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

Correlation

The correlation between VLIFX and XMHQ is 0.77, 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.


-0.50.00.51.00.8

Performance

VLIFX vs. XMHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Value Line Mid Cap Focused Fund (VLIFX) and Invesco S&P MidCap Quality ETF (XMHQ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.91%
1.43%
VLIFX
XMHQ

Key characteristics

Sharpe Ratio

VLIFX:

0.65

XMHQ:

0.97

Sortino Ratio

VLIFX:

0.98

XMHQ:

1.46

Omega Ratio

VLIFX:

1.12

XMHQ:

1.17

Calmar Ratio

VLIFX:

1.04

XMHQ:

1.72

Martin Ratio

VLIFX:

3.29

XMHQ:

4.03

Ulcer Index

VLIFX:

2.76%

XMHQ:

4.40%

Daily Std Dev

VLIFX:

13.91%

XMHQ:

18.24%

Max Drawdown

VLIFX:

-81.77%

XMHQ:

-58.19%

Current Drawdown

VLIFX:

-7.94%

XMHQ:

-8.80%

Returns By Period

In the year-to-date period, VLIFX achieves a 7.91% return, which is significantly lower than XMHQ's 18.06% return. Over the past 10 years, VLIFX has underperformed XMHQ with an annualized return of 9.01%, while XMHQ has yielded a comparatively higher 11.43% annualized return.


VLIFX

YTD

7.91%

1M

-6.05%

6M

1.90%

1Y

8.31%

5Y*

6.53%

10Y*

9.01%

XMHQ

YTD

18.06%

1M

-6.71%

6M

1.43%

1Y

17.22%

5Y*

15.46%

10Y*

11.43%

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. XMHQ - Expense Ratio Comparison

VLIFX has a 1.07% expense ratio, which is higher than XMHQ's 0.25% 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 XMHQ: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

VLIFX vs. XMHQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line Mid Cap Focused Fund (VLIFX) and Invesco S&P MidCap Quality ETF (XMHQ). 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 0.65, compared to the broader market-1.000.001.002.003.004.000.650.97
The chart of Sortino ratio for VLIFX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.981.46
The chart of Omega ratio for VLIFX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.17
The chart of Calmar ratio for VLIFX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.0014.001.041.72
The chart of Martin ratio for VLIFX, currently valued at 3.29, compared to the broader market0.0020.0040.0060.003.294.03
VLIFX
XMHQ

The current VLIFX Sharpe Ratio is 0.65, which is lower than the XMHQ Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VLIFX and XMHQ, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.65
0.97
VLIFX
XMHQ

Dividends

VLIFX vs. XMHQ - Dividend Comparison

VLIFX has not paid dividends to shareholders, while XMHQ's dividend yield for the trailing twelve months is around 5.14%.


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%
XMHQ
Invesco S&P MidCap Quality ETF
5.14%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.64%1.34%1.25%1.11%

Drawdowns

VLIFX vs. XMHQ - Drawdown Comparison

The maximum VLIFX drawdown since its inception was -81.77%, which is greater than XMHQ's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for VLIFX and XMHQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.94%
-8.80%
VLIFX
XMHQ

Volatility

VLIFX vs. XMHQ - Volatility Comparison

The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 4.72%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 5.89%. This indicates that VLIFX experiences smaller price fluctuations and is considered to be less risky than XMHQ 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%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.72%
5.89%
VLIFX
XMHQ
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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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