VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

The chart shows the growth of an initial investment of $10,000 in VictoryShares US Multi-Factor Minimum Volatility ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) has returned 2.63% so far this year and 18.57% over the past 12 months.

Based on dividend-adjusted daily data since Jun 22, 2017, VSMV's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, your investment would double in approximately 5.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Oct 2022 with a return of +10.3%, while the worst month was Feb 2020 at -10.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VSMV closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +7.1%, while the worst single day was Mar 12, 2020 at -9.7%.

VictoryShares US Multi-Factor Minimum Volatility ETF has an annualized alpha of 3.24%, beta of 0.70, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 23, 2017.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.58%) than losses (76.80%) — typical of diversified or defensive assets.
• This ETF generated an annualized alpha of 3.24% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.70 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

VSMV has an expense ratio of 0.35%, placing it in the medium range.

VSMV ranks 77 for risk / return — better than 77% 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.

The table below present risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and compare them to a chosen benchmark (S&P 500 Index).

VictoryShares US Multi-Factor Minimum Volatility ETF provided a 1.40% dividend yield over the last twelve months, with an annual payout of $0.79 per share.

The table displays the monthly dividend distributions for VictoryShares US Multi-Factor Minimum Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the VictoryShares US Multi-Factor Minimum Volatility 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 US Multi-Factor Minimum Volatility ETF was 31.33%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.

The current VictoryShares US Multi-Factor Minimum Volatility ETF drawdown is 3.84%.

The chart below shows the rolling one-month volatility.