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VLIFX vs. PEXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLIFX vs. PEXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Value Line Mid Cap Focused Fund (VLIFX) and Pacer US Export Leaders ETF (PEXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLIFX achieves a -0.65% return, which is significantly lower than PEXL's 15.70% return.


VLIFX

1D
-1.29%
1M
-2.60%
6M
-1.89%
YTD
-0.65%
1Y
-1.78%
3Y*
5.32%
5Y*
5.02%
10Y*
11.41%
ALL TIME*
7.36%

PEXL

1D
0.34%
1M
-3.35%
6M
12.08%
YTD
15.70%
1Y
33.58%
3Y*
16.59%
5Y*
10.94%
10Y*
ALL TIME*
14.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$115.47K$147.61K$160.93K
$0.00$0.00$0.00

VLIFX vs. PEXL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VLIFX
Value Line Mid Cap Focused Fund
-0.65%0.79%7.59%22.11%-9.60%19.76%19.96%35.30%-5.36%
PEXL
Pacer US Export Leaders ETF
15.70%27.33%5.79%24.40%-20.41%30.12%25.02%39.86%-17.19%

Correlation

The correlation between VLIFX and PEXL is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2018

0.79

Over the past year, the correlation between VLIFX and PEXL has dropped to 0.58 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

VLIFX vs. PEXL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VLIFX
VLIFX Risk / Return Rank: 22
Overall Rank
VLIFX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VLIFX Sortino Ratio Rank: 33
Sortino Ratio Rank
VLIFX Omega Ratio Rank: 33
Omega Ratio Rank
VLIFX Calmar Ratio Rank: 22
Calmar Ratio Rank
VLIFX Martin Ratio Rank: 22
Martin Ratio Rank

PEXL
PEXL Risk / Return Rank: 7171
Overall Rank
PEXL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PEXL Sortino Ratio Rank: 6767
Sortino Ratio Rank
PEXL Omega Ratio Rank: 6363
Omega Ratio Rank
PEXL Calmar Ratio Rank: 7979
Calmar Ratio Rank
PEXL Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VLIFX vs. PEXL - Risk-Adjusted Trends 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.

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.


VLIFXPEXLDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

0.97

1.27

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.27

2.80

-3.07

Martin ratioReturn relative to average drawdown

-0.75

9.84

-10.59

VLIFX vs. PEXL - Sharpe Ratio Comparison

The current VLIFX Sharpe Ratio is -0.24, which is lower than the PEXL Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of VLIFX and PEXL, 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

VLIFX vs. PEXL - Drawdown Comparison

The maximum VLIFX drawdown since its inception was -61.48%, which is greater than PEXL's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for VLIFX and PEXL.


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Drawdown Indicators


VLIFXPEXLDifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-36.76%

-24.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-11.43%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-17.66%

-24.72%

+7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.91%

-30.44%

+8.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-8.08%

-6.99%

-1.09%

Average Drawdown

Average peak-to-trough decline

-15.63%

-6.66%

-8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

3.24%

+1.11%

Volatility

VLIFX vs. PEXL - Volatility Comparison

The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 3.86%, while Pacer US Export Leaders ETF (PEXL) has a volatility of 6.70%. This indicates that VLIFX experiences smaller price fluctuations and is considered to be less risky than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLIFXPEXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

6.70%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

16.41%

-6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

20.40%

-6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

22.29%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

24.12%

-6.28%

VLIFX vs. PEXL - Expense Ratio Comparison

VLIFX has a 1.07% expense ratio, which is higher than PEXL's 0.60% expense ratio.


Dividends

VLIFX vs. PEXL - Dividend Comparison

VLIFX's dividend yield for the trailing twelve months is around 2.17%, more than PEXL's 0.31% yield.


PositionTTM2025202420232022202120202019201820172016
PEXL
Pacer US Export Leaders ETF
0.31%0.44%0.48%0.48%0.60%0.22%0.48%0.49%0.29%0.00%0.00%
VLIFX
Value Line Mid Cap Focused Fund
2.17%2.16%0.99%0.03%7.22%8.23%7.81%1.42%5.12%1.61%2.24%

Frequently Asked Questions


VLIFX and PEXL have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PEXL has higher volatility (6.70%) compared to VLIFX (3.86%). In terms of maximum drawdown, VLIFX dropped -61.48% vs PEXL's -36.76%.

PEXL currently has the higher Sharpe Ratio (1.57 vs -0.24), 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

Find the right allocation for VLIFX and PEXL

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