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ULVM vs. GFLW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ULVM vs. GFLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Value Momentum ETF (ULVM) and VictoryShares Free Cash Flow Growth ETF (GFLW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ULVM achieves a 20.05% return, which is significantly higher than GFLW's 13.67% return.


ULVM

1D
-0.20%
1M
1.85%
6M
15.22%
YTD
20.05%
1Y
30.95%
3Y*
20.61%
5Y*
12.55%
10Y*
ALL TIME*
11.18%

GFLW

1D
0.29%
1M
-3.28%
6M
14.62%
YTD
13.67%
1Y
21.44%
3Y*
5Y*
10Y*
ALL TIME*
15.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.20M$5.66M$3.52M
$297.74K$260.49K$217.66K

ULVM vs. GFLW - Yearly Performance Comparison


2026 (YTD)20252024
ULVM
VictoryShares US Value Momentum ETF
20.05%15.84%-6.42%
GFLW
VictoryShares Free Cash Flow Growth ETF
13.67%18.40%-5.88%

Correlation

The correlation between ULVM and GFLW is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

0.60

The correlation between ULVM and GFLW has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

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Return for Risk

ULVM vs. GFLW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ULVM
ULVM Risk / Return Rank: 9494
Overall Rank
ULVM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ULVM Sortino Ratio Rank: 9595
Sortino Ratio Rank
ULVM Omega Ratio Rank: 9494
Omega Ratio Rank
ULVM Calmar Ratio Rank: 9393
Calmar Ratio Rank
ULVM Martin Ratio Rank: 9595
Martin Ratio Rank

GFLW
GFLW Risk / Return Rank: 3737
Overall Rank
GFLW Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GFLW Sortino Ratio Rank: 3636
Sortino Ratio Rank
GFLW Omega Ratio Rank: 3434
Omega Ratio Rank
GFLW Calmar Ratio Rank: 3737
Calmar Ratio Rank
GFLW Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ULVM vs. GFLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Value Momentum ETF (ULVM) and VictoryShares Free Cash Flow Growth ETF (GFLW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ULVMGFLWDifference
Sharpe ratioReturn per unit of total volatility

+1.87

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.49

1.16

+0.33

Calmar ratioReturn relative to maximum drawdown

4.63

1.31

+3.32

Martin ratioReturn relative to average drawdown

19.50

4.15

+15.35

ULVM vs. GFLW - Sharpe Ratio Comparison

The current ULVM Sharpe Ratio is 2.78, which is higher than the GFLW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ULVM and GFLW, 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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Drawdowns

ULVM vs. GFLW - Drawdown Comparison

The maximum ULVM drawdown since its inception was -40.71%, which is greater than GFLW's maximum drawdown of -24.14%. Use the drawdown chart below to compare losses from any high point for ULVM and GFLW.


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Drawdown Indicators


ULVMGFLWDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-24.14%

-16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-14.95%

+8.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.77%

Current Drawdown

Current decline from peak

-1.26%

-6.63%

+5.37%

Average Drawdown

Average peak-to-trough decline

-5.65%

-4.54%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

4.72%

-3.19%

Volatility

ULVM vs. GFLW - Volatility Comparison

The current volatility for VictoryShares US Value Momentum ETF (ULVM) is 2.72%, while VictoryShares Free Cash Flow Growth ETF (GFLW) has a volatility of 5.87%. This indicates that ULVM experiences smaller price fluctuations and is considered to be less risky than GFLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULVMGFLWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

5.87%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

17.51%

-9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

21.58%

-10.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

24.84%

-9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

24.84%

-6.11%

ULVM vs. GFLW - Expense Ratio Comparison

ULVM has a 0.20% expense ratio, which is lower than GFLW's 0.39% expense ratio.


Dividends

ULVM vs. GFLW - Dividend Comparison

ULVM's dividend yield for the trailing twelve months is around 1.62%, while GFLW has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GFLW
VictoryShares Free Cash Flow Growth ETF
0.00%0.02%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ULVM
VictoryShares US Value Momentum ETF
1.62%1.81%1.57%1.94%1.91%1.36%1.51%1.88%1.67%0.38%

Frequently Asked Questions


ULVM and GFLW have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFLW has higher volatility (5.87%) compared to ULVM (2.72%). In terms of maximum drawdown, ULVM dropped -40.71% vs GFLW's -24.14%.

On 1-year performance, ULVM leads with 30.95% vs 21.44% for GFLW. On fees, ULVM is cheaper at 0.20% per year. On volatility, ULVM has been the lower-risk option at 2.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ULVM has performed better with a 30.95% return vs 21.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ULVM is cheaper with a 0.20% expense ratio, compared with 0.39% for GFLW.

ULVM has the higher dividend yield at 1.62%, compared with 0.00% for GFLW.

ULVM is categorized as Momentum, while GFLW is Large Cap Growth Equities. ULVM tracks Nasdaq Victory US Value Momentum Index, while GFLW tracks Victory Free Cash Flow Growth Index. Their fees differ too: 0.20% for ULVM and 0.39% for GFLW.

ULVM currently has the higher Sharpe Ratio (2.78 vs 0.91), 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.

Portfolio Optimizer

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