PortfoliosLab logoPortfoliosLab logo
ISIN
US92647N6913
CUSIP
92647N691
Issuer
Crestview
Inception Date
Jun 22, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq Victory Multi-Factor Minimum Volatility Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$156M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

VSMV Performance Chart

VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) is up 8.2% since the beginning of the year. VSMV is currently trading at $59 per share. Investors who bought $1,000 worth of VSMV shares 5 years ago would now be looking at an investment worth $1,719.


Loading charts...

S&P 500 Index

Returns By Period

VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) has returned 8.20% so far this year and 24.37% over the past 12 months.


VictoryShares US Multi-Factor Minimum Volatility ETF

1D
0.12%
1M
-1.78%
YTD
8.20%
6M
7.86%
1Y
24.37%
3Y*
15.97%
5Y*
11.45%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSMV Monthly Returns History

Based on dividend-adjusted daily data since Jun 22, 2017, VSMV's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.17%3.46%-3.84%4.01%2.39%-1.02%8.20%
20252.40%0.80%-2.08%-0.33%1.38%1.10%0.01%5.43%3.69%0.27%1.86%1.28%16.77%
20241.82%3.01%2.85%-4.59%4.06%1.55%3.40%2.81%0.91%-1.48%5.83%-4.81%15.79%
20231.84%-2.20%2.25%2.34%-2.03%5.36%1.50%-1.73%-2.76%-0.22%5.39%2.39%12.34%
2022-4.75%-1.73%5.97%-5.28%0.84%-7.29%4.60%-2.99%-6.76%10.32%5.02%-4.01%-7.56%
2021-0.49%-0.10%6.81%3.29%1.77%1.15%2.81%2.40%-4.49%4.78%-0.45%6.11%25.66%

Benchmark Metrics

VictoryShares US Multi-Factor Minimum Volatility ETF has an annualized alpha of 2.72%, beta of 0.70, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since June 22, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.86%) than losses (76.69%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.72% 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.

Alpha
2.72%
Beta
0.70
0.76
Upside Capture
76.86%
Downside Capture
76.69%

Expense Ratio

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


Return for Risk

Risk / Return Rank

VSMV ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VSMV Risk / Return Rank: 8686
Overall Rank
VSMV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VSMV Sortino Ratio Rank: 8888
Sortino Ratio Rank
VSMV Omega Ratio Rank: 8383
Omega Ratio Rank
VSMV Calmar Ratio Rank: 8787
Calmar Ratio Rank
VSMV Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) 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.


VSMVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.48

1.37

+0.11

Calmar ratioReturn relative to maximum drawdown

4.72

2.78

+1.94

Martin ratioReturn relative to average drawdown

17.61

12.44

+5.18

Dividends

Dividend History

VictoryShares US Multi-Factor Minimum Volatility ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.81$0.75$0.65$0.75$0.76$0.57$0.68$0.66$0.65$0.31

Dividend yield

1.37%1.35%1.36%1.77%1.99%1.36%2.01%2.00%2.42%1.11%

Monthly Dividends

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.02$0.03$0.10$0.06$0.04$0.11$0.36
2025$0.01$0.03$0.07$0.07$0.02$0.09$0.08$0.03$0.10$0.07$0.03$0.14$0.75
2024$0.02$0.02$0.10$0.06$0.02$0.09$0.04$0.02$0.09$0.05$0.02$0.12$0.65
2023$0.01$0.07$0.08$0.05$0.04$0.10$0.02$0.05$0.07$0.09$0.02$0.14$0.75
2022$0.00$0.06$0.08$0.02$0.04$0.12$0.05$0.04$0.09$0.06$0.06$0.14$0.76
2021$0.00$0.04$0.07$0.06$0.04$0.03$0.03$0.05$0.06$0.05$0.05$0.09$0.57

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.


Loading charts...

Worst Drawdowns

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 2.02%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-31.33%Mar 2020
1mo 3d8mo 28d
10mo 1dFeb 2020 - Dec 2020
Bear market2022
-17.96%Sep 2022
5mo 22d9mo 24d
1y 3moApr 2022 - Jul 2023
Rate-hike selloffLate 2018
-15.89%Dec 2018
2mo 21d4mo
6mo 21dOct 2018 - Apr 2019
2025 selloff2025
-13.22%Apr 2025
4mo 12d3mo 16d
7mo 28dNov 2024 - Jul 2025
Bear market2022
-9.28%Feb 2022
1mo 25d1mo 3d
2mo 28dDec 2021 - Mar 2022

Drawdown Indicators


VSMVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.33%

-56.78%

+25.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-9.10%

+3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.22%

-18.90%

+5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-25.43%

+7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.02%

-1.80%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.40%

-10.71%

+7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.03%

-0.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with VSMV

Add VictoryShares US Multi-Factor Minimum Volatility ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with VSMV