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CSA vs. FNCMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSA and FNCMX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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Performance

CSA vs. FNCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Small Cap Volatility Wtd ETF (CSA) and Fidelity NASDAQ Composite Index Fund (FNCMX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%OctoberNovemberDecember2025FebruaryMarch
-0.04%
7.31%
CSA
FNCMX

Key characteristics

Sharpe Ratio

CSA:

0.57

FNCMX:

0.84

Sortino Ratio

CSA:

0.97

FNCMX:

1.20

Omega Ratio

CSA:

1.12

FNCMX:

1.16

Calmar Ratio

CSA:

0.92

FNCMX:

1.20

Martin Ratio

CSA:

2.35

FNCMX:

4.15

Ulcer Index

CSA:

4.36%

FNCMX:

3.80%

Daily Std Dev

CSA:

17.93%

FNCMX:

18.86%

Max Drawdown

CSA:

-42.40%

FNCMX:

-55.71%

Current Drawdown

CSA:

-11.09%

FNCMX:

-8.96%

Returns By Period

In the year-to-date period, CSA achieves a -2.86% return, which is significantly higher than FNCMX's -4.89% return.


CSA

YTD

-2.86%

1M

-5.49%

6M

-1.24%

1Y

8.94%

5Y*

12.58%

10Y*

N/A

FNCMX

YTD

-4.89%

1M

-6.45%

6M

3.87%

1Y

13.44%

5Y*

16.33%

10Y*

14.53%

*Annualized

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CSA vs. FNCMX - Expense Ratio Comparison

CSA has a 0.35% expense ratio, which is higher than FNCMX's 0.29% expense ratio.


Expense ratio chart for CSA: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for FNCMX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

CSA vs. FNCMX — Risk-Adjusted Performance Rank

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

CSA
The Risk-Adjusted Performance Rank of CSA is 3333
Overall Rank
The Sharpe Ratio Rank of CSA is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of CSA is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CSA is 2828
Omega Ratio Rank
The Calmar Ratio Rank of CSA is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CSA is 3333
Martin Ratio Rank

FNCMX
The Risk-Adjusted Performance Rank of FNCMX is 5757
Overall Rank
The Sharpe Ratio Rank of FNCMX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCMX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FNCMX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FNCMX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FNCMX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSA vs. FNCMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap Volatility Wtd ETF (CSA) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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.


The chart of Sharpe ratio for CSA, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.005.000.410.76
The chart of Sortino ratio for CSA, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.731.11
The chart of Omega ratio for CSA, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.15
The chart of Calmar ratio for CSA, currently valued at 0.58, compared to the broader market0.005.0010.0015.000.581.09
The chart of Martin ratio for CSA, currently valued at 1.64, compared to the broader market0.0020.0040.0060.0080.00100.001.643.72
CSA
FNCMX

The current CSA Sharpe Ratio is 0.57, which is lower than the FNCMX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CSA and FNCMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.41
0.76
CSA
FNCMX

Dividends

CSA vs. FNCMX - Dividend Comparison

CSA's dividend yield for the trailing twelve months is around 1.46%, more than FNCMX's 0.64% yield.


TTM20242023202220212020201920182017201620152014
CSA
VictoryShares US Small Cap Volatility Wtd ETF
1.48%1.45%1.23%1.42%1.25%1.30%1.35%1.44%1.05%1.01%0.52%0.00%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.64%0.61%0.67%0.88%0.47%0.67%0.97%0.94%0.70%0.91%0.89%0.80%

Drawdowns

CSA vs. FNCMX - Drawdown Comparison

The maximum CSA drawdown since its inception was -42.40%, smaller than the maximum FNCMX drawdown of -55.71%. Use the drawdown chart below to compare losses from any high point for CSA and FNCMX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-12.60%
-9.29%
CSA
FNCMX

Volatility

CSA vs. FNCMX - Volatility Comparison

The current volatility for VictoryShares US Small Cap Volatility Wtd ETF (CSA) is 4.59%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 5.88%. This indicates that CSA experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2025FebruaryMarch
4.59%
5.88%
CSA
FNCMX

User Portfolios with CSA or FNCMX


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-1%
YTD
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