Correlation
The correlation between SELV and VFLO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
SELV vs. VFLO
Compare and contrast key facts about SEI Enhanced Low Volatility US Large Cap ETF (SELV) and Victoryshares Free Cash Flow ETF (VFLO).
SELV and VFLO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SELV is an actively managed fund by SEI. It was launched on May 16, 2022. 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: SELV or VFLO.
Performance
SELV vs. VFLO - Performance Comparison
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Key characteristics
SELV:
1.35
VFLO:
0.59
SELV:
1.70
VFLO:
0.86
SELV:
1.25
VFLO:
1.12
SELV:
1.73
VFLO:
0.56
SELV:
6.77
VFLO:
2.00
SELV:
2.29%
VFLO:
5.00%
SELV:
12.84%
VFLO:
19.77%
SELV:
-13.73%
VFLO:
-17.79%
SELV:
-0.84%
VFLO:
-6.73%
Returns By Period
In the year-to-date period, SELV achieves a 6.24% return, which is significantly higher than VFLO's 0.04% return.
SELV
6.24%
2.36%
0.93%
17.23%
8.06%
N/A
N/A
VFLO
0.04%
2.67%
-6.27%
11.48%
N/A
N/A
N/A
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SELV vs. VFLO - Expense Ratio Comparison
SELV has a 0.15% expense ratio, which is lower than VFLO's 0.39% expense ratio.
Risk-Adjusted Performance
SELV vs. VFLO — Risk-Adjusted Performance Rank
SELV
VFLO
SELV vs. VFLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced Low Volatility US Large Cap ETF (SELV) 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
SELV vs. VFLO - Dividend Comparison
SELV's dividend yield for the trailing twelve months is around 1.84%, more than VFLO's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
SELV SEI Enhanced Low Volatility US Large Cap ETF | 1.84% | 1.77% | 2.06% | 1.26% |
VFLO Victoryshares Free Cash Flow ETF | 1.31% | 1.20% | 0.71% | 0.00% |
Drawdowns
SELV vs. VFLO - Drawdown Comparison
The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum VFLO drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for SELV and VFLO.
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Volatility
SELV vs. VFLO - Volatility Comparison
The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 3.15%, while Victoryshares Free Cash Flow ETF (VFLO) has a volatility of 5.74%. This indicates that SELV 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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