PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CFO vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CFO vs. VTI

Last updated Jun 4, 2026

CFO (VictoryShares US 500 Enhanced Volatility Weighted ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - CFO tracks the Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, CFO returned 9.36%/yr vs 15.05%/yr for VTI. Their correlation of 0.90 suggests significant overlap in exposure. CFO charges 0.35%/yr vs 0.03%/yr for VTI.

Performance

CFO vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CFO achieves a 6.66% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, CFO has underperformed VTI with an annualized return of 9.36%, while VTI has yielded a comparatively higher 15.05% annualized 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%

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CFO vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CFO
VictoryShares US 500 Enhanced Volatility Weighted ETF		6.66%8.60%15.37%-3.56%-14.46%26.02%19.84%21.64%-8.81%22.65%
VTI
Vanguard Total Stock Market ETF		11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between CFO and VTI is 0.78, 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

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2014

0.90

The correlation between CFO and VTI shifts across timeframes, from 0.78 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

CFO vs. VTI - Sectors Allocation Comparison

Sectors
CFO
VTI

Industrials

18.4%
9.8%

Financial Services

18.3%
12.0%

Technology

14.9%
33.5%

Consumer Cyclical

9.8%
10.0%

Healthcare

9.5%
9.2%

Utilities

9.0%
2.3%

Consumer Defensive

6.8%
4.7%

Energy

5.5%
3.7%

Basic Materials

3.6%
2.0%

Communication Services

3.6%
10.3%

Real Estate

0.5%
2.4%

Industrials

CFO
18.4%
VTI
9.8%

Financial Services

CFO
18.3%
VTI
12.0%

Technology

CFO
14.9%
VTI
33.5%

Consumer Cyclical

CFO
9.8%
VTI
10.0%

Healthcare

CFO
9.5%
VTI
9.2%

Utilities

CFO
9.0%
VTI
2.3%

Consumer Defensive

CFO
6.8%
VTI
4.7%

Energy

CFO
5.5%
VTI
3.7%

Basic Materials

CFO
3.6%
VTI
2.0%

Communication Services

CFO
3.6%
VTI
10.3%

Real Estate

CFO
0.5%
VTI
2.4%

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

Vanguard Total Stock Market ETF

Often compared with CFO:
CFO vs. CFACFO vs. VOOCFO vs. BDGSCFO vs. CDCCFO vs. SPLVCFO vs. FNCMXCFO vs. VFLO
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

CFO vs. VTI — 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
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and Vanguard Total Stock Market ETF (VTI). 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.

CFOVTIDifference
Sharpe ratioReturn per unit of total volatility
1.27
2.33

-1.06

Sortino ratioReturn per unit of downside risk
1.88
3.18

-1.30

Omega ratioGain probability vs. loss probability

1.22

1.42

-0.19

Calmar ratioReturn relative to maximum drawdown

1.92

3.17

-1.25

Martin ratioReturn relative to average drawdown

7.10

14.62

-7.52

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. VTI - Sharpe Ratio Comparison

The current CFO Sharpe Ratio is 1.27, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of CFO and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

CFOVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.33

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.73

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.82

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.51

+0.14

Drawdowns

CFO vs. VTI - Drawdown Comparison

The maximum CFO drawdown since its inception was -24.35%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CFO and VTI.

Loading charts...

Drawdown Indicators

CFOVTIDifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-55.45%

+31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-8.92%

+1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

-19.30%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-25.36%

+1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-24.35%

-35.00%

+10.65%

Current Drawdown

Current decline from peak

-0.30%

-0.72%

+0.42%

Average Drawdown

Average peak-to-trough decline

-5.62%

-8.03%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.93%

-0.01%

Volatility

CFO vs. VTI - Volatility Comparison

The current volatility for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) is 2.42%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.96%. This indicates that CFO experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

CFOVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

2.96%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

9.13%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

12.17%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.32%

17.40%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.27%

18.30%

-5.03%

CFO vs. VTI - Expense Ratio Comparison

CFO has a 0.35% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

CFO vs. VTI - Dividend Comparison

CFO's dividend yield for the trailing twelve months is around 1.24%, more than VTI's 1.01% 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%
VTI
Vanguard Total Stock Market ETF		1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

CFO and VTI have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (2.96%) compared to CFO (2.42%). In terms of maximum drawdown, CFO dropped -24.35% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.05% vs 9.36% for CFO. On fees, VTI is cheaper at 0.03% per year. On volatility, CFO has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.05% return vs 9.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.35% for CFO.

CFO has the higher dividend yield at 1.24%, compared with 1.01% for VTI.

CFO tracks Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: VictoryShares and Vanguard. Their fees differ too: 0.35% for CFO and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 vs 1.27), 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.

Portfolio Optimizer

Find the right allocation for CFO and VTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer