Correlation
The correlation between DVAL and VFLO is 0.68, 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.
DVAL vs. VFLO
Compare and contrast key facts about BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and Victoryshares Free Cash Flow ETF (VFLO).
DVAL and VFLO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVAL is an actively managed fund by BrandywineGLOBAL. It was launched on Oct 31, 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVAL or VFLO.
Performance
DVAL vs. VFLO - Performance Comparison
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Key characteristics
DVAL:
0.48
VFLO:
0.55
DVAL:
0.77
VFLO:
0.87
DVAL:
1.10
VFLO:
1.12
DVAL:
0.44
VFLO:
0.57
DVAL:
1.42
VFLO:
2.03
DVAL:
5.62%
VFLO:
5.02%
DVAL:
17.52%
VFLO:
19.74%
DVAL:
-18.11%
VFLO:
-17.79%
DVAL:
-6.45%
VFLO:
-6.87%
Returns By Period
In the year-to-date period, DVAL achieves a 1.38% return, which is significantly higher than VFLO's -0.11% return.
DVAL
1.38%
4.84%
-6.45%
6.47%
N/A
N/A
N/A
VFLO
-0.11%
3.14%
-6.72%
8.61%
N/A
N/A
N/A
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DVAL vs. VFLO - Expense Ratio Comparison
DVAL has a 0.49% expense ratio, which is higher than VFLO's 0.39% expense ratio.
Risk-Adjusted Performance
DVAL vs. VFLO — Risk-Adjusted Performance Rank
DVAL
VFLO
DVAL vs. VFLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) 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
DVAL vs. VFLO - Dividend Comparison
DVAL's dividend yield for the trailing twelve months is around 2.78%, more than VFLO's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF | 2.78% | 2.82% | 1.16% | 13.13% |
VFLO Victoryshares Free Cash Flow ETF | 1.31% | 1.20% | 0.71% | 0.00% |
Drawdowns
DVAL vs. VFLO - Drawdown Comparison
The maximum DVAL drawdown since its inception was -18.11%, roughly equal to the maximum VFLO drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for DVAL and VFLO.
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Volatility
DVAL vs. VFLO - Volatility Comparison
The current volatility for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) is 4.41%, while Victoryshares Free Cash Flow ETF (VFLO) has a volatility of 5.72%. This indicates that DVAL 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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