PortfoliosLab logoPortfoliosLab logo
GFLW vs. ILCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFLW vs. ILCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Free Cash Flow Growth ETF (GFLW) and iShares Morningstar U.S. Equity ETF (ILCB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GFLW vs. ILCB - Yearly Performance Comparison


2026 (YTD)20252024
GFLW
VictoryShares Free Cash Flow Growth ETF
-6.62%18.40%-6.12%
ILCB
iShares Morningstar U.S. Equity ETF
-4.57%17.70%-3.63%

Returns By Period

In the year-to-date period, GFLW achieves a -6.62% return, which is significantly lower than ILCB's -4.57% return.


GFLW

1D
4.52%
1M
-5.02%
YTD
-6.62%
6M
-8.32%
1Y
21.19%
3Y*
5Y*
10Y*

ILCB

1D
2.92%
1M
-4.96%
YTD
-4.57%
6M
-2.23%
1Y
17.62%
3Y*
18.30%
5Y*
11.15%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GFLW vs. ILCB - Expense Ratio Comparison

GFLW has a 0.39% expense ratio, which is higher than ILCB's 0.03% expense ratio.


Return for Risk

GFLW vs. ILCB — Risk / Return Rank

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

GFLW
GFLW Risk / Return Rank: 4949
Overall Rank
GFLW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GFLW Sortino Ratio Rank: 4949
Sortino Ratio Rank
GFLW Omega Ratio Rank: 4747
Omega Ratio Rank
GFLW Calmar Ratio Rank: 5353
Calmar Ratio Rank
GFLW Martin Ratio Rank: 4848
Martin Ratio Rank

ILCB
ILCB Risk / Return Rank: 6262
Overall Rank
ILCB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 5858
Sortino Ratio Rank
ILCB Omega Ratio Rank: 6363
Omega Ratio Rank
ILCB Calmar Ratio Rank: 6262
Calmar Ratio Rank
ILCB Martin Ratio Rank: 7171
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.

GFLW vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Free Cash Flow Growth ETF (GFLW) and iShares Morningstar U.S. Equity ETF (ILCB). 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.


GFLWILCBDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.96

-0.09

Sortino ratio

Return per unit of downside risk

1.37

1.47

-0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.40

1.51

-0.11

Martin ratio

Return relative to average drawdown

4.72

7.11

-2.39

GFLW vs. ILCB - Sharpe Ratio Comparison

The current GFLW Sharpe Ratio is 0.87, which is comparable to the ILCB Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GFLW and ILCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GFLWILCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.96

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.60

-0.48

Correlation

The correlation between GFLW and ILCB is 0.89, 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.


Dividends

GFLW vs. ILCB - Dividend Comparison

GFLW's dividend yield for the trailing twelve months is around 0.02%, less than ILCB's 1.13% yield.


TTM20252024202320222021202020192018201720162015
GFLW
VictoryShares Free Cash Flow Growth ETF
0.02%0.02%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILCB
iShares Morningstar U.S. Equity ETF
1.13%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%

Drawdowns

GFLW vs. ILCB - Drawdown Comparison

The maximum GFLW drawdown since its inception was -24.14%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for GFLW and ILCB.


Loading graphics...

Drawdown Indicators


GFLWILCBDifference

Max Drawdown

Largest peak-to-trough decline

-24.14%

-51.53%

+27.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-12.07%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-11.10%

-6.44%

-4.66%

Average Drawdown

Average peak-to-trough decline

-4.97%

-6.28%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.57%

+1.87%

Volatility

GFLW vs. ILCB - Volatility Comparison

VictoryShares Free Cash Flow Growth ETF (GFLW) has a higher volatility of 7.97% compared to iShares Morningstar U.S. Equity ETF (ILCB) at 5.34%. This indicates that GFLW's price experiences larger fluctuations and is considered to be riskier than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GFLWILCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

5.34%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

9.62%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.54%

18.41%

+6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.06%

17.13%

+7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.06%

18.14%

+6.92%