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VLEOX vs. XSVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLEOX vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Value Line Small Cap Opportunities Fund (VLEOX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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 10.40% return, which is significantly lower than XSVM's 20.07% return. Over the past 10 years, VLEOX has underperformed XSVM with an annualized return of 11.60%, while XSVM has yielded a comparatively higher 13.24% annualized return.


VLEOX

1D
0.96%
1M
3.88%
YTD
10.40%
6M
7.55%
1Y
19.99%
3Y*
13.05%
5Y*
7.67%
10Y*
11.60%

XSVM

1D
-0.05%
1M
2.87%
YTD
20.07%
6M
17.31%
1Y
39.24%
3Y*
17.36%
5Y*
8.01%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLEOX vs. XSVM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLEOX
Value Line Small Cap Opportunities Fund
10.40%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
20.07%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.33%3.62%

Correlation

The correlation between VLEOX and XSVM is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2005

0.84

The correlation between VLEOX and XSVM has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

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Return for Risk

VLEOX vs. XSVM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VLEOX
VLEOX Risk / Return Rank: 2424
Overall Rank
VLEOX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VLEOX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VLEOX Omega Ratio Rank: 1818
Omega Ratio Rank
VLEOX Calmar Ratio Rank: 2828
Calmar Ratio Rank
VLEOX Martin Ratio Rank: 3131
Martin Ratio Rank

XSVM
XSVM Risk / Return Rank: 7070
Overall Rank
XSVM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 7070
Sortino Ratio Rank
XSVM Omega Ratio Rank: 6464
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7878
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

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.


VLEOXXSVMDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.87

3.91

-2.04

Martin ratioReturn relative to average drawdown

6.61

12.10

-5.49

VLEOX vs. XSVM - Sharpe Ratio Comparison

The current VLEOX Sharpe Ratio is 1.20, which is lower than the XSVM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of VLEOX and XSVM, 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. 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


VLEOXXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-55.86%

-62.57%

+6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-10.08%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-22.89%

-26.21%

+3.32%

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 Drawdown

Current decline from peak

0.00%

-1.49%

+1.49%

Average Drawdown

Average peak-to-trough decline

-9.47%

-11.54%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.25%

-0.26%

Volatility

VLEOX vs. XSVM - Volatility Comparison

The current volatility for Value Line Small Cap Opportunities Fund (VLEOX) is 4.34%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 4.60%. 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.


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Volatility by Period


VLEOXXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.60%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

12.27%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

18.57%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

22.55%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

25.09%

-5.08%

VLEOX vs. XSVM - Expense Ratio Comparison

VLEOX has a 1.16% expense ratio, which is higher than XSVM's 0.37% expense ratio.


Dividends

VLEOX vs. XSVM - Dividend Comparison

VLEOX's dividend yield for the trailing twelve months is around 5.79%, more than XSVM's 2.23% yield.


PositionTTM20252024202320222021202020192018201720162015
VLEOX
Value Line Small Cap Opportunities Fund
5.79%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
2.23%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions


VLEOX and XSVM have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSVM has higher volatility (4.60%) compared to VLEOX (4.34%). In terms of maximum drawdown, VLEOX dropped -55.86% vs XSVM's -62.57%.

XSVM currently has the higher Sharpe Ratio (2.13 vs 1.20), 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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