CCFE vs. VFVA

Last updated Jul 14, 2026

CCFE (Concourse Capital Focused Equity ETF) and VFVA (Vanguard U.S. Value Factor ETF) are both Mid Cap Value Equities funds. Both are actively managed. Over the past year, CCFE returned 2.73% vs 27.35% for VFVA. A 0.74 correlation means they provide meaningful diversification when combined. CCFE charges 0.95%/yr vs 0.13%/yr for VFVA.

Performance

CCFE vs. VFVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Concourse Capital Focused Equity ETF (CCFE) and Vanguard U.S. Value Factor ETF (VFVA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCFE achieves a 0.63% return, which is significantly lower than VFVA's 16.13% return.

CCFE

• 1D: -1.09%
• 1M: -5.78%
• 6M: -5.32%
• YTD: 0.63%
• 1Y: 2.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFVA

• 1D: 0.74%
• 1M: 2.85%
• 6M: 12.23%
• YTD: 16.13%
• 1Y: 27.35%
• 3Y*: 17.24%
• 5Y*: 11.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCFE vs. VFVA - Yearly Performance Comparison

	2026 (YTD)	2025
CCFE Concourse Capital Focused Equity ETF	0.63%	6.24%
VFVA Vanguard U.S. Value Factor ETF	16.13%	14.52%

Correlation

The correlation between CCFE and VFVA is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025	0.74

The correlation between CCFE and VFVA has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.

Return for Risk

CCFE vs. VFVA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCFE

CCFE Risk / Return Rank: 11
CCFE Sharpe Ratio Rank: 11
CCFE Sortino Ratio Rank: 11
CCFE Omega Ratio Rank: 11
CCFE Calmar Ratio Rank: 11
CCFE Martin Ratio Rank: 11

VFVA

VFVA Risk / Return Rank: 73
VFVA Sharpe Ratio Rank: 72
VFVA Sortino Ratio Rank: 75
VFVA Omega Ratio Rank: 69
VFVA Calmar Ratio Rank: 78
VFVA Martin Ratio Rank: 71

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.

CCFE vs. VFVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Concourse Capital Focused Equity ETF (CCFE) and Vanguard U.S. Value Factor ETF (VFVA). 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.

	CCFE	VFVA	Difference
Sharpe ratio: Return per unit of total volatility	0.11	1.83	-1.71
Sortino ratio: Return per unit of downside risk	0.35	2.67	-2.31
Omega ratio: Gain probability vs. loss probability	1.04	1.32	-0.29
Calmar ratio: Return relative to maximum drawdown	0.13	3.21	-3.08
Martin ratio: Return relative to average drawdown	0.29	10.27	-9.98

CCFE vs. VFVA - Sharpe Ratio Comparison

The current CCFE Sharpe Ratio is 0.11, which is lower than the VFVA Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of CCFE and VFVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CCFE vs. VFVA - Drawdown Comparison

The maximum CCFE drawdown since its inception was -21.15%, smaller than the maximum VFVA drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for CCFE and VFVA.

Drawdown Indicators

	CCFE	VFVA	Difference
Max Drawdown Largest peak-to-trough decline	-21.15%	-48.58%	+27.43%
Max Drawdown (1Y) Largest decline over 1 year	-21.15%	-8.55%	-12.60%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.07%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.07%	—
Current Drawdown Current decline from peak	-15.91%	0.00%	-15.91%
Average Drawdown Average peak-to-trough decline	-7.16%	-7.28%	+0.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.51%	2.67%	+6.84%

Volatility

CCFE vs. VFVA - Volatility Comparison

Concourse Capital Focused Equity ETF (CCFE) has a higher volatility of 6.56% compared to Vanguard U.S. Value Factor ETF (VFVA) at 4.10%. This indicates that CCFE's price experiences larger fluctuations and is considered to be riskier than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCFE	VFVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.56%	4.10%	+2.46%
Volatility (6M) Calculated over the trailing 6-month period	18.72%	10.01%	+8.71%
Volatility (1Y) Calculated over the trailing 1-year period	24.53%	15.07%	+9.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.23%	20.09%	+4.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.23%	24.25%	-0.02%

CCFE vs. VFVA - Expense Ratio Comparison

CCFE has a 0.95% expense ratio, which is higher than VFVA's 0.13% expense ratio.

Dividends

CCFE vs. VFVA - Dividend Comparison

CCFE's dividend yield for the trailing twelve months is around 0.02%, less than VFVA's 1.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CCFE Concourse Capital Focused Equity ETF	0.02%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFVA Vanguard U.S. Value Factor ETF	1.82%	2.13%	2.40%	2.45%	2.21%	1.68%	2.04%	2.08%	1.65%

Frequently Asked Questions

Can I hold both CCFE and VFVA in my portfolio?

CCFE and VFVA have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCFE or VFVA?

CCFE has higher volatility (6.56%) compared to VFVA (4.10%). In terms of maximum drawdown, CCFE dropped -21.15% vs VFVA's -48.58%.

Which ETF is better, CCFE or VFVA?

On 1-year performance, VFVA leads with 27.35% vs 2.73% for CCFE. On fees, VFVA is cheaper at 0.13% per year. On volatility, VFVA has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CCFE or VFVA?

Over the 1-year period, VFVA has performed better with a 27.35% return vs 2.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CCFE or VFVA?

VFVA is cheaper with a 0.13% expense ratio, compared with 0.95% for CCFE.

Which ETF pays a higher dividend yield, CCFE or VFVA?

VFVA has the higher dividend yield at 1.82%, compared with 0.02% for CCFE.

What is the main difference between CCFE and VFVA?

They also come from different issuers: Concourse Capital and Vanguard. Their fees differ too: 0.95% for CCFE and 0.13% for VFVA.

Which has better risk-adjusted returns?

VFVA currently has the higher Sharpe Ratio (1.83 vs 0.11), 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.