VLIFX vs. PEXL

Last updated Apr 1, 2026

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 that tracks the performance of the Pacer US Export Leaders Index. It was launched on Jul 23, 2018.

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.

VLIFX vs. PEXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VLIFX Value Line Mid Cap Focused Fund	-7.91%	0.79%	7.59%	22.11%	-9.60%	19.76%	19.96%	35.30%	-5.14%
PEXL Pacer US Export Leaders ETF	-3.74%	27.33%	5.79%	24.40%	-20.41%	30.12%	25.02%	39.86%	-17.19%

Returns By Period

In the year-to-date period, VLIFX achieves a -7.91% return, which is significantly lower than PEXL's -3.74% return.

VLIFX

• 1D: 0.00%
• 1M: -9.74%
• YTD: -7.91%
• 6M: -10.31%
• 1Y: -6.50%
• 3Y*: 4.49%
• 5Y*: 5.50%
• 10Y*: 11.14%

PEXL

• 1D: 3.54%
• 1M: -6.91%
• YTD: -3.74%
• 6M: 2.59%
• 1Y: 29.20%
• 3Y*: 12.71%
• 5Y*: 8.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VLIFX vs. PEXL - Expense Ratio Comparison

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

VLIFX

Value Line Mid Cap Focused Fund

PEXL

Pacer US Export Leaders ETF

Return for Risk

VLIFX vs. PEXL — Risk / Return Rank

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

VLIFX

VLIFX Risk / Return Rank: 2
VLIFX Sharpe Ratio Rank: 2
VLIFX Sortino Ratio Rank: 2
VLIFX Omega Ratio Rank: 2
VLIFX Calmar Ratio Rank: 1
VLIFX Martin Ratio Rank: 1

PEXL

PEXL Risk / Return Rank: 71
PEXL Sharpe Ratio Rank: 68
PEXL Sortino Ratio Rank: 70
PEXL Omega Ratio Rank: 70
PEXL Calmar Ratio Rank: 71
PEXL Martin Ratio Rank: 79

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.

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.

	VLIFX	PEXL	Difference
Sharpe ratio Return per unit of total volatility	-0.36	1.17	-1.53
Sortino ratio Return per unit of downside risk	-0.41	1.74	-2.15
Omega ratio Gain probability vs. loss probability	0.95	1.25	-0.31
Calmar ratio Return relative to maximum drawdown	-0.57	1.81	-2.38
Martin ratio Return relative to average drawdown	-1.87	8.35	-10.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VLIFX vs. PEXL - Sharpe Ratio Comparison

The current VLIFX Sharpe Ratio is -0.36, which is lower than the PEXL Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VLIFX and PEXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VLIFX	PEXL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.36	1.17	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.41	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.51	-0.13

Correlation

The correlation between VLIFX and PEXL is 0.81, 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

VLIFX vs. PEXL - Dividend Comparison

VLIFX's dividend yield for the trailing twelve months is around 2.34%, more than PEXL's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
VLIFX Value Line Mid Cap Focused Fund	2.34%	2.16%	0.99%	0.03%	7.22%	8.23%	7.81%	1.42%	5.12%	1.61%	2.24%
PEXL Pacer US Export Leaders ETF	0.43%	0.44%	0.48%	0.48%	0.60%	0.22%	0.48%	0.49%	0.29%	0.00%	0.00%

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.

Drawdown Indicators

	VLIFX	PEXL	Difference
Max Drawdown Largest peak-to-trough decline	-61.48%	-36.76%	-24.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-16.20%	+4.39%
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	-14.80%	-8.30%	-6.50%
Average Drawdown Average peak-to-trough decline	-15.68%	-6.85%	-8.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	3.51%	+0.11%

Volatility

VLIFX vs. PEXL - Volatility Comparison

The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 3.92%, while Pacer US Export Leaders ETF (PEXL) has a volatility of 6.96%. 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.

Volatility by Period

	VLIFX	PEXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	6.96%	-3.04%
Volatility (6M) Calculated over the trailing 6-month period	9.69%	13.74%	-4.05%
Volatility (1Y) Calculated over the trailing 1-year period	16.90%	25.05%	-8.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	21.77%	-4.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.80%	24.14%	-6.34%