VFLO vs. QMOM

Last updated Jun 5, 2026

VFLO (Victoryshares Free Cash Flow ETF) and QMOM (Alpha Architect U.S. Quantitative Momentum ETF) are both exchange-traded funds - VFLO is a Large Cap Value Equities fund tracking the Victory U.S. Large Cap Free Cash Flow Index, while QMOM is a Momentum fund actively managed by Alpha Architect. VFLO is passively managed, while QMOM is actively managed. Over the past year, VFLO returned 39.65% vs 30.10% for QMOM. A 0.57 correlation means they provide meaningful diversification when combined. VFLO charges 0.39%/yr vs 0.28%/yr for QMOM.

Performance

VFLO vs. QMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoryshares Free Cash Flow ETF (VFLO) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VFLO achieves a 20.78% return, which is significantly lower than QMOM's 24.29% return.

VFLO

• 1D: 0.57%
• 1M: 10.20%
• YTD: 20.78%
• 6M: 21.57%
• 1Y: 39.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QMOM

• 1D: -0.29%
• 1M: 4.40%
• YTD: 24.29%
• 6M: 24.93%
• 1Y: 30.10%
• 3Y*: 23.16%
• 5Y*: 11.48%
• 10Y*: 13.78%

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

VFLO vs. QMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VFLO Victoryshares Free Cash Flow ETF	20.78%	17.51%	21.83%	14.59%
QMOM Alpha Architect U.S. Quantitative Momentum ETF	24.29%	2.36%	30.43%	10.62%

Correlation

The correlation between VFLO and QMOM is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jun 23, 2023	0.57

The correlation between VFLO and QMOM shifts across timeframes, from 0.37 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

VFLO vs. QMOM - Sectors Allocation Comparison

Sectors	VFLO	QMOM
Technology	38.4%	23.9%
Healthcare	17.9%	8.9%
Consumer Cyclical	17.2%	7.4%
Energy	12.2%	5.5%
Communication Services	4.7%	4.2%
Basic Materials	4.3%	9.0%
Industrials	3.4%	37.5%
Utilities	1.7%	2.0%
Financial Services	0.0%	1.9%
Consumer Defensive	0.0%	1.6%
Real Estate	0.0%	-

Return for Risk

VFLO vs. QMOM — Risk / Return Rank

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

VFLO

VFLO Risk / Return Rank: 87
VFLO Sharpe Ratio Rank: 83
VFLO Sortino Ratio Rank: 86
VFLO Omega Ratio Rank: 79
VFLO Calmar Ratio Rank: 95
VFLO Martin Ratio Rank: 93

QMOM

QMOM Risk / Return Rank: 42
QMOM Sharpe Ratio Rank: 38
QMOM Sortino Ratio Rank: 36
QMOM Omega Ratio Rank: 37
QMOM Calmar Ratio Rank: 49
QMOM Martin Ratio Rank: 52

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. QMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoryshares Free Cash Flow ETF (VFLO) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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	QMOM	Difference
Sharpe ratio: Return per unit of total volatility	2.66	1.30	+1.36
Sortino ratio: Return per unit of downside risk	3.83	1.84	+1.99
Omega ratio: Gain probability vs. loss probability	1.47	1.24	+0.23
Calmar ratio: Return relative to maximum drawdown	8.00	2.39	+5.61
Martin ratio: Return relative to average drawdown	24.33	8.74	+15.59
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. QMOM - Sharpe Ratio Comparison

The current VFLO Sharpe Ratio is 2.66, which is higher than the QMOM Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of VFLO and QMOM, 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	QMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.66	1.30	+1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.65	0.51	+1.13

Drawdowns

VFLO vs. QMOM - Drawdown Comparison

The maximum VFLO drawdown since its inception was -17.79%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for VFLO and QMOM.

Drawdown Indicators

	VFLO	QMOM	Difference
Max Drawdown Largest peak-to-trough decline	-17.79%	-39.13%	+21.34%
Max Drawdown (1Y) Largest decline over 1 year	-4.98%	-12.65%	+7.67%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.82%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.13%	—
Current Drawdown Current decline from peak	-1.52%	-0.66%	-0.86%
Average Drawdown Average peak-to-trough decline	-2.42%	-12.91%	+10.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	3.45%	-1.82%

Volatility

VFLO vs. QMOM - Volatility Comparison

The current volatility for Victoryshares Free Cash Flow ETF (VFLO) is 6.02%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 8.27%. This indicates that VFLO experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFLO	QMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	8.27%	-2.25%
Volatility (6M) Calculated over the trailing 6-month period	11.05%	19.79%	-8.74%
Volatility (1Y) Calculated over the trailing 1-year period	14.98%	23.30%	-8.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.93%	24.19%	-8.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.93%	26.48%	-10.55%

VFLO vs. QMOM - Expense Ratio Comparison

VFLO has a 0.39% expense ratio, which is higher than QMOM's 0.28% expense ratio.

Dividends

VFLO vs. QMOM - Dividend Comparison

VFLO's dividend yield for the trailing twelve months is around 1.18%, more than QMOM's 0.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
QMOM Alpha Architect U.S. Quantitative Momentum ETF	0.44%	0.54%	1.40%	0.87%	1.59%	0.12%	0.08%	0.01%	0.05%	0.13%	0.34%
VFLO Victoryshares Free Cash Flow ETF	1.18%	1.60%	1.20%	0.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VFLO and QMOM in my portfolio?

VFLO and QMOM have a correlation of 0.37, 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 QMOM?

QMOM has higher volatility (8.27%) compared to VFLO (6.02%). In terms of maximum drawdown, VFLO dropped -17.79% vs QMOM's -39.13%.

Which ETF is better, VFLO or QMOM?

On 1-year performance, VFLO leads with 39.65% vs 30.10% for QMOM. On fees, QMOM is cheaper at 0.28% per year. On volatility, VFLO has been the lower-risk option at 6.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VFLO or QMOM?

Over the 1-year period, VFLO has performed better with a 39.65% return vs 30.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VFLO or QMOM?

QMOM is cheaper with a 0.28% expense ratio, compared with 0.39% for VFLO.

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

VFLO has the higher dividend yield at 1.18%, compared with 0.44% for QMOM.

What is the main difference between VFLO and QMOM?

VFLO is categorized as Large Cap Value Equities, while QMOM is Momentum. They also come from different issuers: Victory and Alpha Architect. Their fees differ too: 0.39% for VFLO and 0.28% for QMOM.

Which has better risk-adjusted returns?

VFLO currently has the higher Sharpe Ratio (2.66 vs 1.30), 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.