- ISIN
- US92647X8305
- Issuer
- Victory
- Inception Date
- Jun 21, 2023
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Victory U.S. Large Cap Free Cash Flow Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $8B
Share Price Chart
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Performance
VFLO Performance Chart
VictoryShares Free Cash Flow ETF (VFLO) is up 15.5% since the beginning of the year. VFLO is currently trading at $45 per share.
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Returns By Period
VictoryShares Free Cash Flow ETF (VFLO) has returned 15.45% so far this year and 31.09% over the past 12 months.
VictoryShares Free Cash Flow ETF
- 1D
- 0.13%
- 1M
- 2.66%
- YTD
- 15.45%
- 6M
- 14.26%
- 1Y
- 31.09%
- 3Y*
- 23.98%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
VFLO Monthly Returns History
Based on dividend-adjusted daily data since Jun 22, 2023, VFLO's average daily return is +0.09%, while the average monthly return is +1.84%. At this rate, an investment would double in approximately 3.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was May 2026 with a return of +10.8%, while the worst month was Dec 2024 at -6.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, VFLO closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 3, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.23% | 2.56% | -2.35% | 6.62% | 10.76% | -2.61% | 15.45% | ||||||
| 2025 | 4.18% | -0.40% | -2.77% | -3.84% | 2.95% | 4.55% | -1.65% | 7.44% | 0.85% | 0.96% | 2.71% | 1.83% | 17.51% |
| 2024 | -0.18% | 5.42% | 9.05% | -4.51% | 2.25% | -2.01% | 5.79% | 1.58% | 0.49% | -0.63% | 10.72% | -6.62% | 21.83% |
| 2023 | 2.38% | 6.35% | -2.27% | -1.34% | -3.65% | 7.31% | 5.99% | 15.05% |
Benchmark Metrics
VictoryShares Free Cash Flow ETF has an annualized alpha of 7.58%, beta of 0.81, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since June 22, 2023.
- This ETF captured 107.66% of S&P 500 Index gains but only 85.87% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 7.58% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 7.58%
- Beta
- 0.81
- R²
- 0.57
- Upside Capture
- 107.66%
- Downside Capture
- 85.87%
Expense Ratio
VFLO has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VFLO ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for VictoryShares Free Cash Flow ETF (VFLO) 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.
| VFLO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.85 | 2.78 | +2.06 |
| Martin ratioReturn relative to average drawdown | 16.19 | 12.44 | +3.75 |
Dividends
Dividend History
VictoryShares Free Cash Flow ETF provided a 1.16% dividend yield over the last twelve months, with an annual payout of $0.53 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.53 | $0.63 | $0.41 | $0.20 |
Dividend yield | 1.16% | 1.60% | 1.20% | 0.71% |
Monthly Dividends
The table displays the monthly dividend distributions for VictoryShares 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 | $0.00 | $0.00 | $0.05 | $0.03 | $0.01 | $0.05 | $0.14 | ||||||
| 2025 | $0.01 | $0.05 | $0.06 | $0.04 | $0.00 | $0.08 | $0.02 | $0.01 | $0.15 | $0.04 | $0.03 | $0.15 | $0.63 |
| 2024 | $0.01 | $0.03 | $0.06 | $0.01 | $0.02 | $0.06 | $0.01 | $0.02 | $0.06 | $0.02 | $0.01 | $0.10 | $0.41 |
| 2023 | $0.00 | $0.02 | $0.05 | $0.04 | $0.02 | $0.07 | $0.20 |
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 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 Free Cash Flow ETF was 17.79%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current VictoryShares Free Cash Flow ETF drawdown is 5.86%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -17.79%Apr 2025 | 4mo 12d | 4mo 16d | 8mo 28dNov 2024 - Aug 2025 |
2023 pullback2023 | -8.36%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 |
2026 pullback2026 | -6.44%Jun 2026 | 8d | — | 21d 7hJun 2026 - now |
2024 pullback2024 | -6.42%Aug 2024 | 7d | 16d | 23dJul 2024 - Aug 2024 |
2024 pullback2024 | -6.23%Jul 2024 | 3mo 5d | 11d | 3mo 16dApr 2024 - Jul 2024 |
Drawdown Indicators
| VFLO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -56.78% | +38.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.44% | -9.10% | +2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -17.79% | -18.90% | +1.11% |
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 | -5.86% | -1.80% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -2.45% | -10.71% | +8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.03% | -0.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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