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VLIFX vs. SYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLIFX and SYLD is 0.73, 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.


-0.50.00.51.00.7

Performance

VLIFX vs. SYLD - Performance Comparison

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

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.82%
1.24%
VLIFX
SYLD

Key characteristics

Sharpe Ratio

VLIFX:

0.57

SYLD:

0.27

Sortino Ratio

VLIFX:

0.88

SYLD:

0.49

Omega Ratio

VLIFX:

1.11

SYLD:

1.06

Calmar Ratio

VLIFX:

0.92

SYLD:

0.40

Martin Ratio

VLIFX:

3.02

SYLD:

1.09

Ulcer Index

VLIFX:

2.66%

SYLD:

3.89%

Daily Std Dev

VLIFX:

14.00%

SYLD:

15.61%

Max Drawdown

VLIFX:

-81.77%

SYLD:

-45.36%

Current Drawdown

VLIFX:

-8.71%

SYLD:

-9.96%

Returns By Period

In the year-to-date period, VLIFX achieves a 7.01% return, which is significantly higher than SYLD's 3.36% return. Over the past 10 years, VLIFX has underperformed SYLD with an annualized return of 9.01%, while SYLD has yielded a comparatively higher 10.94% annualized return.


VLIFX

YTD

7.01%

1M

-4.51%

6M

1.32%

1Y

9.59%

5Y*

6.29%

10Y*

9.01%

SYLD

YTD

3.36%

1M

-5.35%

6M

1.17%

1Y

4.25%

5Y*

13.79%

10Y*

10.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VLIFX vs. SYLD - Expense Ratio Comparison

VLIFX has a 1.07% expense ratio, which is higher than SYLD's 0.59% expense ratio.


VLIFX
Value Line Mid Cap Focused Fund
Expense ratio chart for VLIFX: current value at 1.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.07%
Expense ratio chart for SYLD: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

VLIFX vs. SYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line Mid Cap Focused Fund (VLIFX) and Cambria Shareholder Yield ETF (SYLD). 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.


Sharpe ratio
The chart of Sharpe ratio for VLIFX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.690.27
The chart of Sortino ratio for VLIFX, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.001.030.49
The chart of Omega ratio for VLIFX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.06
The chart of Calmar ratio for VLIFX, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.0014.001.100.40
The chart of Martin ratio for VLIFX, currently valued at 3.53, compared to the broader market0.0020.0040.0060.003.531.09
VLIFX
SYLD

The current VLIFX Sharpe Ratio is 0.57, which is higher than the SYLD Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of VLIFX and SYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.69
0.27
VLIFX
SYLD

Dividends

VLIFX vs. SYLD - Dividend Comparison

VLIFX has not paid dividends to shareholders, while SYLD's dividend yield for the trailing twelve months is around 1.73%.


TTM20232022202120202019201820172016201520142013
VLIFX
Value Line Mid Cap Focused Fund
0.00%0.03%0.13%0.00%0.08%0.03%0.00%0.00%0.00%0.00%0.04%0.42%
SYLD
Cambria Shareholder Yield ETF
1.73%1.92%2.20%2.22%2.00%2.07%2.52%1.48%1.92%6.45%3.89%0.82%

Drawdowns

VLIFX vs. SYLD - Drawdown Comparison

The maximum VLIFX drawdown since its inception was -81.77%, which is greater than SYLD's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for VLIFX and SYLD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.71%
-9.96%
VLIFX
SYLD

Volatility

VLIFX vs. SYLD - Volatility Comparison

Value Line Mid Cap Focused Fund (VLIFX) and Cambria Shareholder Yield ETF (SYLD) have volatilities of 4.78% and 4.92%, 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.78%
4.92%
VLIFX
SYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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