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GFLW vs. SCHB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFLW vs. SCHB - Performance Comparison

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

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GFLW vs. SCHB - Yearly Performance Comparison


2026 (YTD)20252024
GFLW
VictoryShares Free Cash Flow Growth ETF
-6.62%18.40%-6.12%
SCHB
Schwab U.S. Broad Market ETF
-4.05%16.94%-3.88%

Returns By Period

In the year-to-date period, GFLW achieves a -6.62% return, which is significantly lower than SCHB's -4.05% return.


GFLW

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

SCHB

1D
2.91%
1M
-4.99%
YTD
-4.05%
6M
-1.80%
1Y
17.96%
3Y*
17.85%
5Y*
10.52%
10Y*
13.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFLW vs. SCHB - Expense Ratio Comparison

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


Return for Risk

GFLW vs. SCHB — 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

SCHB
SCHB Risk / Return Rank: 6565
Overall Rank
SCHB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHB Omega Ratio Rank: 6565
Omega Ratio Rank
SCHB Calmar Ratio Rank: 6464
Calmar Ratio Rank
SCHB Martin Ratio Rank: 7474
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. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Free Cash Flow Growth ETF (GFLW) and Schwab U.S. Broad Market ETF (SCHB). 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.


GFLWSCHBDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.98

-0.12

Sortino ratio

Return per unit of downside risk

1.37

1.50

-0.13

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.40

1.51

-0.11

Martin ratio

Return relative to average drawdown

4.72

7.15

-2.43

GFLW vs. SCHB - Sharpe Ratio Comparison

The current GFLW Sharpe Ratio is 0.87, which is comparable to the SCHB Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GFLW and SCHB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GFLWSCHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.98

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.78

-0.66

Correlation

The correlation between GFLW and SCHB 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. SCHB - Dividend Comparison

GFLW's dividend yield for the trailing twelve months is around 0.02%, less than SCHB's 1.18% 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%
SCHB
Schwab U.S. Broad Market ETF
1.18%1.11%1.24%1.40%1.61%1.21%1.63%1.80%2.00%1.65%1.86%2.00%

Drawdowns

GFLW vs. SCHB - Drawdown Comparison

The maximum GFLW drawdown since its inception was -24.14%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for GFLW and SCHB.


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Drawdown Indicators


GFLWSCHBDifference

Max Drawdown

Largest peak-to-trough decline

-24.14%

-35.27%

+11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-12.22%

-2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

Current Drawdown

Current decline from peak

-11.10%

-6.26%

-4.84%

Average Drawdown

Average peak-to-trough decline

-4.97%

-4.15%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.58%

+1.86%

Volatility

GFLW vs. SCHB - Volatility Comparison

VictoryShares Free Cash Flow Growth ETF (GFLW) has a higher volatility of 7.97% compared to Schwab U.S. Broad Market ETF (SCHB) at 5.48%. This indicates that GFLW's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFLWSCHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

5.48%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

9.75%

+5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

24.54%

18.33%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.06%

17.25%

+7.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.06%

18.30%

+6.76%