VFLO vs. QVAL
Compare and contrast key facts about Victoryshares Free Cash Flow ETF (VFLO) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
VFLO and QVAL 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. QVAL is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the QVAL-US - Alpha Architect Quantitative Value Index. It was launched on Oct 22, 2014. Both VFLO and QVAL 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 QVAL.
Key characteristics
| VFLO | QVAL | |
|---|---|---|
| YTD Return | 27.32% | 15.50% |
| 1Y Return | 39.22% | 29.12% |
| Sharpe Ratio | 3.08 | 1.86 |
| Sortino Ratio | 4.38 | 2.70 |
| Omega Ratio | 1.54 | 1.32 |
| Calmar Ratio | 6.16 | 3.89 |
| Martin Ratio | 16.17 | 11.32 |
| Ulcer Index | 2.45% | 2.59% |
| Daily Std Dev | 12.85% | 15.71% |
| Max Drawdown | -8.36% | -51.49% |
| Current Drawdown | -1.08% | -1.39% |
Correlation
The correlation between VFLO and QVAL is 0.89, 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. QVAL - Performance Comparison
In the year-to-date period, VFLO achieves a 27.32% return, which is significantly higher than QVAL's 15.50% 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. QVAL - Expense Ratio Comparison
VFLO has a 0.39% expense ratio, which is lower than QVAL's 0.49% expense ratio.
Risk-Adjusted Performance
VFLO vs. QVAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoryshares Free Cash Flow ETF (VFLO) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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. QVAL - Dividend Comparison
VFLO's dividend yield for the trailing twelve months is around 1.06%, less than QVAL's 1.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VFLO Victoryshares Free Cash Flow ETF | 1.06% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.62% | 1.76% | 2.00% | 1.22% | 1.86% | 1.99% | 1.64% | 1.07% | 1.30% | 1.37% | 0.15% |
Drawdowns
VFLO vs. QVAL - Drawdown Comparison
The maximum VFLO drawdown since its inception was -8.36%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for VFLO and QVAL. For additional features, visit the drawdowns tool.
Volatility
VFLO vs. QVAL - Volatility Comparison
Victoryshares Free Cash Flow ETF (VFLO) has a higher volatility of 4.78% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.09%. This indicates that VFLO's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.