VLUE vs. CCASX

In the year-to-date period, VLUE achieves a -3.27% return, which is significantly higher than CCASX's -12.05% return. Both investments have delivered pretty close results over the past 10 years, with VLUE having a 7.04% annualized return and CCASX not far behind at 6.87%.

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VLUE has a 0.15% expense ratio, which is lower than CCASX's 1.10% expense ratio.

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.

The current VLUE Sharpe Ratio is 0.08, which is higher than the CCASX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of VLUE and CCASX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VLUE's dividend yield for the trailing twelve months is around 2.82%, while CCASX has not paid dividends to shareholders.

The maximum VLUE drawdown since its inception was -39.47%, smaller than the maximum CCASX drawdown of -49.30%. Use the drawdown chart below to compare losses from any high point for VLUE and CCASX. For additional features, visit the drawdowns tool.

iShares Edge MSCI USA Value Factor ETF (VLUE) and Conestoga Small Cap (CCASX) have volatilities of 12.85% and 13.22%, 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.