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.
Performance
VLEOX vs. XSVM - Performance Comparison
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VLEOX vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLEOX Value Line Small Cap Opportunities Fund | -1.31% | 6.27% | 14.23% | 22.01% | -19.12% | 15.16% | 26.65% | 25.32% | -4.97% | 17.66% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.00% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
Returns By Period
In the year-to-date period, VLEOX achieves a -1.31% return, which is significantly lower than XSVM's 6.00% return. Over the past 10 years, VLEOX has underperformed XSVM with an annualized return of 10.66%, while XSVM has yielded a comparatively higher 12.15% annualized return.
VLEOX
- 1D
- -1.31%
- 1M
- -9.46%
- YTD
- -1.31%
- 6M
- 0.46%
- 1Y
- 13.46%
- 3Y*
- 10.24%
- 5Y*
- 5.21%
- 10Y*
- 10.66%
XSVM
- 1D
- 2.01%
- 1M
- -1.98%
- YTD
- 6.00%
- 6M
- 7.74%
- 1Y
- 22.66%
- 3Y*
- 11.96%
- 5Y*
- 6.11%
- 10Y*
- 12.15%
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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.
Return for Risk
VLEOX vs. XSVM — Risk / Return Rank
VLEOX
XSVM
VLEOX vs. XSVM - Risk-Adjusted Trends 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.
| VLEOX | XSVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.02 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.56 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.73 | -0.69 |
Martin ratioReturn relative to average drawdown | 3.84 | 5.64 | -1.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VLEOX | XSVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.02 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.27 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.49 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.35 | +0.18 |
Correlation
The correlation between VLEOX and XSVM is 0.84, 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
VLEOX vs. XSVM - Dividend Comparison
VLEOX's dividend yield for the trailing twelve months is around 6.48%, more than XSVM's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLEOX Value Line Small Cap Opportunities Fund | 6.48% | 6.40% | 0.09% | 0.82% | 2.76% | 6.00% | 8.02% | 23.60% | 15.87% | 3.64% | 5.40% | 14.55% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 2.00% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
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.
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Drawdown Indicators
| VLEOX | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.86% | -62.57% | +6.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -13.35% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -30.68% | -26.21% | -4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | -49.02% | +13.72% |
Current DrawdownCurrent decline from peak | -10.58% | -5.79% | -4.79% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -11.65% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 4.10% | -1.14% |
Volatility
VLEOX vs. XSVM - Volatility Comparison
Value Line Small Cap Opportunities Fund (VLEOX) has a higher volatility of 6.26% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 5.44%. This indicates that VLEOX's price experiences larger fluctuations and is considered to be riskier than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLEOX | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 5.44% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 13.19% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 22.34% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.24% | 22.98% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 25.07% | -5.14% |