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 | 14.77% | 2.41% |
| 1Y Return | 25.26% | 16.44% |
| 3Y Return (Ann) | 5.17% | 5.13% |
| 5Y Return (Ann) | 11.49% | 14.33% |
| 10Y Return (Ann) | 11.09% | 10.37% |
| Sharpe Ratio | 1.47 | 0.77 |
| Daily Std Dev | 16.94% | 20.93% |
| Max Drawdown | -55.86% | -62.57% |
| Current Drawdown | -0.43% | -6.86% |
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 14.77% return, which is significantly higher than XSVM's 2.41% return. Over the past 10 years, VLEOX has outperformed XSVM with an annualized return of 11.09%, while XSVM has yielded a comparatively lower 10.37% 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's dividend yield for the trailing twelve months is around 0.71%, less than XSVM's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLEOX Value Line Small Cap Opportunities Fund | 0.71% | 0.82% | 2.76% | 6.00% | 8.02% | 23.60% | 15.87% | 3.64% | 5.40% | 14.55% | 6.38% | 8.95% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.22% | 1.31% | 1.79% | 1.23% | 1.21% | 1.21% | 2.54% | 1.90% | 2.29% | 2.68% | 1.31% | 1.15% |
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. 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 5.40%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 6.68%. 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.