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VFLO vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VFLO vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoryshares Free Cash Flow ETF (VFLO) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.03%
0.71%
VFLO
CALF

Returns By Period

In the year-to-date period, VFLO achieves a 27.75% return, which is significantly higher than CALF's -2.96% return.


VFLO

YTD

27.75%

1M

6.84%

6M

15.03%

1Y

36.73%

5Y (annualized)

N/A

10Y (annualized)

N/A

CALF

YTD

-2.96%

1M

0.46%

6M

0.71%

1Y

8.88%

5Y (annualized)

14.26%

10Y (annualized)

N/A

Key characteristics


VFLOCALF
Sharpe Ratio2.830.37
Sortino Ratio4.040.70
Omega Ratio1.491.08
Calmar Ratio5.650.56
Martin Ratio14.741.27
Ulcer Index2.46%6.12%
Daily Std Dev12.82%21.06%
Max Drawdown-8.36%-47.58%
Current Drawdown-0.75%-5.35%

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VFLO vs. CALF - Expense Ratio Comparison

VFLO has a 0.39% expense ratio, which is lower than CALF's 0.59% expense ratio.


CALF
Pacer US Small Cap Cash Cows 100 ETF
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VFLO: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Correlation

-0.50.00.51.00.8

The correlation between VFLO and CALF is 0.80, 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.

Risk-Adjusted Performance

VFLO vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoryshares Free Cash Flow ETF (VFLO) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


Sharpe ratio
The chart of Sharpe ratio for VFLO, currently valued at 2.83, compared to the broader market0.002.004.002.830.37
The chart of Sortino ratio for VFLO, currently valued at 4.04, compared to the broader market-2.000.002.004.006.008.0010.0012.004.040.70
The chart of Omega ratio for VFLO, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.08
The chart of Calmar ratio for VFLO, currently valued at 5.65, compared to the broader market0.005.0010.0015.005.650.56
The chart of Martin ratio for VFLO, currently valued at 14.74, compared to the broader market0.0020.0040.0060.0080.00100.0014.741.27
VFLO
CALF

The current VFLO Sharpe Ratio is 2.83, which is higher than the CALF Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VFLO and CALF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovember
2.83
0.37
VFLO
CALF

Dividends

VFLO vs. CALF - Dividend Comparison

VFLO's dividend yield for the trailing twelve months is around 1.06%, which matches CALF's 1.07% yield.


TTM2023202220212020201920182017
VFLO
Victoryshares Free Cash Flow ETF
1.06%0.71%0.00%0.00%0.00%0.00%0.00%0.00%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%

Drawdowns

VFLO vs. CALF - Drawdown Comparison

The maximum VFLO drawdown since its inception was -8.36%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for VFLO and CALF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.75%
-5.35%
VFLO
CALF

Volatility

VFLO vs. CALF - Volatility Comparison

The current volatility for Victoryshares Free Cash Flow ETF (VFLO) is 4.43%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.40%. This indicates that VFLO experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.43%
7.40%
VFLO
CALF