XSVM vs. VLEOX
Compare and contrast key facts about Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Value Line Small Cap Opportunities Fund (VLEOX).
XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005. VLEOX is managed by Value Line. It was launched on Jun 23, 1993.
Performance
XSVM vs. VLEOX - Performance Comparison
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XSVM vs. VLEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.63% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
VLEOX Value Line Small Cap Opportunities Fund | 1.15% | 6.27% | 14.23% | 22.01% | -19.12% | 15.16% | 26.65% | 25.32% | -4.97% | 17.66% |
Returns By Period
In the year-to-date period, XSVM achieves a 6.63% return, which is significantly higher than VLEOX's 1.15% return. Over the past 10 years, XSVM has outperformed VLEOX with an annualized return of 12.22%, while VLEOX has yielded a comparatively lower 10.93% annualized return.
XSVM
- 1D
- 0.60%
- 1M
- -2.33%
- YTD
- 6.63%
- 6M
- 8.31%
- 1Y
- 22.91%
- 3Y*
- 12.18%
- 5Y*
- 6.23%
- 10Y*
- 12.22%
VLEOX
- 1D
- 2.49%
- 1M
- -8.21%
- YTD
- 1.15%
- 6M
- 2.73%
- 1Y
- 15.22%
- 3Y*
- 11.15%
- 5Y*
- 5.40%
- 10Y*
- 10.93%
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XSVM vs. VLEOX - Expense Ratio Comparison
XSVM has a 0.39% expense ratio, which is lower than VLEOX's 1.16% expense ratio.
Return for Risk
XSVM vs. VLEOX — Risk / Return Rank
XSVM
VLEOX
XSVM vs. VLEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Value Line Small Cap Opportunities Fund (VLEOX). 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.
| XSVM | VLEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.83 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.36 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.50 | +0.26 |
Martin ratioReturn relative to average drawdown | 5.69 | 5.42 | +0.27 |
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
| XSVM | VLEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.83 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.28 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.55 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.53 | -0.19 |
Correlation
The correlation between XSVM and VLEOX is 0.85, 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
XSVM vs. VLEOX - Dividend Comparison
XSVM's dividend yield for the trailing twelve months is around 1.99%, less than VLEOX's 6.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.99% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
VLEOX Value Line Small Cap Opportunities Fund | 6.32% | 6.40% | 0.09% | 0.82% | 2.76% | 6.00% | 8.02% | 23.60% | 15.87% | 3.64% | 5.40% | 14.55% |
Drawdowns
XSVM vs. VLEOX - Drawdown Comparison
The maximum XSVM drawdown since its inception was -62.57%, which is greater than VLEOX's maximum drawdown of -55.86%. Use the drawdown chart below to compare losses from any high point for XSVM and VLEOX.
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Drawdown Indicators
| XSVM | VLEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.57% | -55.86% | -6.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -10.86% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -30.68% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -49.02% | -35.30% | -13.72% |
Current DrawdownCurrent decline from peak | -5.23% | -8.35% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -9.52% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.00% | +1.11% |
Volatility
XSVM vs. VLEOX - Volatility Comparison
The current volatility for Invesco S&P SmallCap Value with Momentum ETF (XSVM) is 5.34%, while Value Line Small Cap Opportunities Fund (VLEOX) has a volatility of 6.75%. This indicates that XSVM experiences smaller price fluctuations and is considered to be less risky than VLEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSVM | VLEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.75% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 12.08% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 19.69% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 19.27% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 19.94% | +5.13% |