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VLIFX vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLIFX vs. XMMO - 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 Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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VLIFX vs. XMMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLIFX
Value Line Mid Cap Focused Fund
-5.99%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
6.86%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, VLIFX achieves a -5.99% return, which is significantly lower than XMMO's 6.86% return. Over the past 10 years, VLIFX has underperformed XMMO with an annualized return of 11.36%, while XMMO has yielded a comparatively higher 18.41% annualized return.


VLIFX

1D
2.08%
1M
-8.39%
YTD
-5.99%
6M
-8.13%
1Y
-4.75%
3Y*
5.21%
5Y*
5.59%
10Y*
11.36%

XMMO

1D
1.85%
1M
-2.62%
YTD
6.86%
6M
9.51%
1Y
29.37%
3Y*
25.85%
5Y*
12.62%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

VLIFX vs. XMMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VLIFX
VLIFX Risk / Return Rank: 22
Overall Rank
VLIFX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VLIFX Sortino Ratio Rank: 22
Sortino Ratio Rank
VLIFX Omega Ratio Rank: 22
Omega Ratio Rank
VLIFX Calmar Ratio Rank: 22
Calmar Ratio Rank
VLIFX Martin Ratio Rank: 22
Martin Ratio Rank

XMMO
XMMO Risk / Return Rank: 7777
Overall Rank
XMMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7474
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7070
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


VLIFXXMMODifference

Sharpe ratio

Return per unit of total volatility

-0.27

1.34

-1.61

Sortino ratio

Return per unit of downside risk

-0.28

1.91

-2.19

Omega ratio

Gain probability vs. loss probability

0.97

1.27

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.41

2.41

-2.82

Martin ratio

Return relative to average drawdown

-1.33

11.42

-12.76

VLIFX vs. XMMO - Sharpe Ratio Comparison

The current VLIFX Sharpe Ratio is -0.27, which is lower than the XMMO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of VLIFX and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VLIFXXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

1.34

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.60

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.83

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.55

-0.16

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.


Dividends

VLIFX vs. XMMO - Dividend Comparison

VLIFX's dividend yield for the trailing twelve months is around 2.30%, more than XMMO's 0.70% yield.


TTM20252024202320222021202020192018201720162015
VLIFX
Value Line Mid Cap Focused Fund
2.30%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
0.70%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

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


VLIFXXMMODifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-55.37%

-6.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-12.81%

+1.00%

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 Drawdown

Current decline from peak

-13.02%

-2.62%

-10.40%

Average Drawdown

Average peak-to-trough decline

-15.68%

-9.52%

-6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.70%

+0.97%

Volatility

VLIFX vs. XMMO - Volatility Comparison

The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 4.57%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. 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


VLIFXXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

9.04%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

14.39%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

22.03%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

21.27%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

22.11%

-4.30%