Correlation
The correlation between VFLO and FCFY is 0.71, 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.
VFLO vs. FCFY
Compare and contrast key facts about Victoryshares Free Cash Flow ETF (VFLO) and First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY).
VFLO and FCFY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FCFY is a passively managed fund by First Trust that tracks the performance of the S&P 500 Sector-Neutral FCF Index - Benchmark TR Gross. It was launched on Aug 22, 2023. Both VFLO and FCFY 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: VFLO or FCFY.
Performance
VFLO vs. FCFY - Performance Comparison
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Key characteristics
VFLO:
0.55
FCFY:
0.37
VFLO:
0.87
FCFY:
0.69
VFLO:
1.12
FCFY:
1.10
VFLO:
0.57
FCFY:
0.38
VFLO:
2.03
FCFY:
1.41
VFLO:
5.02%
FCFY:
5.80%
VFLO:
19.74%
FCFY:
21.49%
VFLO:
-17.79%
FCFY:
-21.36%
VFLO:
-6.87%
FCFY:
-7.37%
Returns By Period
In the year-to-date period, VFLO achieves a -0.11% return, which is significantly higher than FCFY's -1.80% return.
VFLO
-0.11%
3.14%
-6.72%
8.61%
N/A
N/A
N/A
FCFY
-1.80%
4.92%
-6.95%
6.48%
N/A
N/A
N/A
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VFLO vs. FCFY - Expense Ratio Comparison
VFLO has a 0.39% expense ratio, which is lower than FCFY's 0.60% expense ratio.
Risk-Adjusted Performance
VFLO vs. FCFY — Risk-Adjusted Performance Rank
VFLO
FCFY
VFLO vs. FCFY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoryshares Free Cash Flow ETF (VFLO) and First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY). 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
VFLO vs. FCFY - Dividend Comparison
VFLO's dividend yield for the trailing twelve months is around 1.31%, less than FCFY's 1.91% yield.
| TTM | 2024 | 2023 | |
|---|---|---|---|
VFLO Victoryshares Free Cash Flow ETF | 1.31% | 1.20% | 0.71% |
FCFY First Trust S&P 500 Diversified Free Cash Flow ETF | 1.91% | 1.77% | 0.73% |
Drawdowns
VFLO vs. FCFY - Drawdown Comparison
The maximum VFLO drawdown since its inception was -17.79%, smaller than the maximum FCFY drawdown of -21.36%. Use the drawdown chart below to compare losses from any high point for VFLO and FCFY.
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Volatility
VFLO vs. FCFY - Volatility Comparison
The current volatility for Victoryshares Free Cash Flow ETF (VFLO) is 5.72%, while First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) has a volatility of 6.96%. This indicates that VFLO experiences smaller price fluctuations and is considered to be less risky than FCFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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