VLIFX vs. XMMO
VLIFX (Value Line Mid Cap Focused Fund) and XMMO (Invesco S&P MidCap Momentum ETF) are both funds - VLIFX is a Mid Cap Growth Equities fund managed by Value Line, while XMMO is a Momentum fund tracking the S&P MidCap 400 Momentum Index. Over the past 10 years, VLIFX returned 11.58%/yr vs 18.39%/yr for XMMO. Their correlation of 0.85 means they have usually moved in the same direction. VLIFX charges 1.07%/yr vs 0.35%/yr for XMMO.
Performance
VLIFX vs. XMMO - Performance Comparison
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Returns By Period
In the year-to-date period, VLIFX achieves a 1.12% return, which is significantly lower than XMMO's 15.38% return. Over the past 10 years, VLIFX has underperformed XMMO with an annualized return of 11.58%, while XMMO has yielded a comparatively higher 18.39% annualized return.
VLIFX
- 1D
- 0.73%
- 1M
- -0.92%
- 6M
- 0.68%
- YTD
- 1.12%
- 1Y
- 0.28%
- 3Y*
- 6.46%
- 5Y*
- 5.27%
- 10Y*
- 11.58%
- ALL TIME*
- 7.39%
XMMO
- 1D
- -0.69%
- 1M
- -3.38%
- 6M
- 13.16%
- YTD
- 15.38%
- 1Y
- 23.91%
- 3Y*
- 25.50%
- 5Y*
- 13.92%
- 10Y*
- 18.39%
- ALL TIME*
- 12.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $62.05M | $68.99M | $66.59M |
VLIFX vs. XMMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLIFX Value Line Mid Cap Focused Fund | 1.12% | 0.79% | 7.59% | 22.11% | -9.60% | 19.76% | 19.96% | 35.30% | 4.65% | 19.85% |
XMMO Invesco S&P MidCap Momentum ETF | 15.38% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 29.17% | 36.78% | 6.12% | 37.18% |
Correlation
The correlation between VLIFX and XMMO is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2005 | 0.85 |
Over the past year, the correlation between VLIFX and XMMO has dropped to 0.54 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
VLIFX vs. XMMO — Risk / Return Rank
VLIFX
XMMO
VLIFX vs. XMMO - Risk-Adjusted Trends 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.
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 | XMMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.73 | -1.89 |
| Martin ratioReturn relative to average drawdown | -0.45 | 6.99 | -7.44 |
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Drawdowns
VLIFX vs. XMMO - Drawdown Comparison
The maximum VLIFX drawdown since its inception was -61.48%, 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.
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Drawdown Indicators
| VLIFX | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.48% | -55.37% | -6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -13.91% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -24.93% | +7.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.91% | -27.91% | +6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -36.74% | +1.23% |
Current DrawdownCurrent decline from peak | -6.45% | -8.39% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -15.63% | -9.42% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 3.43% | +0.92% |
Volatility
VLIFX vs. XMMO - Volatility Comparison
The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 3.94%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 7.82%. 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.
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Volatility by Period
| VLIFX | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 7.82% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 18.63% | -8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 21.60% | -7.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 21.90% | -5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 22.45% | -4.60% |
VLIFX vs. XMMO - Expense Ratio Comparison
VLIFX has a 1.07% expense ratio, which is higher than XMMO's 0.35% expense ratio.
Dividends
VLIFX vs. XMMO - Dividend Comparison
VLIFX's dividend yield for the trailing twelve months is around 2.13%, more than XMMO's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLIFX Value Line Mid Cap Focused Fund | 2.13% | 2.16% | 0.99% | 0.03% | 7.22% | 8.23% | 7.81% | 1.42% | 5.12% | 1.61% | 2.24% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.61% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Frequently Asked Questions
VLIFX and XMMO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMMO has higher volatility (7.82%) compared to VLIFX (3.94%). In terms of maximum drawdown, VLIFX dropped -61.48% vs XMMO's -55.37%.
XMMO currently has the higher Sharpe Ratio (1.11 vs -0.14), 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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