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CFO vs. FTIF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFO vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

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CFO vs. FTIF - Yearly Performance Comparison


2026 (YTD)202520242023
CFO
VictoryShares US 500 Enhanced Volatility Weighted ETF
0.78%8.60%15.37%2.11%
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
19.63%7.79%0.50%12.52%

Returns By Period

In the year-to-date period, CFO achieves a 0.78% return, which is significantly lower than FTIF's 19.63% return.


CFO

1D
1.81%
1M
-5.28%
YTD
0.78%
6M
1.17%
1Y
9.73%
3Y*
7.64%
5Y*
3.82%
10Y*
8.98%

FTIF

1D
0.42%
1M
1.49%
YTD
19.63%
6M
23.49%
1Y
32.50%
3Y*
12.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFO vs. FTIF - Expense Ratio Comparison

CFO has a 0.35% expense ratio, which is lower than FTIF's 0.60% expense ratio.


Return for Risk

CFO vs. FTIF — Risk / Return Rank

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

CFO
CFO Risk / Return Rank: 3636
Overall Rank
CFO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CFO Sortino Ratio Rank: 3333
Sortino Ratio Rank
CFO Omega Ratio Rank: 3434
Omega Ratio Rank
CFO Calmar Ratio Rank: 3535
Calmar Ratio Rank
CFO Martin Ratio Rank: 4343
Martin Ratio Rank

FTIF
FTIF Risk / Return Rank: 7878
Overall Rank
FTIF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTIF Omega Ratio Rank: 7979
Omega Ratio Rank
FTIF Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTIF Martin Ratio Rank: 8282
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.

CFO vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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.


CFOFTIFDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.42

-0.80

Sortino ratio

Return per unit of downside risk

0.97

2.00

-1.03

Omega ratio

Gain probability vs. loss probability

1.14

1.31

-0.17

Calmar ratio

Return relative to maximum drawdown

0.90

1.93

-1.03

Martin ratio

Return relative to average drawdown

4.12

9.48

-5.36

CFO vs. FTIF - Sharpe Ratio Comparison

The current CFO Sharpe Ratio is 0.62, which is lower than the FTIF Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CFO and FTIF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFOFTIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.42

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.69

-0.07

Correlation

The correlation between CFO and FTIF is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CFO vs. FTIF - Dividend Comparison

CFO's dividend yield for the trailing twelve months is around 1.34%, more than FTIF's 1.17% yield.


TTM20252024202320222021202020192018201720162015
CFO
VictoryShares US 500 Enhanced Volatility Weighted ETF
1.34%1.32%1.44%1.72%3.95%1.06%0.90%1.44%1.49%1.18%1.35%1.31%
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.17%1.45%2.88%1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CFO vs. FTIF - Drawdown Comparison

The maximum CFO drawdown since its inception was -24.35%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for CFO and FTIF.


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Drawdown Indicators


CFOFTIFDifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-27.83%

+3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-17.27%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.35%

Current Drawdown

Current decline from peak

-5.42%

-0.57%

-4.85%

Average Drawdown

Average peak-to-trough decline

-5.68%

-6.28%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.51%

-0.92%

Volatility

CFO vs. FTIF - Volatility Comparison

VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) have volatilities of 4.20% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFOFTIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.25%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

11.64%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

22.96%

-7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

19.28%

-5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.27%

19.28%

-6.01%