PortfoliosLab logo
VFLO vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VFLO and ^SP500TR is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

VFLO vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoryshares Free Cash Flow ETF (VFLO) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
11.76%
9.94%
VFLO
^SP500TR

Key characteristics

Sharpe Ratio

VFLO:

1.99

^SP500TR:

1.97

Sortino Ratio

VFLO:

2.82

^SP500TR:

2.64

Omega Ratio

VFLO:

1.35

^SP500TR:

1.36

Calmar Ratio

VFLO:

3.09

^SP500TR:

2.98

Martin Ratio

VFLO:

8.53

^SP500TR:

12.34

Ulcer Index

VFLO:

3.10%

^SP500TR:

2.04%

Daily Std Dev

VFLO:

13.27%

^SP500TR:

12.79%

Max Drawdown

VFLO:

-8.54%

^SP500TR:

-55.25%

Current Drawdown

VFLO:

-2.46%

^SP500TR:

0.00%

Returns By Period

In the year-to-date period, VFLO achieves a 4.62% return, which is significantly higher than ^SP500TR's 4.11% return.


VFLO

YTD

4.62%

1M

-0.36%

6M

10.79%

1Y

24.94%

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

4.11%

1M

2.06%

6M

9.72%

1Y

23.79%

5Y*

14.38%

10Y*

13.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VFLO vs. ^SP500TR — Risk-Adjusted Performance Rank

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

VFLO
The Risk-Adjusted Performance Rank of VFLO is 7777
Overall Rank
The Sharpe Ratio Rank of VFLO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VFLO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VFLO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VFLO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VFLO is 6868
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9090
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFLO vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoryshares Free Cash Flow ETF (VFLO) and S&P 500 Total Return (^SP500TR). 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.


The chart of Sharpe ratio for VFLO, currently valued at 1.99, compared to the broader market0.002.004.001.991.97
The chart of Sortino ratio for VFLO, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.822.64
The chart of Omega ratio for VFLO, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.36
The chart of Calmar ratio for VFLO, currently valued at 3.09, compared to the broader market0.005.0010.0015.003.092.98
The chart of Martin ratio for VFLO, currently valued at 8.53, compared to the broader market0.0020.0040.0060.0080.00100.008.5312.34
VFLO
^SP500TR

The current VFLO Sharpe Ratio is 1.99, which is comparable to the ^SP500TR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of VFLO and ^SP500TR, 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.99
1.97
VFLO
^SP500TR

Drawdowns

VFLO vs. ^SP500TR - Drawdown Comparison

The maximum VFLO drawdown since its inception was -8.54%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VFLO and ^SP500TR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.46%
0
VFLO
^SP500TR

Volatility

VFLO vs. ^SP500TR - Volatility Comparison

The current volatility for Victoryshares Free Cash Flow ETF (VFLO) is 3.02%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.21%. This indicates that VFLO experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.02%
3.21%
VFLO
^SP500TR