VLIFX vs. PEXL
Compare and contrast key facts about Value Line Mid Cap Focused Fund (VLIFX) and Pacer US Export Leaders ETF (PEXL).
VLIFX is managed by Value Line. It was launched on Mar 1, 1950. PEXL is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Export Leaders ETF Index. It was launched on Jul 23, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLIFX or PEXL.
Performance
VLIFX vs. PEXL - Performance Comparison
Returns By Period
In the year-to-date period, VLIFX achieves a 12.07% return, which is significantly higher than PEXL's 7.25% return.
VLIFX
12.07%
-3.70%
5.92%
20.07%
7.35%
9.53%
PEXL
7.25%
-3.01%
-1.34%
15.55%
14.70%
N/A
Key characteristics
| VLIFX | PEXL | |
|---|---|---|
| Sharpe Ratio | 1.54 | 1.00 |
| Sortino Ratio | 2.18 | 1.45 |
| Omega Ratio | 1.26 | 1.18 |
| Calmar Ratio | 2.06 | 1.47 |
| Martin Ratio | 8.47 | 4.97 |
| Ulcer Index | 2.44% | 3.28% |
| Daily Std Dev | 13.47% | 16.25% |
| Max Drawdown | -81.77% | -33.67% |
| Current Drawdown | -4.39% | -5.10% |
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VLIFX vs. PEXL - Expense Ratio Comparison
VLIFX has a 1.07% expense ratio, which is higher than PEXL's 0.60% expense ratio.
Correlation
The correlation between VLIFX and PEXL is 0.72, 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.
Risk-Adjusted Performance
VLIFX vs. PEXL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Mid Cap Focused Fund (VLIFX) and Pacer US Export Leaders ETF (PEXL). 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
VLIFX vs. PEXL - Dividend Comparison
VLIFX's dividend yield for the trailing twelve months is around 0.02%, less than PEXL's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLIFX Value Line Mid Cap Focused Fund | 0.02% | 0.03% | 0.13% | 0.00% | 0.08% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.42% |
PEXL Pacer US Export Leaders ETF | 0.45% | 0.49% | 0.59% | 0.22% | 0.48% | 0.48% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VLIFX vs. PEXL - Drawdown Comparison
The maximum VLIFX drawdown since its inception was -81.77%, which is greater than PEXL's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for VLIFX and PEXL. For additional features, visit the drawdowns tool.
Volatility
VLIFX vs. PEXL - Volatility Comparison
Value Line Mid Cap Focused Fund (VLIFX) and Pacer US Export Leaders ETF (PEXL) have volatilities of 4.80% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.