BRNY vs. VSMV
BRNY (Burney U.S. Factor Rotation ETF) and VSMV (VictoryShares US Multi-Factor Minimum Volatility ETF) are both Multi-factor funds. BRNY is actively managed, while VSMV is passively managed. Over the past 3 years, BRNY returned 26.89%/yr vs 15.90%/yr for VSMV. Their 0.72 correlation means they have sometimes moved together and sometimes differently. BRNY charges 0.79%/yr vs 0.35%/yr for VSMV.
Performance
BRNY vs. VSMV - Performance Comparison
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Returns By Period
In the year-to-date period, BRNY achieves a 17.70% return, which is significantly higher than VSMV's 9.73% return.
BRNY
- 1D
- 0.11%
- 1M
- 1.01%
- 6M
- 17.29%
- YTD
- 17.70%
- 1Y
- 30.27%
- 3Y*
- 26.89%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 25.58%
VSMV
- 1D
- -0.34%
- 1M
- 1.24%
- 6M
- 5.72%
- YTD
- 9.73%
- 1Y
- 23.96%
- 3Y*
- 15.90%
- 5Y*
- 10.74%
- 10Y*
- —
- ALL TIME*
- 12.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.02M | $933.73K | $1.33M | |
| $250.47K | $290.68K | $270.17K |
BRNY vs. VSMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 17.70% | 22.02% | 28.84% | 22.36% | 5.16% |
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF | 9.73% | 16.77% | 15.79% | 12.34% | 6.49% |
Correlation
The correlation between BRNY and VSMV is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022 | 0.72 |
The correlation between BRNY and VSMV shifts across timeframes, from 0.58 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRNY vs. VSMV — Risk / Return Rank
BRNY
VSMV
BRNY vs. VSMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BRNY | VSMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 4.64 | -1.39 |
| Martin ratioReturn relative to average drawdown | 12.14 | 16.41 | -4.28 |
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Drawdowns
BRNY vs. VSMV - Drawdown Comparison
The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum VSMV drawdown of -31.33%. Use the drawdown chart below to compare losses from any high point for BRNY and VSMV.
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Drawdown Indicators
| BRNY | VSMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -31.33% | +12.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -5.18% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -13.22% | -5.92% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.96% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.02% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -3.38% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.46% | +1.04% |
Volatility
BRNY vs. VSMV - Volatility Comparison
Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 5.31% compared to VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) at 3.37%. This indicates that BRNY's price experiences larger fluctuations and is considered to be riskier than VSMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRNY | VSMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 3.37% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 7.00% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 9.45% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 12.90% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 14.97% | +2.23% |
BRNY vs. VSMV - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is higher than VSMV's 0.35% expense ratio.
Dividends
BRNY vs. VSMV - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.20%, less than VSMV's 1.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.20% | 0.30% | 0.23% | 0.68% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF | 1.31% | 1.35% | 1.36% | 1.77% | 1.99% | 1.36% | 2.01% | 2.00% | 2.42% | 1.11% |
Frequently Asked Questions
BRNY and VSMV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRNY has higher volatility (5.31%) compared to VSMV (3.37%). In terms of maximum drawdown, BRNY dropped -19.14% vs VSMV's -31.33%.
On 3-year performance, BRNY leads with 26.89% vs 15.90% for VSMV. On fees, VSMV is cheaper at 0.35% per year. On volatility, VSMV has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BRNY has performed better with a 26.89% return vs 15.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VSMV is cheaper with a 0.35% expense ratio, compared with 0.79% for BRNY.
VSMV has the higher dividend yield at 1.31%, compared with 0.20% for BRNY.
They also come from different issuers: Burney and Crestview. Their fees differ too: 0.79% for BRNY and 0.35% for VSMV.
VSMV currently has the higher Sharpe Ratio (2.55 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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