VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) Sharpe Ratio: 2.64

VSMV's Sharpe Ratio of 2.64 indicates that for each unit of volatility, it generates 2.64 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VSMV Sharpe Ratio Rank

Exceptional

VSMV ranks above 84.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Suitable as a core holding given strong risk-adjusted returns
Monitor rank changes to detect deteriorating return-to-volatility profile
Exceptional Sharpe ratio supports larger position sizes
Compare with category peers to assess whether strength is investment-specific or category-wide

VSMV Sharpe Ratio Market Positioning

The chart shows VSMV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.86 or lower
Yellow zone (middle 50%): 0.86 to 2.31
Green zone (top 25%): 2.31 or higher
Top 1%: 7.41+
Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares VictoryShares US Multi-Factor Minimum Volatility ETF's Sharpe Ratio with other ETFs in the Volatility Hedged Equity, Multi-factor category across multiple time periods, showing how VSMV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

Symbol	Name	1Y Sharpe Ratio
LVHI	Franklin International Low Volatility High Dividend Index ETF	3.34
FLLV	Franklin Liberty U.S. Low Volatility ETF	2.90
VFMF	Vanguard U.S. Multifactor ETF	2.79
MFUS	PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	2.73
VSMV	VictoryShares US Multi-Factor Minimum Volatility ETF	2.64
MFEM	PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF	2.35
QVML	Invesco S&P 500 QVM Multi-factor ETF	2.22
QVMS	Invesco S&P SmallCap 600 QVM Multi-factor ETF	2.10
AAVM	Alpha Architect Global Factor Equity ETF	2.09
PALC	Pacer Lunt Large Cap Multi-Factor Alternator ETF	1.96

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows VSMV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VSMV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does VSMV fit in your portfolio?

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