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.
Key characteristics
| VLEOX | XSVM | |
|---|---|---|
| YTD Return | 23.94% | 10.02% |
| 1Y Return | 40.74% | 29.72% |
| 3Y Return (Ann) | 2.03% | 3.02% |
| 5Y Return (Ann) | 4.51% | 14.38% |
| 10Y Return (Ann) | 3.26% | 10.85% |
| Sharpe Ratio | 2.34 | 1.29 |
| Sortino Ratio | 3.28 | 2.04 |
| Omega Ratio | 1.40 | 1.24 |
| Calmar Ratio | 1.62 | 1.83 |
| Martin Ratio | 15.24 | 5.27 |
| Ulcer Index | 2.60% | 5.49% |
| Daily Std Dev | 16.94% | 22.42% |
| Max Drawdown | -57.24% | -62.57% |
| Current Drawdown | 0.00% | -0.68% |
Correlation
The correlation between VLEOX and XSVM is 0.85, 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. XSVM - Performance Comparison
In the year-to-date period, VLEOX achieves a 23.94% return, which is significantly higher than XSVM's 10.02% return. Over the past 10 years, VLEOX has underperformed XSVM with an annualized return of 3.26%, while XSVM has yielded a comparatively higher 10.85% annualized 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. 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 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.
Dividends
VLEOX vs. XSVM - Dividend Comparison
VLEOX has not paid dividends to shareholders, while XSVM's dividend yield for the trailing twelve months is around 1.55%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.55% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% | 1.32% | 1.15% |
Drawdowns
VLEOX vs. XSVM - Drawdown Comparison
The maximum VLEOX drawdown since its inception was -57.24%, 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. For additional features, visit the drawdowns tool.
Volatility
VLEOX vs. XSVM - Volatility Comparison
The current volatility for Value Line Small Cap Opportunities Fund (VLEOX) is 6.02%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 9.69%. 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.