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QVOY vs. VSMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QVOY vs. VSMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Q3 All-Season Active Rotation ETF (QVOY) and VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV). The values are adjusted to include any dividend payments, if applicable.

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QVOY vs. VSMV - Yearly Performance Comparison


2026 (YTD)2025202420232022
QVOY
Q3 All-Season Active Rotation ETF
3.75%16.45%1.55%17.19%-0.53%
VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF
2.92%16.77%15.79%12.34%-1.85%

Returns By Period

In the year-to-date period, QVOY achieves a 3.75% return, which is significantly higher than VSMV's 2.92% return.


QVOY

1D
-0.61%
1M
-7.13%
YTD
3.75%
6M
6.00%
1Y
25.40%
3Y*
12.48%
5Y*
10Y*

VSMV

1D
0.28%
1M
-3.52%
YTD
2.92%
6M
6.10%
1Y
18.74%
3Y*
15.36%
5Y*
11.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QVOY vs. VSMV - Expense Ratio Comparison

QVOY has a 1.30% expense ratio, which is higher than VSMV's 0.35% expense ratio.


Return for Risk

QVOY vs. VSMV — Risk / Return Rank

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

QVOY
QVOY Risk / Return Rank: 7575
Overall Rank
QVOY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QVOY Sortino Ratio Rank: 7171
Sortino Ratio Rank
QVOY Omega Ratio Rank: 7171
Omega Ratio Rank
QVOY Calmar Ratio Rank: 8282
Calmar Ratio Rank
QVOY Martin Ratio Rank: 7676
Martin Ratio Rank

VSMV
VSMV Risk / Return Rank: 7575
Overall Rank
VSMV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VSMV Sortino Ratio Rank: 7676
Sortino Ratio Rank
VSMV Omega Ratio Rank: 7575
Omega Ratio Rank
VSMV Calmar Ratio Rank: 6767
Calmar Ratio Rank
VSMV Martin Ratio Rank: 8282
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.

QVOY vs. VSMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Q3 All-Season Active Rotation ETF (QVOY) and VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV). 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.


QVOYVSMVDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.40

+0.02

Sortino ratio

Return per unit of downside risk

1.90

2.02

-0.12

Omega ratio

Gain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratio

Return relative to maximum drawdown

2.63

1.81

+0.82

Martin ratio

Return relative to average drawdown

9.04

9.72

-0.68

QVOY vs. VSMV - Sharpe Ratio Comparison

The current QVOY Sharpe Ratio is 1.43, which is comparable to the VSMV Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of QVOY and VSMV, 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


QVOYVSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.40

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.78

-0.02

Correlation

The correlation between QVOY and VSMV is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QVOY vs. VSMV - Dividend Comparison

QVOY's dividend yield for the trailing twelve months is around 8.97%, more than VSMV's 1.39% yield.


TTM202520242023202220212020201920182017
QVOY
Q3 All-Season Active Rotation ETF
8.97%9.30%10.88%6.03%0.46%0.00%0.00%0.00%0.00%0.00%
VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF
1.39%1.35%1.36%1.77%1.99%1.36%2.01%2.00%2.42%1.11%

Drawdowns

QVOY vs. VSMV - Drawdown Comparison

The maximum QVOY drawdown since its inception was -17.05%, smaller than the maximum VSMV drawdown of -31.33%. Use the drawdown chart below to compare losses from any high point for QVOY and VSMV.


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Drawdown Indicators


QVOYVSMVDifference

Max Drawdown

Largest peak-to-trough decline

-17.05%

-31.33%

+14.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-10.43%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

Current Drawdown

Current decline from peak

-7.52%

-3.57%

-3.95%

Average Drawdown

Average peak-to-trough decline

-3.78%

-3.46%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

1.95%

+0.87%

Volatility

QVOY vs. VSMV - Volatility Comparison

Q3 All-Season Active Rotation ETF (QVOY) has a higher volatility of 4.90% compared to VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) at 2.76%. This indicates that QVOY's price experiences larger fluctuations and is considered to be riskier than VSMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QVOYVSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

2.76%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

6.73%

+7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

13.40%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

12.92%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

15.14%

-0.11%