VFLO vs. ^SP500TR
VFLO (Victoryshares Free Cash Flow ETF) is Large Cap Value Equities fund tracking the Victory U.S. Large Cap Free Cash Flow Index, while ^SP500TR (S&P 500 Total Return) is an index. Over the past year, VFLO returned 41.32% vs 29.76% for ^SP500TR. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
VFLO vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, VFLO achieves a 20.63% return, which is significantly higher than ^SP500TR's 11.72% return.
VFLO
- 1D
- -1.64%
- 1M
- 11.31%
- YTD
- 20.63%
- 6M
- 23.01%
- 1Y
- 41.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
^SP500TR
- 1D
- 0.13%
- 1M
- 5.38%
- YTD
- 11.72%
- 6M
- 12.09%
- 1Y
- 29.76%
- 3Y*
- 22.77%
- 5Y*
- 14.29%
- 10Y*
- 15.68%
VFLO vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VFLO Victoryshares Free Cash Flow ETF | 20.63% | 17.51% | 21.83% | 14.59% |
^SP500TR S&P 500 Total Return | 11.72% | 17.88% | 25.02% | 9.74% |
Correlation
The correlation between VFLO and ^SP500TR is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2023 | 0.67 |
The correlation between VFLO and ^SP500TR has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.
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Return for Risk
VFLO vs. ^SP500TR — Risk / Return Rank
VFLO
^SP500TR
VFLO vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoryshares Free Cash Flow ETF (VFLO) and S&P 500 Total Return (^SP500TR). 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.
| VFLO | ^SP500TR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.77 | 2.52 | +0.24 |
Sortino ratioReturn per unit of downside risk | 3.97 | 3.43 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.46 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 8.42 | 3.41 | +5.01 |
Martin ratioReturn relative to average drawdown | 25.77 | 15.97 | +9.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFLO | ^SP500TR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.77 | 2.52 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.65 | 0.65 | +1.00 |
Drawdowns
VFLO vs. ^SP500TR - Drawdown Comparison
The maximum VFLO drawdown since its inception was -17.79%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VFLO and ^SP500TR.
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Drawdown Indicators
| VFLO | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -55.25% | +37.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.98% | -8.89% | +3.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -1.64% | 0.00% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -8.17% | +5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.90% | -0.27% |
Volatility
VFLO vs. ^SP500TR - Volatility Comparison
Victoryshares Free Cash Flow ETF (VFLO) has a higher volatility of 5.97% compared to S&P 500 Total Return (^SP500TR) at 2.83%. This indicates that VFLO's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFLO | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 2.83% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 8.98% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 11.86% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 16.90% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 18.07% | -2.13% |
Frequently Asked Questions
VFLO and ^SP500TR have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFLO has higher volatility (5.97%) compared to ^SP500TR (2.83%). In terms of maximum drawdown, VFLO dropped -17.79% vs ^SP500TR's -55.25%.
VFLO currently has the higher Sharpe Ratio (2.77 vs 2.52), 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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