GFLW vs. UITB
GFLW (VictoryShares Free Cash Flow Growth ETF) and UITB (VictoryShares Core Intermediate Bond ETF) are both exchange-traded funds - GFLW is a Large Cap Growth Equities fund tracking the Victory Free Cash Flow Growth Index, while UITB is a Intermediate Core Bond fund actively managed by Victory. GFLW is passively managed, while UITB is actively managed. Over the past year, GFLW returned 24.12% vs 2.23% for UITB. Their 0.20 correlation means their historical movements had little consistent relationship. GFLW charges 0.39%/yr vs 0.38%/yr for UITB.
Performance
GFLW vs. UITB - Performance Comparison
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Returns By Period
In the year-to-date period, GFLW achieves a 18.70% return, which is significantly higher than UITB's 0.01% return.
GFLW
- 1D
- 3.04%
- 1M
- 1.00%
- 6M
- 22.07%
- YTD
- 18.70%
- 1Y
- 24.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.30%
UITB
- 1D
- 0.32%
- 1M
- -0.64%
- 6M
- -0.04%
- YTD
- 0.01%
- 1Y
- 2.23%
- 3Y*
- 4.46%
- 5Y*
- 0.15%
- 10Y*
- —
- ALL TIME*
- 2.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.89M | $5.71M | $3.71M | |
| $8.08M | $6.52M | $6.73M |
GFLW vs. UITB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GFLW VictoryShares Free Cash Flow Growth ETF | 18.70% | 18.40% | -5.88% |
UITB VictoryShares Core Intermediate Bond ETF | 0.01% | 7.32% | -1.32% |
Correlation
The correlation between GFLW and UITB is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.20 |
The correlation between GFLW and UITB shifts across timeframes, from 0.20 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GFLW vs. UITB — Risk / Return Rank
GFLW
UITB
GFLW vs. UITB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares Free Cash Flow Growth ETF (GFLW) and VictoryShares Core Intermediate Bond ETF (UITB). 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.
| GFLW | UITB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.11 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.80 | +0.82 |
| Martin ratioReturn relative to average drawdown | 5.11 | 2.01 | +3.10 |
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Drawdowns
GFLW vs. UITB - Drawdown Comparison
The maximum GFLW drawdown since its inception was -24.14%, which is greater than UITB's maximum drawdown of -17.02%. Use the drawdown chart below to compare losses from any high point for GFLW and UITB.
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Drawdown Indicators
| GFLW | UITB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.14% | -17.02% | -7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -2.80% | -12.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.88% | — |
Current DrawdownCurrent decline from peak | -2.50% | -1.77% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -4.29% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 1.11% | +3.62% |
Volatility
GFLW vs. UITB - Volatility Comparison
VictoryShares Free Cash Flow Growth ETF (GFLW) has a higher volatility of 6.51% compared to VictoryShares Core Intermediate Bond ETF (UITB) at 1.03%. This indicates that GFLW's price experiences larger fluctuations and is considered to be riskier than UITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFLW | UITB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 1.03% | +5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.64% | 2.84% | +14.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 3.51% | +18.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.91% | 5.66% | +19.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.91% | 4.96% | +19.95% |
GFLW vs. UITB - Expense Ratio Comparison
GFLW has a 0.39% expense ratio, which is higher than UITB's 0.38% expense ratio.
Dividends
GFLW vs. UITB - Dividend Comparison
GFLW has not paid dividends to shareholders, while UITB's dividend yield for the trailing twelve months is around 4.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GFLW VictoryShares Free Cash Flow Growth ETF | 0.00% | 0.02% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UITB VictoryShares Core Intermediate Bond ETF | 4.23% | 4.04% | 3.89% | 3.14% | 2.32% | 1.95% | 2.79% | 3.01% | 2.99% | 0.50% |
Frequently Asked Questions
GFLW and UITB have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFLW has higher volatility (6.51%) compared to UITB (1.03%). In terms of maximum drawdown, GFLW dropped -24.14% vs UITB's -17.02%.
On 1-year performance, GFLW leads with 24.12% vs 2.23% for UITB. On fees, UITB is cheaper at 0.38% per year. On volatility, UITB has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GFLW has performed better with a 24.12% return vs 2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
UITB is cheaper with a 0.38% expense ratio, compared with 0.39% for GFLW.
UITB has the higher dividend yield at 4.23%, compared with 0.00% for GFLW.
GFLW is categorized as Large Cap Growth Equities, while UITB is Intermediate Core Bond. Their fees differ too: 0.39% for GFLW and 0.38% for UITB.
GFLW currently has the higher Sharpe Ratio (1.12 vs 0.64), 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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