- Issuer
- Victory
- Inception Date
- Dec 20, 2023
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Victory US Small Cap Free Cash Flow Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $685M
Highlights
- Avg. Volume (1M)
- 114K
- Avg. Volume Value (1M)
- $4.19M
Share Price Chart
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Performance
SFLO Performance Chart
Victoryshares Small Cap Free Cash Flow ETF (SFLO) is up 30.3% since the beginning of the year. SFLO is currently trading at $38 per share.
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Returns By Period
Victoryshares Small Cap Free Cash Flow ETF (SFLO) has returned 30.25% so far this year and 47.01% over the past 12 months.
Victoryshares Small Cap Free Cash Flow ETF
- 1D
- 1.87%
- 1M
- 8.45%
- 6M
- 27.60%
- YTD
- 30.25%
- 1Y
- 47.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.43%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
SFLO Monthly Returns History
Based on dividend-adjusted daily data since Dec 21, 2023, SFLO's average daily return is +0.08%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Jul 2026 with a return of +9.8%, while the worst month was Feb 2025 at -6.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SFLO closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Apr 3, 2025 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.67% | 1.33% | -1.01% | 8.33% | 3.11% | 2.22% | 9.81% | 1.87% | 30.25% | ||||
| 2025 | 3.38% | -6.62% | -4.46% | -6.42% | 8.91% | 5.26% | 2.91% | 7.77% | 0.38% | -1.87% | 2.90% | 0.59% | 11.88% |
| 2024 | -1.50% | 3.26% | 5.74% | -5.78% | 5.08% | -2.86% | 8.10% | -3.85% | -0.89% | -1.79% | 7.65% | -5.42% | 6.54% |
| 2023 | 0.27% | 0.27% |
Benchmark Metrics
Victoryshares Small Cap Free Cash Flow ETF has an annualized alpha of 0.51%, beta of 0.95, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since December 21, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.50%) than losses (83.28%) - typical of diversified or defensive assets.
- With beta of 0.95 and R2 of 0.51, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.51%
- Beta
- 0.95
- R²
- 0.51
- Upside Capture
- 86.50%
- Downside Capture
- 83.28%
Expense Ratio
SFLO has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SFLO ranks 94 for risk / return — above 94% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Victoryshares Small Cap Free Cash Flow ETF (SFLO) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFLO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.31 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 6.05 | 2.41 | +3.64 |
| Martin ratioReturn relative to average drawdown | 20.29 | 10.22 | +10.07 |
Dividends
Dividend History
Victoryshares Small Cap Free Cash Flow ETF provided a 0.71% dividend yield over the last twelve months, with an annual payout of $0.27 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.27 | $0.31 | $0.34 |
Dividend yield | 0.71% | 1.04% | 1.28% |
Monthly Dividends
The table displays the monthly dividend distributions for Victoryshares Small Cap Free Cash Flow ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.01 | $0.01 | $0.02 | $0.06 | $0.00 | $0.02 | $0.03 | $0.00 | $0.15 | ||||
| 2025 | $0.00 | $0.02 | $0.04 | $0.05 | $0.02 | $0.04 | $0.02 | $0.01 | $0.03 | $0.02 | $0.01 | $0.05 | $0.31 |
| 2024 | $0.01 | $0.04 | $0.04 | $0.01 | $0.06 | $0.02 | $0.00 | $0.06 | $0.02 | $0.01 | $0.08 | $0.34 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Victoryshares Small Cap Free Cash Flow ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Victoryshares Small Cap Free Cash Flow ETF was 26.63%, occurring on Apr 8, 2025. Recovery took 87 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-26.63%Apr 2025 | 4mo 13d | 4mo 7d | 8mo 20dNov 2024 - Aug 2025 | 2025 selloff2025 |
-10.44%Sep 2024 | 1mo 10d | 2mo 2d | 3mo 12dAug 2024 - Nov 2024 | — |
-7.80%Nov 2025 | 2mo 2d | 13d | 2mo 15dSep 2025 - Dec 2025 | — |
-6.56%Apr 2024 | 17d | 2mo 29d | 3mo 16dApr 2024 - Jul 2024 | — |
-5.62%Jan 2024 | 21d | 29d | 1mo 20dDec 2023 - Feb 2024 | — |
Drawdown Indicators
| SFLO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -56.78% | +30.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -9.10% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -10.70% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.14% | +0.18% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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