VIOV: Not The Best ETF To Bet On Value (NYSEARCA:VIOV)

Vladimir Zakharov

This text sequence goals at evaluating ETFs (exchange-traded funds) relating to the relative previous efficiency of their methods and metrics of their present portfolios. Opinions with up to date knowledge are posted when mandatory.

VIOV technique and portfolio

Vanguard S&P Small-CapSLYVIJS

VIOV

IJR

IWN

Value/Earnings TTM

11.2

11.81

9.41

Value/E book

1.24

1.61

1.24

Value/Gross sales

0.6

0.85

0.85

Value/Money Stream

7.01

8.42

7.01

Sector breakdown

Sector breakdown (chart: writer; knowledge: Vanguard, iShares)

Ticker

Title

Weight

P/E ttm

P/E fwd

P/Gross sales

P/E book

P/FCF

Yield%

MTH

Meritage Properties Corp.

1.06%

5.03

8.08

0.73

1.12

9.56

0.88

RDN

Radian Group Inc.

0.86%

6.02

8.23

3.49

1.03

18.00

3.44

NSIT

Perception Enterprises, Inc.

0.83%

18.32

13.89

0.50

3.24

10.44

0

EPRT

Important Properties Realty Belief, Inc.

0.80%

22.86

24.47

11.91

1.37

N/A

4.49

JBT

John Bean Applied sciences Corp.

0.78%

28.49

21.67

1.67

4.18

113.17

0.34

SIG

Signet Jewelers Ltd.

0.75%

10.89

5.89

0.46

2.29

6.13

1.41

GPI

Group 1 Automotive, Inc.

0.74%

5.06

5.64

0.20

1.38

10.83

0.77

AVA

Avista Corp.

0.73%

22.50

17.89

1.82

1.31

N/A

4.43

SEM

Choose Medical Holdings Corp.

0.72%

20.28

15.21

0.55

2.99

54.83

1.75

ROG

Rogers Corp.

0.68%

30.70

36.96

3.02

2.48

72.85

0

since 8/1/2000

Complete Return

Annual Return

Drawdown

Sharpe ratio

Volatility

S&P 600 Worth Index (IJS)

640.40%

9.16%

-59.83%

0.43

21.11%

S&P 600 Index (IJR)

636.64%

9.14%

-58.15%

0.44

19.44%

VIOV vs competitors, last 12 months

VIOV vs opponents, final 12 months (Looking for Alpha)

since 8/1/2000

Annual Return

Drawdown

Sharpe ratio

Volatility

S&P 600 Worth Index (IJS)

640.40%

9.16%

-59.83%

0.43

21.11%

Dashboard Record (annual)

1154.08%

11.71%

-57.64%

0.62

17.19%

Annual Return

Drawdown

Sharpe ratio

Volatility

Most cost-effective quarter in P/B

8.54%

-81.55%

0.35

37.06%

Most cost-effective quarter in P/E

10.71%

-73.62%

0.48

25.01%

Most cost-effective quarter in P/S

12.82%

-76.16%

0.47

34.83%

Most cost-effective quarter in P/FCF

15.32%

-74.77%

0.61

27.03%

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