SFLO vs. FMIMX
Compare and contrast key facts about Victoryshares Small Cap Free Cash Flow ETF (SFLO) and FMI Common Stock Fund (FMIMX).
SFLO is a passively managed fund by VictoryShares that tracks the performance of the Victory US Small Cap Free Cash Flow Index. It was launched on Dec 20, 2023. FMIMX is managed by FMI Funds. It was launched on Dec 18, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLO or FMIMX.
Correlation
The correlation between SFLO and FMIMX is 0.85, 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.
Performance
SFLO vs. FMIMX - Performance Comparison
Key characteristics
SFLO:
18.07%
FMIMX:
16.44%
SFLO:
-10.44%
FMIMX:
-59.12%
SFLO:
-7.92%
FMIMX:
-9.06%
Returns By Period
In the year-to-date period, SFLO achieves a 4.60% return, which is significantly lower than FMIMX's 8.88% return.
SFLO
4.60%
-5.19%
2.35%
4.03%
N/A
N/A
FMIMX
8.88%
-4.37%
2.85%
9.01%
7.44%
3.36%
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SFLO vs. FMIMX - Expense Ratio Comparison
SFLO has a 0.49% expense ratio, which is lower than FMIMX's 1.01% expense ratio.
Risk-Adjusted Performance
SFLO vs. FMIMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoryshares Small Cap Free Cash Flow ETF (SFLO) and FMI Common Stock Fund (FMIMX). 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.
Not enough dataDividends
SFLO vs. FMIMX - Dividend Comparison
SFLO's dividend yield for the trailing twelve months is around 1.30%, while FMIMX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLO Victoryshares Small Cap Free Cash Flow ETF | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FMIMX FMI Common Stock Fund | 0.00% | 0.27% | 0.14% | 0.33% | 0.76% | 0.43% | 0.44% | 0.02% | 0.00% | 0.00% | 12.38% | 0.45% |
Drawdowns
SFLO vs. FMIMX - Drawdown Comparison
The maximum SFLO drawdown since its inception was -10.44%, smaller than the maximum FMIMX drawdown of -59.12%. Use the drawdown chart below to compare losses from any high point for SFLO and FMIMX. For additional features, visit the drawdowns tool.
Volatility
SFLO vs. FMIMX - Volatility Comparison
Victoryshares Small Cap Free Cash Flow ETF (SFLO) and FMI Common Stock Fund (FMIMX) have volatilities of 5.42% and 5.33%, 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.