OSEA vs. IFLO

Last updated Aug 2, 2026

OSEA (Harbor International Compounders ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. OSEA is actively managed, while IFLO is passively managed. Over the past year, OSEA returned 9.18% vs 36.91% for IFLO. Their 0.74 correlation means they have sometimes moved together and sometimes differently. OSEA charges 0.55%/yr vs 0.56%/yr for IFLO.

Performance

OSEA vs. IFLO - Performance Comparison

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

Returns By Period

In the year-to-date period, OSEA achieves a 0.69% return, which is significantly lower than IFLO's 22.59% return.

OSEA

• 1D: -0.44%
• 1M: 0.49%
• 6M: 0.27%
• YTD: 0.69%
• 1Y: 9.18%
• 3Y*: 7.19%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.41%

IFLO

• 1D: -1.73%
• 1M: 3.06%
• 6M: 17.38%
• YTD: 22.59%
• 1Y: 36.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 34.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IFLO VictoryShares International Free Cash Flow ETF	$595.85K	$548.57K	$406.06K
OSEA Harbor International Compounders ETF	$1.60M	$1.39M	$1.57M

OSEA vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
OSEA Harbor International Compounders ETF	0.69%	6.57%
IFLO VictoryShares International Free Cash Flow ETF	22.59%	13.12%

Correlation

The correlation between OSEA and IFLO is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.73
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.74

The correlation between OSEA and IFLO has been stable across timeframes, ranging from 0.73 to 0.74 - a consistent structural relationship.

OSEA vs. IFLO - Sectors Allocation Comparison

Sectors	OSEA	IFLO
Technology	18.9%	16.8%
Industrials	16.2%	17.8%
Financial Services	15.3%	0.8%
Healthcare	11.6%	12.7%
Consumer Defensive	9.6%	6.7%
Consumer Cyclical	5.6%	10.8%
Basic Materials	5.3%	13.8%
Utilities	3.5%	0.8%
Communication Services	3.1%	5.3%
Energy	-	14.4%
Real Estate	-	0.0%

Return for Risk

OSEA vs. IFLO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OSEA

OSEA Risk / Return Rank: 25
OSEA Sharpe Ratio Rank: 24
OSEA Sortino Ratio Rank: 23
OSEA Omega Ratio Rank: 22
OSEA Calmar Ratio Rank: 25
OSEA Martin Ratio Rank: 29

IFLO

IFLO Risk / Return Rank: 94
IFLO Sharpe Ratio Rank: 94
IFLO Sortino Ratio Rank: 93
IFLO Omega Ratio Rank: 92
IFLO Calmar Ratio Rank: 96
IFLO Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OSEA vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

	OSEA	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	0.53	2.57	-2.03
Sortino ratio: Return per unit of downside risk	0.85	3.60	-2.75
Omega ratio: Gain probability vs. loss probability	1.10	1.45	-0.35
Calmar ratio: Return relative to maximum drawdown	0.75	5.73	-4.98
Martin ratio: Return relative to average drawdown	2.45	19.78	-17.32

OSEA vs. IFLO - Sharpe Ratio Comparison

The current OSEA Sharpe Ratio is 0.53, which is lower than the IFLO Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of OSEA and IFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OSEA vs. IFLO - Drawdown Comparison

The maximum OSEA drawdown since its inception was -18.14%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for OSEA and IFLO.

Drawdown Indicators

	OSEA	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-6.44%	-11.70%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-6.44%	-4.64%
Max Drawdown (3Y) Largest decline over 3 years	-18.14%	—	—
Current Drawdown Current decline from peak	-3.12%	-1.73%	-1.39%
Average Drawdown Average peak-to-trough decline	-3.84%	-1.29%	-2.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	1.86%	+1.53%

Volatility

OSEA vs. IFLO - Volatility Comparison

Harbor International Compounders ETF (OSEA) and VictoryShares International Free Cash Flow ETF (IFLO) have volatilities of 4.22% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OSEA	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	4.10%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	13.00%	12.32%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	15.68%	14.41%	+1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.61%	14.59%	+2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.61%	14.59%	+2.02%

OSEA vs. IFLO - Expense Ratio Comparison

OSEA has a 0.55% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

OSEA vs. IFLO - Dividend Comparison

OSEA's dividend yield for the trailing twelve months is around 1.23%, less than IFLO's 1.52% yield.

Position	TTM	2025	2024	2023	2022
IFLO VictoryShares International Free Cash Flow ETF	1.52%	0.73%	0.00%	0.00%	0.00%
OSEA Harbor International Compounders ETF	1.23%	1.24%	0.51%	0.65%	0.11%

Frequently Asked Questions

Can I hold both OSEA and IFLO in my portfolio?

OSEA and IFLO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OSEA or IFLO?

OSEA has higher volatility (4.22%) compared to IFLO (4.10%). In terms of maximum drawdown, OSEA dropped -18.14% vs IFLO's -6.44%.

Which ETF is better, OSEA or IFLO?

On 1-year performance, IFLO leads with 36.91% vs 9.18% for OSEA. On fees, OSEA is cheaper at 0.55% per year. On volatility, IFLO has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OSEA or IFLO?

Over the 1-year period, IFLO has performed better with a 36.91% return vs 9.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OSEA or IFLO?

OSEA is cheaper with a 0.55% expense ratio, compared with 0.56% for IFLO.

Which ETF pays a higher dividend yield, OSEA or IFLO?

IFLO has the higher dividend yield at 1.52%, compared with 1.23% for OSEA.

What is the main difference between OSEA and IFLO?

They also come from different issuers: Harbor and VictoryShares. Their fees differ too: 0.55% for OSEA and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.57 vs 0.53), 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.