VFLO vs. DSTL

Last updated Jun 3, 2026

VFLO (Victoryshares Free Cash Flow ETF) and DSTL (Distillate U.S. Fundamental Stability & Value ETF) are both Large Cap Value Equities funds. VFLO is passively managed, while DSTL is actively managed. Over the past year, VFLO returned 41.32% vs 14.96% for DSTL. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.39% expense ratio.

Performance

VFLO vs. DSTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoryshares Free Cash Flow ETF (VFLO) and Distillate U.S. Fundamental Stability & Value ETF (DSTL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VFLO achieves a 20.63% return, which is significantly higher than DSTL's 3.25% return.

VFLO

• 1D: -1.64%
• 1M: 11.31%
• YTD: 20.63%
• 6M: 23.01%
• 1Y: 41.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DSTL

• 1D: -0.48%
• 1M: 1.44%
• YTD: 3.25%
• 6M: 4.52%
• 1Y: 14.96%
• 3Y*: 13.32%
• 5Y*: 9.36%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VFLO vs. DSTL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VFLO Victoryshares Free Cash Flow ETF	20.63%	17.51%	21.83%	14.59%
DSTL Distillate U.S. Fundamental Stability & Value ETF	3.25%	8.71%	12.78%	12.65%

Correlation

The correlation between VFLO and DSTL is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jun 23, 2023	0.86

The correlation between VFLO and DSTL has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

VFLO vs. DSTL - Sectors Allocation Comparison

Sectors	VFLO	DSTL
Technology	38.4%	26.7%
Healthcare	17.9%	20.3%
Consumer Cyclical	17.2%	11.6%
Energy	12.2%	5.6%
Communication Services	4.7%	7.6%
Basic Materials	4.3%	0.7%
Industrials	3.4%	15.9%
Utilities	1.7%	1.0%
Financial Services	0.0%	6.9%
Consumer Defensive	0.0%	3.5%
Real Estate	0.0%	-

Return for Risk

VFLO vs. DSTL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFLO

VFLO Risk / Return Rank: 88
VFLO Sharpe Ratio Rank: 84
VFLO Sortino Ratio Rank: 87
VFLO Omega Ratio Rank: 80
VFLO Calmar Ratio Rank: 95
VFLO Martin Ratio Rank: 93

DSTL

DSTL Risk / Return Rank: 35
DSTL Sharpe Ratio Rank: 35
DSTL Sortino Ratio Rank: 36
DSTL Omega Ratio Rank: 32
DSTL Calmar Ratio Rank: 36
DSTL Martin Ratio Rank: 34

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFLO vs. DSTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoryshares Free Cash Flow ETF (VFLO) and Distillate U.S. Fundamental Stability & Value ETF (DSTL). 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	DSTL	Difference
Sharpe ratio Return per unit of total volatility	2.77	1.27	+1.50
Sortino ratio Return per unit of downside risk	3.97	1.92	+2.05
Omega ratio Gain probability vs. loss probability	1.49	1.22	+0.27
Calmar ratio Return relative to maximum drawdown	8.42	1.77	+6.65
Martin ratio Return relative to average drawdown	25.77	5.35	+20.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFLO vs. DSTL - Sharpe Ratio Comparison

The current VFLO Sharpe Ratio is 2.77, which is higher than the DSTL Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VFLO and DSTL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VFLO	DSTL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.77	1.27	+1.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.65	0.72	+0.93

Drawdowns

VFLO vs. DSTL - Drawdown Comparison

The maximum VFLO drawdown since its inception was -17.79%, smaller than the maximum DSTL drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for VFLO and DSTL.

Drawdown Indicators

	VFLO	DSTL	Difference
Max Drawdown Largest peak-to-trough decline	-17.79%	-33.09%	+15.30%
Max Drawdown (1Y) Largest decline over 1 year	-4.98%	-8.30%	+3.32%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.92%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.10%	—
Current Drawdown Current decline from peak	-1.64%	-1.93%	+0.29%
Average Drawdown Average peak-to-trough decline	-2.42%	-4.15%	+1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	2.75%	-1.12%

Volatility

VFLO vs. DSTL - Volatility Comparison

Victoryshares Free Cash Flow ETF (VFLO) has a higher volatility of 5.97% compared to Distillate U.S. Fundamental Stability & Value ETF (DSTL) at 3.35%. This indicates that VFLO's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFLO	DSTL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.97%	3.35%	+2.62%
Volatility (6M) Calculated over the trailing 6-month period	11.03%	8.34%	+2.69%
Volatility (1Y) Calculated over the trailing 1-year period	15.02%	11.85%	+3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.94%	15.75%	+0.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	19.39%	-3.45%

VFLO vs. DSTL - Expense Ratio Comparison

Both VFLO and DSTL have an expense ratio of 0.39%.

Dividends

VFLO vs. DSTL - Dividend Comparison

VFLO's dividend yield for the trailing twelve months is around 1.18%, less than DSTL's 1.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DSTL Distillate U.S. Fundamental Stability & Value ETF	1.23%	1.31%	1.34%	1.30%	1.35%	1.01%	0.83%	0.97%
VFLO Victoryshares Free Cash Flow ETF	1.18%	1.60%	1.20%	0.71%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VFLO and DSTL in my portfolio?

VFLO and DSTL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VFLO or DSTL?

VFLO has higher volatility (5.97%) compared to DSTL (3.35%). In terms of maximum drawdown, VFLO dropped -17.79% vs DSTL's -33.09%.

Which ETF is better, VFLO or DSTL?

On 1-year performance, VFLO leads with 41.32% vs 14.96% for DSTL. Both ETFs have the same 0.39% expense ratio. On volatility, DSTL has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VFLO or DSTL?

Over the 1-year period, VFLO has performed better with a 41.32% return vs 14.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VFLO or DSTL?

VFLO and DSTL have the same expense ratio: 0.39% per year.

Which ETF pays a higher dividend yield, VFLO or DSTL?

DSTL has the higher dividend yield at 1.23%, compared with 1.18% for VFLO.

What is the main difference between VFLO and DSTL?

They also come from different issuers: Victory and Distillate Capital.

Which has better risk-adjusted returns?

VFLO currently has the higher Sharpe Ratio (2.77 vs 1.27), 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.