Correlation
The correlation between CFO and VFLO is 0.70, 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.
CFO vs. VFLO
Compare and contrast key facts about VictoryShares US 500 Enhanced Volatility Wtd ETF (CFO) and Victoryshares Free Cash Flow ETF (VFLO).
CFO and VFLO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CFO is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index. It was launched on Jul 2, 2014. VFLO is a passively managed fund by VictoryShares that tracks the performance of the Victory U.S. Large Cap Free Cash Flow Index. It was launched on Jun 21, 2023. Both CFO and VFLO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFO or VFLO.
Performance
CFO vs. VFLO - Performance Comparison
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Key characteristics
CFO:
0.64
VFLO:
0.59
CFO:
0.82
VFLO:
0.86
CFO:
1.11
VFLO:
1.12
CFO:
0.49
VFLO:
0.56
CFO:
1.70
VFLO:
2.00
CFO:
4.92%
VFLO:
5.00%
CFO:
16.68%
VFLO:
19.77%
CFO:
-24.36%
VFLO:
-17.79%
CFO:
-5.38%
VFLO:
-6.73%
Returns By Period
In the year-to-date period, CFO achieves a 1.31% return, which is significantly higher than VFLO's 0.04% return.
CFO
1.31%
4.03%
-5.05%
10.51%
2.30%
8.07%
8.13%
VFLO
0.04%
2.67%
-6.27%
11.48%
N/A
N/A
N/A
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CFO vs. VFLO - Expense Ratio Comparison
CFO has a 0.35% expense ratio, which is lower than VFLO's 0.39% expense ratio.
Risk-Adjusted Performance
CFO vs. VFLO — Risk-Adjusted Performance Rank
CFO
VFLO
CFO vs. VFLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Wtd ETF (CFO) and Victoryshares Free Cash Flow ETF (VFLO). 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.
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Dividends
CFO vs. VFLO - Dividend Comparison
CFO's dividend yield for the trailing twelve months is around 1.33%, more than VFLO's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFO VictoryShares US 500 Enhanced Volatility Wtd ETF | 1.33% | 1.44% | 1.72% | 3.94% | 1.06% | 0.90% | 1.45% | 1.49% | 1.18% | 1.35% | 1.31% | 0.50% |
VFLO Victoryshares Free Cash Flow ETF | 1.31% | 1.20% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CFO vs. VFLO - Drawdown Comparison
The maximum CFO drawdown since its inception was -24.36%, which is greater than VFLO's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for CFO and VFLO.
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Volatility
CFO vs. VFLO - Volatility Comparison
The current volatility for VictoryShares US 500 Enhanced Volatility Wtd ETF (CFO) is 4.65%, while Victoryshares Free Cash Flow ETF (VFLO) has a volatility of 5.74%. This indicates that CFO experiences smaller price fluctuations and is considered to be less risky than VFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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