VLIFX vs. XMMO
Compare and contrast key facts about Value Line Mid Cap Focused Fund (VLIFX) and Invesco S&P MidCap Momentum ETF (XMMO).
VLIFX is managed by Value Line. It was launched on Mar 1, 1950. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLIFX or XMMO.
Performance
VLIFX vs. XMMO - Performance Comparison
Returns By Period
In the year-to-date period, VLIFX achieves a 11.94% return, which is significantly lower than XMMO's 42.98% return. Over the past 10 years, VLIFX has underperformed XMMO with an annualized return of 9.52%, while XMMO has yielded a comparatively higher 15.72% annualized return.
VLIFX
11.94%
-3.81%
5.50%
20.54%
7.14%
9.52%
XMMO
42.98%
2.59%
10.39%
55.77%
17.40%
15.72%
Key characteristics
| VLIFX | XMMO | |
|---|---|---|
| Sharpe Ratio | 1.51 | 2.92 |
| Sortino Ratio | 2.15 | 3.98 |
| Omega Ratio | 1.26 | 1.49 |
| Calmar Ratio | 1.96 | 4.64 |
| Martin Ratio | 8.41 | 19.75 |
| Ulcer Index | 2.42% | 2.89% |
| Daily Std Dev | 13.49% | 19.59% |
| Max Drawdown | -81.77% | -55.37% |
| Current Drawdown | -4.50% | -2.91% |
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VLIFX vs. XMMO - Expense Ratio Comparison
VLIFX has a 1.07% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Correlation
The correlation between VLIFX and XMMO is 0.86, 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.
Risk-Adjusted Performance
VLIFX vs. XMMO - 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 Momentum ETF (XMMO). 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.
Dividends
VLIFX vs. XMMO - Dividend Comparison
VLIFX's dividend yield for the trailing twelve months is around 0.02%, less than XMMO's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLIFX Value Line Mid Cap Focused Fund | 0.02% | 0.03% | 0.13% | 0.00% | 0.08% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.42% |
XMMO Invesco S&P MidCap Momentum ETF | 0.31% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.31% |
Drawdowns
VLIFX vs. XMMO - Drawdown Comparison
The maximum VLIFX drawdown since its inception was -81.77%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for VLIFX and XMMO. For additional features, visit the drawdowns tool.
Volatility
VLIFX vs. XMMO - Volatility Comparison
The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 4.84%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 5.98%. This indicates that VLIFX experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.