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

Key characteristics


VLIFXVIMCX
YTD Return14.02%6.89%
1Y Return25.07%15.11%
3Y Return (Ann)10.59%3.54%
5Y Return (Ann)13.75%11.95%
10Y Return (Ann)13.78%12.69%
Sharpe Ratio1.881.07
Daily Std Dev13.99%15.01%
Max Drawdown-61.48%-33.92%
Current Drawdown-0.16%-0.44%

Correlation

-0.50.00.51.00.9

The correlation between VLIFX and VIMCX is 0.92, 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.

Performance

VLIFX vs. VIMCX - Performance Comparison

In the year-to-date period, VLIFX achieves a 14.02% return, which is significantly higher than VIMCX's 6.89% return. Over the past 10 years, VLIFX has outperformed VIMCX with an annualized return of 13.78%, while VIMCX has yielded a comparatively lower 12.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
8.05%
3.72%
VLIFX
VIMCX

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VLIFX vs. VIMCX - Expense Ratio Comparison

VLIFX has a 1.07% expense ratio, which is higher than VIMCX's 0.95% 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 VIMCX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

VLIFX vs. VIMCX - Risk-Adjusted Performance 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.


VLIFX
Sharpe ratio
The chart of Sharpe ratio for VLIFX, currently valued at 1.88, compared to the broader market-1.000.001.002.003.004.005.001.88
Sortino ratio
The chart of Sortino ratio for VLIFX, currently valued at 2.65, compared to the broader market0.005.0010.002.65
Omega ratio
The chart of Omega ratio for VLIFX, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for VLIFX, currently valued at 2.42, compared to the broader market0.005.0010.0015.0020.002.42
Martin ratio
The chart of Martin ratio for VLIFX, currently valued at 9.49, compared to the broader market0.0020.0040.0060.0080.009.49
VIMCX
Sharpe ratio
The chart of Sharpe ratio for VIMCX, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.005.001.07
Sortino ratio
The chart of Sortino ratio for VIMCX, currently valued at 1.52, compared to the broader market0.005.0010.001.52
Omega ratio
The chart of Omega ratio for VIMCX, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for VIMCX, currently valued at 0.84, compared to the broader market0.005.0010.0015.0020.000.84
Martin ratio
The chart of Martin ratio for VIMCX, currently valued at 4.39, compared to the broader market0.0020.0040.0060.0080.004.39

VLIFX vs. VIMCX - Sharpe Ratio Comparison

The current VLIFX Sharpe Ratio is 1.88, which is higher than the VIMCX Sharpe Ratio of 1.07. The chart below compares the 12-month rolling Sharpe Ratio of VLIFX and VIMCX.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.88
1.07
VLIFX
VIMCX

Dividends

VLIFX vs. VIMCX - Dividend Comparison

VLIFX's dividend yield for the trailing twelve months is around 0.02%, less than VIMCX's 2.21% yield.


TTM20232022202120202019201820172016201520142013
VLIFX
Value Line Mid Cap Focused Fund
0.02%0.03%7.22%8.23%7.81%1.42%5.12%1.61%2.24%0.00%0.04%0.42%
VIMCX
Virtus KAR Mid-Cap Core Fund
2.21%2.36%0.23%1.58%0.67%0.94%0.77%0.29%0.00%0.63%5.50%1.57%

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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.16%
-0.44%
VLIFX
VIMCX

Volatility

VLIFX vs. VIMCX - Volatility Comparison

The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 3.84%, while Virtus KAR Mid-Cap Core Fund (VIMCX) has a volatility of 4.42%. This indicates that VLIFX experiences smaller price fluctuations and is considered to be less risky than VIMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.84%
4.42%
VLIFX
VIMCX