DCPE vs. VFLO
DCPE (DoubleLine Shiller CAPE US Equities ETF) and VFLO (VictoryShares Free Cash Flow ETF) are both Large Cap Value Equities funds - DCPE tracks the Shiller Barclays CAPE US Sector Index while VFLO tracks the Victory U.S. Large Cap Free Cash Flow Index. Both are passively managed. Over the past 3 years, DCPE returned 11.25%/yr vs 25.26%/yr for VFLO. Their 0.66 correlation means they have sometimes moved together and sometimes differently. DCPE charges 0.65%/yr vs 0.39%/yr for VFLO.
Performance
DCPE vs. VFLO - Performance Comparison
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Returns By Period
In the year-to-date period, DCPE achieves a 2.91% return, which is significantly lower than VFLO's 27.47% return.
DCPE
- 1D
- 0.61%
- 1M
- 0.04%
- 6M
- 0.68%
- YTD
- 2.91%
- 1Y
- 6.82%
- 3Y*
- 11.25%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.88%
VFLO
- 1D
- 0.52%
- 1M
- 6.44%
- 6M
- 26.76%
- YTD
- 27.47%
- 1Y
- 47.53%
- 3Y*
- 25.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $487.88K | $462.19K | $933.98K | |
| $87.61M | $73.14M | $52.34M |
DCPE vs. VFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DCPE DoubleLine Shiller CAPE US Equities ETF | 2.91% | 9.10% | 14.40% | 12.03% |
VFLO VictoryShares Free Cash Flow ETF | 27.47% | 17.51% | 21.83% | 15.05% |
Correlation
The correlation between DCPE and VFLO is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2023 | 0.66 |
The correlation between DCPE and VFLO has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
DCPE vs. VFLO — Risk / Return Rank
DCPE
VFLO
DCPE vs. VFLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller CAPE US Equities ETF (DCPE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DCPE | VFLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.55 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 7.41 | -6.70 |
| Martin ratioReturn relative to average drawdown | 2.50 | 24.91 | -22.41 |
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Drawdowns
DCPE vs. VFLO - Drawdown Comparison
The maximum DCPE drawdown since its inception was -22.07%, which is greater than VFLO's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for DCPE and VFLO.
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Drawdown Indicators
| DCPE | VFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.07% | -17.79% | -4.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -6.44% | -3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.32% | -17.79% | +3.47% |
Current DrawdownCurrent decline from peak | -0.67% | -0.44% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -2.43% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 1.91% | +0.83% |
Volatility
DCPE vs. VFLO - Volatility Comparison
DoubleLine Shiller CAPE US Equities ETF (DCPE) has a higher volatility of 4.46% compared to VictoryShares Free Cash Flow ETF (VFLO) at 3.87%. This indicates that DCPE's price experiences larger fluctuations and is considered to be riskier than VFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCPE | VFLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 3.87% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 12.12% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 15.41% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 15.97% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 15.97% | +0.87% |
DCPE vs. VFLO - Expense Ratio Comparison
DCPE has a 0.65% expense ratio, which is higher than VFLO's 0.39% expense ratio.
Dividends
DCPE vs. VFLO - Dividend Comparison
DCPE's dividend yield for the trailing twelve months is around 1.37%, more than VFLO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DCPE DoubleLine Shiller CAPE US Equities ETF | 1.37% | 1.39% | 1.23% | 1.01% | 0.80% |
VFLO VictoryShares Free Cash Flow ETF | 1.07% | 1.60% | 1.20% | 0.71% | 0.00% |
Frequently Asked Questions
DCPE and VFLO have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCPE has higher volatility (4.46%) compared to VFLO (3.87%). In terms of maximum drawdown, DCPE dropped -22.07% vs VFLO's -17.79%.
On 3-year performance, VFLO leads with 25.26% vs 11.25% for DCPE. On fees, VFLO is cheaper at 0.39% per year. On volatility, VFLO has been the lower-risk option at 3.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VFLO has performed better with a 25.26% return vs 11.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VFLO is cheaper with a 0.39% expense ratio, compared with 0.65% for DCPE.
DCPE has the higher dividend yield at 1.37%, compared with 1.07% for VFLO.
DCPE tracks Shiller Barclays CAPE US Sector Index, while VFLO tracks Victory U.S. Large Cap Free Cash Flow Index. They also come from different issuers: DoubleLine and Victory. Their fees differ too: 0.65% for DCPE and 0.39% for VFLO.
VFLO currently has the higher Sharpe Ratio (3.11 vs 0.59), 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.
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