Correlation
The correlation between SDSAX and VFLO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
SDSAX vs. VFLO
Compare and contrast key facts about Western Asset Income Fund (SDSAX) and Victoryshares Free Cash Flow ETF (VFLO).
SDSAX is managed by Franklin Templeton Investments. It was launched on Nov 5, 1992. VFLO is a passively managed fund by VictoryShares that tracks the performance of the Victory U.S. Large Cap Free Cash Flow Index. It was launched on Jun 21, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDSAX or VFLO.
Performance
SDSAX vs. VFLO - Performance Comparison
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Key characteristics
SDSAX:
1.70
VFLO:
0.55
SDSAX:
2.53
VFLO:
0.87
SDSAX:
1.36
VFLO:
1.12
SDSAX:
1.45
VFLO:
0.57
SDSAX:
6.37
VFLO:
2.03
SDSAX:
1.00%
VFLO:
5.02%
SDSAX:
3.87%
VFLO:
19.74%
SDSAX:
-26.45%
VFLO:
-17.79%
SDSAX:
-1.16%
VFLO:
-6.87%
Returns By Period
In the year-to-date period, SDSAX achieves a 1.14% return, which is significantly higher than VFLO's -0.11% return.
SDSAX
1.14%
0.40%
0.50%
5.63%
3.98%
3.16%
3.33%
VFLO
-0.11%
3.14%
-6.72%
8.61%
N/A
N/A
N/A
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SDSAX vs. VFLO - Expense Ratio Comparison
SDSAX has a 0.92% expense ratio, which is higher than VFLO's 0.39% expense ratio.
Risk-Adjusted Performance
SDSAX vs. VFLO — Risk-Adjusted Performance Rank
SDSAX
VFLO
SDSAX vs. VFLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Income Fund (SDSAX) and Victoryshares Free Cash Flow ETF (VFLO). 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.
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Dividends
SDSAX vs. VFLO - Dividend Comparison
SDSAX's dividend yield for the trailing twelve months is around 6.55%, more than VFLO's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDSAX Western Asset Income Fund | 6.55% | 7.31% | 7.14% | 5.80% | 4.05% | 4.52% | 5.71% | 6.01% | 4.92% | 5.14% | 12.75% | 5.32% |
VFLO Victoryshares Free Cash Flow ETF | 1.31% | 1.20% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDSAX vs. VFLO - Drawdown Comparison
The maximum SDSAX drawdown since its inception was -26.45%, which is greater than VFLO's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for SDSAX and VFLO.
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Volatility
SDSAX vs. VFLO - Volatility Comparison
The current volatility for Western Asset Income Fund (SDSAX) is 0.92%, while Victoryshares Free Cash Flow ETF (VFLO) has a volatility of 5.72%. This indicates that SDSAX experiences smaller price fluctuations and is considered to be less risky than VFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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