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CDC vs. GMMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDC vs. GMMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) and iShares Government Money Market ETF (GMMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDC achieves a 10.57% return, which is significantly higher than GMMF's 1.47% return.


CDC

1D
-0.57%
1M
-0.39%
YTD
10.57%
6M
10.29%
1Y
18.16%
3Y*
11.97%
5Y*
5.08%
10Y*
10.03%

GMMF

1D
0.02%
1M
0.28%
YTD
1.47%
6M
1.75%
1Y
3.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDC vs. GMMF - Yearly Performance Comparison


Correlation

The correlation between CDC and GMMF is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

-0.05

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Return for Risk

CDC vs. GMMF — Risk / Return Rank

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

CDC
CDC Risk / Return Rank: 5858
Overall Rank
CDC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CDC Sortino Ratio Rank: 5858
Sortino Ratio Rank
CDC Omega Ratio Rank: 5050
Omega Ratio Rank
CDC Calmar Ratio Rank: 6565
Calmar Ratio Rank
CDC Martin Ratio Rank: 6363
Martin Ratio Rank

GMMF
GMMF Risk / Return Rank: 100100
Overall Rank
GMMF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GMMF Sortino Ratio Rank: 100100
Sortino Ratio Rank
GMMF Omega Ratio Rank: 100100
Omega Ratio Rank
GMMF Calmar Ratio Rank: 100100
Calmar Ratio Rank
GMMF Martin Ratio Rank: 100100
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.

CDC vs. GMMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) and iShares Government Money Market ETF (GMMF). 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.


CDCGMMFDifference
Sharpe ratioReturn per unit of total volatility

-15.65

Sortino ratioReturn per unit of downside risk

-83.79

Omega ratioGain probability vs. loss probability

1.32

24.81

-23.49

Calmar ratioReturn relative to maximum drawdown

3.22

129.87

-126.65

Martin ratioReturn relative to average drawdown

11.37

1,318.32

-1,306.95

CDC vs. GMMF - Sharpe Ratio Comparison

The current CDC Sharpe Ratio is 1.87, which is lower than the GMMF Sharpe Ratio of 17.52. The chart below compares the historical Sharpe Ratios of CDC and GMMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CDCGMMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

17.52

-15.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

16.34

-15.59

Drawdowns

CDC vs. GMMF - Drawdown Comparison

The maximum CDC drawdown since its inception was -21.37%, which is greater than GMMF's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for CDC and GMMF.


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Drawdown Indicators


CDCGMMFDifference

Max Drawdown

Largest peak-to-trough decline

-21.37%

-0.03%

-21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-0.03%

-5.64%

Max Drawdown (3Y)

Largest decline over 3 years

-12.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

Current Drawdown

Current decline from peak

-2.20%

0.00%

-2.20%

Average Drawdown

Average peak-to-trough decline

-5.09%

-0.00%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

0.00%

+1.60%

Volatility

CDC vs. GMMF - Volatility Comparison

VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) has a higher volatility of 2.66% compared to iShares Government Money Market ETF (GMMF) at 0.06%. This indicates that CDC's price experiences larger fluctuations and is considered to be riskier than GMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDCGMMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

0.06%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.84%

0.14%

+6.70%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

0.22%

+9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

0.24%

+12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

0.24%

+12.97%

CDC vs. GMMF - Expense Ratio Comparison

CDC has a 0.37% expense ratio, which is higher than GMMF's 0.20% expense ratio.


Dividends

CDC vs. GMMF - Dividend Comparison

CDC's dividend yield for the trailing twelve months is around 3.18%, less than GMMF's 3.67% yield.


PositionTTM20252024202320222021202020192018201720162015
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
3.18%3.36%3.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%
GMMF
iShares Government Money Market ETF
3.67%3.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CDC and GMMF have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDC has higher volatility (2.66%) compared to GMMF (0.06%). In terms of maximum drawdown, CDC dropped -21.37% vs GMMF's -0.03%.

On 1-year performance, CDC leads with 18.16% vs 3.87% for GMMF. On fees, GMMF is cheaper at 0.20% per year. On volatility, GMMF has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CDC has performed better with a 18.16% return vs 3.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMMF is cheaper with a 0.20% expense ratio, compared with 0.37% for CDC.

GMMF has the higher dividend yield at 3.67%, compared with 3.18% for CDC.

CDC is categorized as Large Cap Value Equities, while GMMF is Money Market. They also come from different issuers: Crestview and iShares. Their fees differ too: 0.37% for CDC and 0.20% for GMMF.

GMMF currently has the higher Sharpe Ratio (17.52 vs 1.87), 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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