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IFLO vs. CFO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFLO vs. CFO

Last updated Jun 24, 2026

IFLO (VictoryShares International Free Cash Flow ETF) and CFO (VictoryShares US 500 Enhanced Volatility Weighted ETF) are both exchange-traded funds - IFLO is a Foreign Large Cap Equities fund managed by VictoryShares, while CFO is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index. A 0.65 correlation means they provide meaningful diversification when combined. IFLO charges 0.56%/yr vs 0.35%/yr for CFO.

Performance

IFLO vs. CFO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares International Free Cash Flow ETF (IFLO) and VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IFLO achieves a 17.61% return, which is significantly higher than CFO's 7.47% return.

IFLO

1D
-1.40%
1M
0.95%
YTD
17.61%
6M
17.01%
1Y
—
3Y*
—
5Y*
—
10Y*
—

CFO

1D
-0.21%
1M
1.25%
YTD
7.47%
6M
6.58%
1Y
14.21%
3Y*
10.51%
5Y*
4.21%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFLO vs. CFO - Yearly Performance Comparison

2026 (YTD)2025
IFLO
VictoryShares International Free Cash Flow ETF		17.61%13.12%
CFO
VictoryShares US 500 Enhanced Volatility Weighted ETF		7.47%6.17%

Correlation

The correlation between IFLO and CFO is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.65

IFLO vs. CFO - Sectors Allocation Comparison

Sectors
IFLO
CFO

Technology

21.5%
17.1%

Industrials

18.1%
18.1%

Consumer Cyclical

13.8%
9.6%

Energy

12.1%
5.1%

Healthcare

11.7%
9.6%

Basic Materials

11.3%
3.6%

Communication Services

6.7%
3.6%

Consumer Defensive

2.8%
6.7%

Financial Services

1.1%
17.8%

Utilities

1.0%
8.5%

Real Estate

0.0%
0.4%

Technology

IFLO
21.5%
CFO
17.1%

Industrials

IFLO
18.1%
CFO
18.1%

Consumer Cyclical

IFLO
13.8%
CFO
9.6%

Energy

IFLO
12.1%
CFO
5.1%

Healthcare

IFLO
11.7%
CFO
9.6%

Basic Materials

IFLO
11.3%
CFO
3.6%

Communication Services

IFLO
6.7%
CFO
3.6%

Consumer Defensive

IFLO
2.8%
CFO
6.7%

Financial Services

IFLO
1.1%
CFO
17.8%

Utilities

IFLO
1.0%
CFO
8.5%

Real Estate

IFLO
0.0%
CFO
0.4%

Compare stocks, funds, or ETFs

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

VictoryShares International Free Cash Flow ETF

VictoryShares US 500 Enhanced Volatility Weighted ETF

Often compared with IFLO:
IFLO vs. ABIIFLO vs. GLOWIFLO vs. EFASIFLO vs. CFAIFLO vs. FDTIFLO vs. AVDVIFLO vs. FID
Often compared with CFO:
CFO vs. CFACFO vs. VOOCFO vs. BDGSCFO vs. SPLVCFO vs. VFLOCFO vs. CDCCFO vs. FNCMX

Return for Risk

IFLO vs. CFO — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CFO
CFO Risk / Return Rank: 4242
Overall Rank
CFO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CFO Sortino Ratio Rank: 4141
Sortino Ratio Rank
CFO Omega Ratio Rank: 3737
Omega Ratio Rank
CFO Calmar Ratio Rank: 4343
Calmar Ratio Rank
CFO Martin Ratio Rank: 4747
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.

IFLO vs. CFO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Free Cash Flow ETF (IFLO) and VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO). 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.

IFLOCFODifference
Sharpe ratioReturn per unit of total volatility

—

1.31

—

Sortino ratioReturn per unit of downside risk

—

1.93

—

Omega ratioGain probability vs. loss probability

—

1.23

—

Calmar ratioReturn relative to maximum drawdown

—

2.01

—

Martin ratioReturn relative to average drawdown

—

7.42

—

IFLO vs. CFO - Sharpe Ratio Comparison

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Drawdowns

IFLO vs. CFO - Drawdown Comparison

The maximum IFLO drawdown since its inception was -6.44%, smaller than the maximum CFO drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for IFLO and CFO.

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Drawdown Indicators

IFLOCFODifference

Max Drawdown

Largest peak-to-trough decline

-6.44%

-24.35%

+17.91%

Max Drawdown (1Y)

Largest decline over 1 year

—

-7.10%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-17.25%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.35%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.35%

—

Current Drawdown

Current decline from peak

-2.81%

-1.05%

-1.76%

Average Drawdown

Average peak-to-trough decline

-1.23%

-5.60%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

1.92%

—

Volatility

IFLO vs. CFO - Volatility Comparison

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Volatility by Period

IFLOCFODifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.02%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

8.03%

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

10.91%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

13.33%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

13.23%

+1.53%

IFLO vs. CFO - Expense Ratio Comparison

IFLO has a 0.56% expense ratio, which is higher than CFO's 0.35% expense ratio.

Dividends

IFLO vs. CFO - Dividend Comparison

IFLO's dividend yield for the trailing twelve months is around 1.50%, more than CFO's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
CFO
VictoryShares US 500 Enhanced Volatility Weighted ETF		1.25%1.32%1.44%1.72%3.95%1.06%0.90%1.44%1.49%1.18%1.35%1.31%
IFLO
VictoryShares International Free Cash Flow ETF		1.50%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IFLO and CFO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CFO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CFO is cheaper with a 0.35% expense ratio, compared with 0.56% for IFLO.

IFLO has the higher dividend yield at 1.50%, compared with 1.25% for CFO.

IFLO is categorized as Foreign Large Cap Equities, while CFO is Large Cap Blend Equities. Their fees differ too: 0.56% for IFLO and 0.35% for CFO.

Portfolio Optimizer

Find the right allocation for IFLO and CFO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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