SFLO vs. VOO
Compare and contrast key facts about Victoryshares Small Cap Free Cash Flow ETF (SFLO) and Vanguard S&P 500 ETF (VOO).
SFLO and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SFLO and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLO or VOO.
Key characteristics
| SFLO | VOO | |
|---|---|---|
| YTD Return | 5.40% | 18.91% |
| Daily Std Dev | 18.10% | 12.64% |
| Max Drawdown | -10.44% | -33.99% |
| Current Drawdown | -5.75% | -0.60% |
Correlation
The correlation between SFLO and VOO is 0.60, 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.
Performance
SFLO vs. VOO - Performance Comparison
In the year-to-date period, SFLO achieves a 5.40% return, which is significantly lower than VOO's 18.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SFLO vs. VOO - Expense Ratio Comparison
SFLO has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SFLO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoryshares Small Cap Free Cash Flow ETF (SFLO) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SFLO's dividend yield for the trailing twelve months is around 0.87%, less than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLO Victoryshares Small Cap Free Cash Flow ETF | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SFLO vs. VOO - Drawdown Comparison
The maximum SFLO drawdown since its inception was -10.44%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SFLO and VOO. For additional features, visit the drawdowns tool.
Volatility
SFLO vs. VOO - Volatility Comparison
Victoryshares Small Cap Free Cash Flow ETF (SFLO) has a higher volatility of 6.15% compared to Vanguard S&P 500 ETF (VOO) at 3.83%. This indicates that SFLO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.