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CFO vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CFO vs. IFLO

Last updated Jun 4, 2026

CFO (VictoryShares US 500 Enhanced Volatility Weighted ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both exchange-traded funds - CFO is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index, while IFLO is a Foreign Large Cap Equities fund managed by VictoryShares. A 0.66 correlation means they provide meaningful diversification when combined. CFO charges 0.35%/yr vs 0.56%/yr for IFLO.

Performance

CFO vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CFO achieves a 6.66% return, which is significantly lower than IFLO's 19.31% return.

CFO

1D
-0.30%
1M
1.87%
YTD
6.66%
6M
6.96%
1Y
13.59%
3Y*
10.44%
5Y*
3.88%
10Y*
9.36%

IFLO

1D
-0.67%
1M
5.90%
YTD
19.31%
6M
21.20%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CFO vs. IFLO - Yearly Performance Comparison

2026 (YTD)2025
CFO
VictoryShares US 500 Enhanced Volatility Weighted ETF		6.66%5.28%
IFLO
VictoryShares International Free Cash Flow ETF		19.31%12.93%

Correlation

The correlation between CFO and IFLO is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.66

CFO vs. IFLO - Sectors Allocation Comparison

Sectors
CFO
IFLO

Industrials

18.4%
18.9%

Financial Services

18.3%
0.9%

Technology

14.9%
18.1%

Consumer Cyclical

9.8%
14.0%

Healthcare

9.5%
12.6%

Utilities

9.0%
1.2%

Consumer Defensive

6.8%
2.9%

Energy

5.5%
13.6%

Basic Materials

3.6%
11.6%

Communication Services

3.6%
6.2%

Real Estate

0.5%
0.0%

Industrials

CFO
18.4%
IFLO
18.9%

Financial Services

CFO
18.3%
IFLO
0.9%

Technology

CFO
14.9%
IFLO
18.1%

Consumer Cyclical

CFO
9.8%
IFLO
14.0%

Healthcare

CFO
9.5%
IFLO
12.6%

Utilities

CFO
9.0%
IFLO
1.2%

Consumer Defensive

CFO
6.8%
IFLO
2.9%

Energy

CFO
5.5%
IFLO
13.6%

Basic Materials

CFO
3.6%
IFLO
11.6%

Communication Services

CFO
3.6%
IFLO
6.2%

Real Estate

CFO
0.5%
IFLO
0.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VictoryShares US 500 Enhanced Volatility Weighted ETF

VictoryShares International Free Cash Flow ETF

Often compared with CFO:
CFO vs. CFACFO vs. VOOCFO vs. BDGSCFO vs. CDCCFO vs. SPLVCFO vs. FNCMXCFO vs. VFLO
Often compared with IFLO:
IFLO vs. ABIIFLO vs. GLOWIFLO vs. EFASIFLO vs. FDTIFLO vs. AVDVIFLO vs. CFAIFLO vs. BUFI

Return for Risk

CFO vs. IFLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CFO
CFO Risk / Return Rank: 3838
Overall Rank
CFO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CFO Sortino Ratio Rank: 3636
Sortino Ratio Rank
CFO Omega Ratio Rank: 3434
Omega Ratio Rank
CFO Calmar Ratio Rank: 3939
Calmar Ratio Rank
CFO Martin Ratio Rank: 4444
Martin Ratio Rank
IFLO
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. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

CFOIFLODifference
Sharpe ratioReturn per unit of total volatility
1.27

—

—

Sortino ratioReturn per unit of downside risk
1.88

—

—

Omega ratioGain probability vs. loss probability

1.22

—

—

Calmar ratioReturn relative to maximum drawdown

1.92

—

—

Martin ratioReturn relative to average drawdown

7.10

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CFO vs. IFLO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

CFOIFLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

2.67

-2.02

Drawdowns

CFO vs. IFLO - Drawdown Comparison

The maximum CFO drawdown since its inception was -24.35%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for CFO and IFLO.

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Drawdown Indicators

CFOIFLODifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-6.44%

-17.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

—

—

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

-0.30%

-0.67%

+0.37%

Average Drawdown

Average peak-to-trough decline

-5.62%

-1.22%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

—

—

Volatility

CFO vs. IFLO - Volatility Comparison

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Volatility by Period

CFOIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

14.16%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.32%

14.16%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.27%

14.16%

-0.89%

CFO vs. IFLO - Expense Ratio Comparison

CFO has a 0.35% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

CFO vs. IFLO - Dividend Comparison

CFO's dividend yield for the trailing twelve months is around 1.24%, more than IFLO's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
CFO
VictoryShares US 500 Enhanced Volatility Weighted ETF		1.24%1.32%1.44%1.72%3.95%1.06%0.90%1.44%1.49%1.18%1.35%1.31%
IFLO
VictoryShares International Free Cash Flow ETF		1.03%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CFO and IFLO have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CFO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CFO is cheaper with a 0.35% expense ratio, compared with 0.56% for IFLO.

CFO has the higher dividend yield at 1.24%, compared with 1.03% for IFLO.

CFO is categorized as Large Cap Blend Equities, while IFLO is Foreign Large Cap Equities. Their fees differ too: 0.35% for CFO and 0.56% for IFLO.

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