VFLO vs. ^SP500TR
Compare and contrast key facts about Victoryshares Free Cash Flow ETF (VFLO) and S&P 500 Total Return (^SP500TR).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFLO or ^SP500TR.
Key characteristics
| VFLO | ^SP500TR | |
|---|---|---|
| YTD Return | 27.32% | 27.17% |
| 1Y Return | 41.59% | 39.90% |
| Sharpe Ratio | 3.14 | 3.13 |
| Sortino Ratio | 4.47 | 4.16 |
| Omega Ratio | 1.55 | 1.59 |
| Calmar Ratio | 6.28 | 4.59 |
| Martin Ratio | 16.50 | 20.80 |
| Ulcer Index | 2.45% | 1.87% |
| Daily Std Dev | 12.87% | 12.39% |
| Max Drawdown | -8.36% | -55.25% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
VFLO vs. ^SP500TR - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFLO having a 27.32% return and ^SP500TR slightly lower at 27.17%. 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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Risk-Adjusted Performance
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.
Drawdowns
VFLO vs. ^SP500TR - Drawdown Comparison
The maximum VFLO drawdown since its inception was -8.36%, 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.
Volatility
VFLO vs. ^SP500TR - Volatility Comparison
Victoryshares Free Cash Flow ETF (VFLO) has a higher volatility of 4.53% compared to S&P 500 Total Return (^SP500TR) at 3.91%. This indicates that VFLO's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.