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SFLO vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFLO vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoryshares Small Cap Free Cash Flow ETF (SFLO) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFLO achieves a 13.58% return, which is significantly higher than IBIC's 2.37% return.


SFLO

1D
-1.52%
1M
1.28%
YTD
13.58%
6M
12.24%
1Y
32.02%
3Y*
5Y*
10Y*

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFLO vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
SFLO
Victoryshares Small Cap Free Cash Flow ETF
13.58%11.88%6.54%-0.16%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%-0.06%

Correlation

The correlation between SFLO and IBIC is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2023

0.03

The correlation between SFLO and IBIC shifts across timeframes, from -0.08 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SFLO vs. IBIC — Risk / Return Rank

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

SFLO
SFLO Risk / Return Rank: 6363
Overall Rank
SFLO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SFLO Sortino Ratio Rank: 5757
Sortino Ratio Rank
SFLO Omega Ratio Rank: 5151
Omega Ratio Rank
SFLO Calmar Ratio Rank: 8080
Calmar Ratio Rank
SFLO Martin Ratio Rank: 7373
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

SFLO vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoryshares Small Cap Free Cash Flow ETF (SFLO) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


SFLOIBICDifference
Sharpe ratioReturn per unit of total volatility

-3.17

Sortino ratioReturn per unit of downside risk

-6.41

Omega ratioGain probability vs. loss probability

1.32

2.24

-0.92

Calmar ratioReturn relative to maximum drawdown

4.12

17.27

-13.15

Martin ratioReturn relative to average drawdown

13.73

67.45

-53.72

SFLO vs. IBIC - Sharpe Ratio Comparison

The current SFLO Sharpe Ratio is 1.87, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of SFLO and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SFLOIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

5.05

-3.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

3.49

-2.85

Drawdowns

SFLO vs. IBIC - Drawdown Comparison

The maximum SFLO drawdown since its inception was -26.63%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for SFLO and IBIC.


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Drawdown Indicators


SFLOIBICDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-0.90%

-25.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-0.26%

-7.54%

Current Drawdown

Current decline from peak

-2.70%

-0.13%

-2.57%

Average Drawdown

Average peak-to-trough decline

-4.33%

-0.10%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

0.07%

+2.27%

Volatility

SFLO vs. IBIC - Volatility Comparison

Victoryshares Small Cap Free Cash Flow ETF (SFLO) has a higher volatility of 5.26% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that SFLO's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFLOIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

0.33%

+4.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

0.67%

+10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

0.90%

+16.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.55%

1.58%

+18.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

1.58%

+18.97%

SFLO vs. IBIC - Expense Ratio Comparison

SFLO has a 0.49% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

SFLO vs. IBIC - Dividend Comparison

SFLO's dividend yield for the trailing twelve months is around 0.85%, less than IBIC's 3.59% yield.


PositionTTM202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%
SFLO
Victoryshares Small Cap Free Cash Flow ETF
0.85%1.04%1.28%0.00%

Frequently Asked Questions


SFLO and IBIC have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SFLO has higher volatility (5.26%) compared to IBIC (0.33%). In terms of maximum drawdown, SFLO dropped -26.63% vs IBIC's -0.90%.

On 1-year performance, SFLO leads with 32.02% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SFLO has performed better with a 32.02% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.49% for SFLO.

IBIC has the higher dividend yield at 3.59%, compared with 0.85% for SFLO.

SFLO is categorized as Small Cap Blend Equities, while IBIC is Inflation-Protected Bonds. SFLO tracks Victory US Small Cap Free Cash Flow Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Victory and iShares. Their fees differ too: 0.49% for SFLO and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 1.87), 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.

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