Correlation
The correlation between VLEOX and XSVM is 0.77, 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.
VLEOX vs. XSVM
Compare and contrast key facts about Value Line Small Cap Opportunities Fund (VLEOX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
VLEOX is managed by Value Line. It was launched on Jun 23, 1993. XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLEOX or XSVM.
Performance
VLEOX vs. XSVM - Performance Comparison
Loading data...
Key characteristics
VLEOX:
0.08
XSVM:
-0.30
VLEOX:
0.21
XSVM:
-0.41
VLEOX:
1.02
XSVM:
0.95
VLEOX:
0.03
XSVM:
-0.36
VLEOX:
0.09
XSVM:
-0.87
VLEOX:
8.27%
XSVM:
10.79%
VLEOX:
21.19%
XSVM:
24.69%
VLEOX:
-55.86%
XSVM:
-62.57%
VLEOX:
-11.50%
XSVM:
-17.87%
Returns By Period
In the year-to-date period, VLEOX achieves a -3.07% return, which is significantly higher than XSVM's -8.94% return. Over the past 10 years, VLEOX has outperformed XSVM with an annualized return of 9.65%, while XSVM has yielded a comparatively lower 8.71% annualized return.
VLEOX
-3.07%
5.17%
-10.28%
0.86%
12.62%
11.53%
9.65%
XSVM
-8.94%
2.54%
-16.35%
-8.17%
2.24%
18.44%
8.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VLEOX vs. XSVM - Expense Ratio Comparison
VLEOX has a 1.16% expense ratio, which is higher than XSVM's 0.39% expense ratio.
Risk-Adjusted Performance
VLEOX vs. XSVM — Risk-Adjusted Performance Rank
VLEOX
XSVM
VLEOX vs. XSVM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Small Cap Opportunities Fund (VLEOX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.
Loading data...
Dividends
VLEOX vs. XSVM - Dividend Comparison
VLEOX's dividend yield for the trailing twelve months is around 0.09%, less than XSVM's 2.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLEOX Value Line Small Cap Opportunities Fund | 0.09% | 0.09% | 0.82% | 2.76% | 6.00% | 8.02% | 23.60% | 15.87% | 3.64% | 5.40% | 14.55% | 6.38% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 2.23% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% | 1.32% |
Drawdowns
VLEOX vs. XSVM - Drawdown Comparison
The maximum VLEOX drawdown since its inception was -55.86%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for VLEOX and XSVM.
Loading data...
Volatility
VLEOX vs. XSVM - Volatility Comparison
The current volatility for Value Line Small Cap Opportunities Fund (VLEOX) is 4.87%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 5.91%. This indicates that VLEOX experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...