
11.30%

VALSX

1D
-0.52%
1M
-0.69%
6M
-7.50%
YTD
-7.74%
1Y
-14.72%
3Y*
3.63%
5Y*
2.77%
10Y*
10.48%
ALL TIME*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VLEOX vs. VALSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLEOX
Value Line Small Cap Opportunities Fund
10.06%6.27%14.23%22.01%-19.12%15.16%26.65%25.32%-4.97%17.66%
VALSX
Value Line Select Growth Fund
-7.74%-1.86%11.90%31.29%-20.74%23.76%23.07%36.62%1.25%22.34%

Correlation

The correlation between VLEOX and VALSX is 0.56, 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.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 23, 1993

0.90

Over the past year, the correlation between VLEOX and VALSX has dropped to 0.56 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

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Return for Risk

VLEOX vs. VALSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VLEOX
VLEOX Risk / Return Rank: 2424
Overall Rank
VLEOX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VLEOX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VLEOX Omega Ratio Rank: 2121
Omega Ratio Rank
VLEOX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VLEOX Martin Ratio Rank: 2929
Martin Ratio Rank

VALSX
VALSX Risk / Return Rank: 00
Overall Rank
VALSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
VALSX Sortino Ratio Rank: 00
Sortino Ratio Rank
VALSX Omega Ratio Rank: 00
Omega Ratio Rank
VALSX Calmar Ratio Rank: 00
Calmar Ratio Rank
VALSX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VLEOX vs. VALSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line Small Cap Opportunities Fund (VLEOX) and Value Line Select Growth Fund (VALSX). 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.


VLEOXVALSXDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+3.09

Omega ratioGain probability vs. loss probability

1.14

0.79

+0.35

Calmar ratioReturn relative to maximum drawdown

1.20

-0.91

+2.11

Martin ratioReturn relative to average drawdown

4.19

-1.44

+5.62

VLEOX vs. VALSX - Sharpe Ratio Comparison

The current VLEOX Sharpe Ratio is 0.77, which is higher than the VALSX Sharpe Ratio of -1.35. The chart below compares the historical Sharpe Ratios of VLEOX and VALSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VLEOX vs. VALSX - Drawdown Comparison

The maximum VLEOX drawdown since its inception was -55.86%, roughly equal to the maximum VALSX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for VLEOX and VALSX.


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Drawdown Indicators


VLEOXVALSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.86%

-55.08%

-0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-18.03%

+7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-22.89%

-18.75%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.68%

-28.22%

-2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

-34.00%

-1.30%

Current Drawdown

Current decline from peak

-2.30%

-17.05%

+14.75%

Average Drawdown

Average peak-to-trough decline

-9.45%

-13.63%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

11.36%

-8.32%

Volatility

VLEOX vs. VALSX - Volatility Comparison

Value Line Small Cap Opportunities Fund (VLEOX) has a higher volatility of 3.84% compared to Value Line Select Growth Fund (VALSX) at 2.96%. This indicates that VLEOX's price experiences larger fluctuations and is considered to be riskier than VALSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLEOXVALSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

2.96%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

9.07%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

12.17%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.33%

17.44%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.98%

18.24%

+1.74%

VLEOX vs. VALSX - Expense Ratio Comparison

VLEOX has a 1.16% expense ratio, which is higher than VALSX's 1.13% expense ratio.


Dividends

VLEOX vs. VALSX - Dividend Comparison

VLEOX's dividend yield for the trailing twelve months is around 5.81%, less than VALSX's 9.31% yield.


PositionTTM20252024202320222021202020192018201720162015
VALSX
Value Line Select Growth Fund
9.31%8.59%11.16%9.98%12.14%14.47%27.15%6.81%10.12%7.12%6.84%17.21%
VLEOX
Value Line Small Cap Opportunities Fund
5.81%6.40%0.09%0.82%2.76%6.00%8.02%23.60%15.87%3.64%5.40%14.55%

Frequently Asked Questions


VLEOX and VALSX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLEOX has higher volatility (3.84%) compared to VALSX (2.96%). In terms of maximum drawdown, VLEOX dropped -55.86% vs VALSX's -55.08%.

VLEOX currently has the higher Sharpe Ratio (0.77 vs -1.35), 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.

Portfolio Optimizer

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