VLIFX vs. VIMCX
VLIFX (Value Line Mid Cap Focused Fund) and VIMCX (Virtus KAR Mid-Cap Core Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, VLIFX returned 11.41%/yr vs 10.57%/yr for VIMCX. Their correlation of 0.92 means they have usually moved in the same direction. VLIFX charges 1.07%/yr vs 0.95%/yr for VIMCX.
Performance
VLIFX vs. VIMCX - Performance Comparison
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Returns By Period
In the year-to-date period, VLIFX achieves a -0.65% return, which is significantly lower than VIMCX's 0.70% return. Over the past 10 years, VLIFX has outperformed VIMCX with an annualized return of 11.41%, while VIMCX has yielded a comparatively lower 10.57% annualized 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%
VIMCX
- 1D
- -0.69%
- 1M
- -0.74%
- 6M
- -2.71%
- YTD
- 0.70%
- 1Y
- 0.01%
- 3Y*
- 4.29%
- 5Y*
- 2.10%
- 10Y*
- 10.57%
- ALL TIME*
- 12.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VLIFX vs. VIMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLIFX Value Line Mid Cap Focused Fund | -0.65% | 0.79% | 7.59% | 22.11% | -9.60% | 19.76% | 19.96% | 35.30% | 4.65% | 19.85% |
VIMCX Virtus KAR Mid-Cap Core Fund | 0.70% | 0.72% | 5.20% | 22.64% | -19.75% | 25.28% | 26.11% | 31.74% | -4.18% | 24.95% |
Correlation
The correlation between VLIFX and VIMCX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2009 | 0.92 |
The correlation between VLIFX and VIMCX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
VLIFX vs. VIMCX — Risk / Return Rank
VLIFX
VIMCX
VLIFX vs. VIMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Mid Cap Focused Fund (VLIFX) and Virtus KAR Mid-Cap Core Fund (VIMCX). 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.
| VLIFX | VIMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.99 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | -0.18 | -0.10 |
| Martin ratioReturn relative to average drawdown | -0.75 | -0.44 | -0.31 |
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Drawdowns
VLIFX vs. VIMCX - Drawdown Comparison
The maximum VLIFX drawdown since its inception was -61.48%, which is greater than VIMCX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for VLIFX and VIMCX.
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Drawdown Indicators
| VLIFX | VIMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.48% | -33.92% | -27.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -12.14% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -20.32% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.91% | -28.42% | +6.51% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -33.92% | -1.59% |
Current DrawdownCurrent decline from peak | -8.08% | -5.87% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -15.63% | -4.89% | -10.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 4.86% | -0.51% |
Volatility
VLIFX vs. VIMCX - Volatility Comparison
Value Line Mid Cap Focused Fund (VLIFX) and Virtus KAR Mid-Cap Core Fund (VIMCX) have volatilities of 3.86% and 3.83%, 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.
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Volatility by Period
| VLIFX | VIMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.83% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 12.42% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 16.38% | -2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 18.21% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 18.66% | -0.82% |
VLIFX vs. VIMCX - Expense Ratio Comparison
VLIFX has a 1.07% expense ratio, which is higher than VIMCX's 0.95% expense ratio.
Dividends
VLIFX vs. VIMCX - Dividend Comparison
VLIFX's dividend yield for the trailing twelve months is around 2.17%, less than VIMCX's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIMCX Virtus KAR Mid-Cap Core Fund | 4.38% | 4.41% | 0.00% | 2.36% | 0.23% | 1.58% | 0.67% | 0.94% | 0.77% | 0.29% | 0.00% | 0.63% |
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% | 0.00% |
Frequently Asked Questions
VLIFX and VIMCX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLIFX has higher volatility (3.86%) compared to VIMCX (3.83%). In terms of maximum drawdown, VLIFX dropped -61.48% vs VIMCX's -33.92%.
VIMCX currently has the higher Sharpe Ratio (-0.13 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.
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