VLUE vs. CCASX
Compare and contrast key facts about iShares Edge MSCI USA Value Factor ETF (VLUE) and Conestoga Small Cap (CCASX).
VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. CCASX is managed by Conestoga Capital Advisors. It was launched on Oct 1, 2002.
Performance
VLUE vs. CCASX - Performance Comparison
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VLUE vs. CCASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLUE iShares Edge MSCI USA Value Factor ETF | 4.44% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -11.13% | 21.95% |
CCASX Conestoga Small Cap | -8.19% | -11.00% | 8.74% | 22.13% | -28.32% | 16.02% | 30.34% | 25.18% | 0.60% | 28.42% |
Returns By Period
In the year-to-date period, VLUE achieves a 4.44% return, which is significantly higher than CCASX's -8.19% return. Over the past 10 years, VLUE has outperformed CCASX with an annualized return of 11.61%, while CCASX has yielded a comparatively lower 8.44% annualized return.
VLUE
- 1D
- 2.68%
- 1M
- -5.29%
- YTD
- 4.44%
- 6M
- 14.88%
- 1Y
- 36.35%
- 3Y*
- 18.33%
- 5Y*
- 9.45%
- 10Y*
- 11.61%
CCASX
- 1D
- -0.36%
- 1M
- -10.49%
- YTD
- -8.19%
- 6M
- -10.03%
- 1Y
- -7.20%
- 3Y*
- -1.18%
- 5Y*
- -2.59%
- 10Y*
- 8.44%
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VLUE vs. CCASX - Expense Ratio Comparison
VLUE has a 0.15% expense ratio, which is lower than CCASX's 1.10% expense ratio.
Return for Risk
VLUE vs. CCASX — Risk / Return Rank
VLUE
CCASX
VLUE vs. CCASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) and Conestoga Small Cap (CCASX). 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.
| VLUE | CCASX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | -0.33 | +2.20 |
Sortino ratioReturn per unit of downside risk | 2.52 | -0.34 | +2.87 |
Omega ratioGain probability vs. loss probability | 1.36 | 0.96 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | -0.62 | +3.54 |
Martin ratioReturn relative to average drawdown | 12.74 | -1.81 | +14.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VLUE | CCASX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | -0.33 | +2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | -0.12 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.40 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.42 | +0.19 |
Correlation
The correlation between VLUE and CCASX is 0.72, 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
VLUE vs. CCASX - Dividend Comparison
VLUE's dividend yield for the trailing twelve months is around 2.00%, less than CCASX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLUE iShares Edge MSCI USA Value Factor ETF | 2.00% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
CCASX Conestoga Small Cap | 6.08% | 5.58% | 0.00% | 0.86% | 4.12% | 5.27% | 0.00% | 2.14% | 1.46% | 5.63% | 1.18% | 1.88% |
Drawdowns
VLUE vs. CCASX - Drawdown Comparison
The maximum VLUE drawdown since its inception was -39.47%, smaller than the maximum CCASX drawdown of -48.00%. Use the drawdown chart below to compare losses from any high point for VLUE and CCASX.
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Drawdown Indicators
| VLUE | CCASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.47% | -48.00% | +8.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -14.51% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | -38.14% | +11.02% |
Max Drawdown (10Y)Largest decline over 10 years | -39.47% | -38.14% | -1.33% |
Current DrawdownCurrent decline from peak | -6.60% | -26.26% | +19.66% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -9.11% | +3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 4.97% | -2.03% |
Volatility
VLUE vs. CCASX - Volatility Comparison
iShares Edge MSCI USA Value Factor ETF (VLUE) and Conestoga Small Cap (CCASX) have volatilities of 6.26% and 6.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLUE | CCASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 6.13% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 12.95% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 22.16% | -2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 21.68% | -4.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 21.45% | -1.84% |