VFLO vs. CALF
Compare and contrast key facts about Victoryshares Free Cash Flow ETF (VFLO) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
VFLO and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFLO is a passively managed fund by VictoryShares that tracks the performance of the Victory U.S. Large Cap Free Cash Flow Index. It was launched on Jun 21, 2023. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. Both VFLO and CALF 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: VFLO or CALF.
Key characteristics
| VFLO | CALF | |
|---|---|---|
| YTD Return | 27.32% | 0.73% |
| 1Y Return | 39.22% | 18.60% |
| Sharpe Ratio | 3.08 | 0.85 |
| Sortino Ratio | 4.38 | 1.39 |
| Omega Ratio | 1.54 | 1.16 |
| Calmar Ratio | 6.16 | 1.32 |
| Martin Ratio | 16.17 | 3.02 |
| Ulcer Index | 2.45% | 6.08% |
| Daily Std Dev | 12.85% | 21.65% |
| Max Drawdown | -8.36% | -47.58% |
| Current Drawdown | -1.08% | -1.75% |
Correlation
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.
Performance
VFLO vs. CALF - Performance Comparison
In the year-to-date period, VFLO achieves a 27.32% return, which is significantly higher than CALF's 0.73% 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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VFLO vs. CALF - Expense Ratio Comparison
VFLO has a 0.39% expense ratio, which is lower than CALF's 0.59% expense ratio.
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.
Dividends
VFLO vs. CALF - Dividend Comparison
VFLO's dividend yield for the trailing twelve months is around 1.06%, more than CALF's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
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 | 1.03% | 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.
Volatility
VFLO vs. CALF - Volatility Comparison
The current volatility for Victoryshares Free Cash Flow ETF (VFLO) is 4.78%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.50%. 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.