FCFY vs. VFLO

In the year-to-date period, FCFY achieves a -7.94% return, which is significantly lower than VFLO's 0.38% return.

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FCFY has a 0.60% expense ratio, which is higher than VFLO's 0.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) and Victoryshares Free Cash Flow ETF (VFLO). 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 FCFY Sharpe Ratio is 0.48, which is lower than the VFLO Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FCFY and VFLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between FCFY and VFLO 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.

FCFY's dividend yield for the trailing twelve months is around 1.60%, more than VFLO's 1.42% yield.

The maximum FCFY drawdown since its inception was -21.36%, which is greater than VFLO's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for FCFY and VFLO.

The current volatility for First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) is 4.10%, while Victoryshares Free Cash Flow ETF (VFLO) has a volatility of 4.34%. This indicates that FCFY experiences smaller price fluctuations and is considered to be less risky than VFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.