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VFMV vs. CSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFMV vs. CSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Minimum Volatility ETF (VFMV) and Invesco S&P Spin-Off ETF (CSD). The values are adjusted to include any dividend payments, if applicable.

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VFMV vs. CSD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VFMV
Vanguard U.S. Minimum Volatility ETF
2.55%10.52%16.91%8.86%-5.73%20.75%-0.19%27.26%-1.10%
CSD
Invesco S&P Spin-Off ETF
12.97%21.58%27.61%23.77%-15.04%13.01%10.79%20.61%-19.85%

Returns By Period

In the year-to-date period, VFMV achieves a 2.55% return, which is significantly lower than CSD's 12.97% return.


VFMV

1D
1.45%
1M
-4.47%
YTD
2.55%
6M
2.66%
1Y
7.33%
3Y*
12.70%
5Y*
9.24%
10Y*

CSD

1D
4.82%
1M
-6.74%
YTD
12.97%
6M
21.17%
1Y
50.42%
3Y*
26.15%
5Y*
12.70%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFMV vs. CSD - Expense Ratio Comparison

VFMV has a 0.13% expense ratio, which is lower than CSD's 0.65% expense ratio.


Return for Risk

VFMV vs. CSD — Risk / Return Rank

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

VFMV
VFMV Risk / Return Rank: 3737
Overall Rank
VFMV Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VFMV Sortino Ratio Rank: 3333
Sortino Ratio Rank
VFMV Omega Ratio Rank: 3333
Omega Ratio Rank
VFMV Calmar Ratio Rank: 3838
Calmar Ratio Rank
VFMV Martin Ratio Rank: 4545
Martin Ratio Rank

CSD
CSD Risk / Return Rank: 8888
Overall Rank
CSD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CSD Sortino Ratio Rank: 8686
Sortino Ratio Rank
CSD Omega Ratio Rank: 8585
Omega Ratio Rank
CSD Calmar Ratio Rank: 9090
Calmar Ratio Rank
CSD Martin Ratio Rank: 9191
Martin Ratio Rank
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.

VFMV vs. CSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Minimum Volatility ETF (VFMV) and Invesco S&P Spin-Off ETF (CSD). 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.


VFMVCSDDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.74

-1.14

Sortino ratio

Return per unit of downside risk

0.90

2.30

-1.40

Omega ratio

Gain probability vs. loss probability

1.13

1.33

-0.20

Calmar ratio

Return relative to maximum drawdown

0.87

2.99

-2.13

Martin ratio

Return relative to average drawdown

4.02

12.37

-8.34

VFMV vs. CSD - Sharpe Ratio Comparison

The current VFMV Sharpe Ratio is 0.60, which is lower than the CSD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VFMV and CSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFMVCSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.74

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.55

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.39

+0.27

Correlation

The correlation between VFMV and CSD is 0.71, 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.


Dividends

VFMV vs. CSD - Dividend Comparison

VFMV's dividend yield for the trailing twelve months is around 2.04%, more than CSD's 0.14% yield.


TTM20252024202320222021202020192018201720162015
VFMV
Vanguard U.S. Minimum Volatility ETF
2.04%2.12%1.46%2.20%2.08%1.31%2.14%2.43%2.29%0.00%0.00%0.00%
CSD
Invesco S&P Spin-Off ETF
0.14%0.16%0.17%0.51%0.86%0.73%0.99%1.08%0.99%0.60%1.62%2.61%

Drawdowns

VFMV vs. CSD - Drawdown Comparison

The maximum VFMV drawdown since its inception was -33.64%, smaller than the maximum CSD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for VFMV and CSD.


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Drawdown Indicators


VFMVCSDDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-70.47%

+36.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-17.08%

+7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

-30.15%

+14.74%

Max Drawdown (10Y)

Largest decline over 10 years

-57.55%

Current Drawdown

Current decline from peak

-4.59%

-7.06%

+2.47%

Average Drawdown

Average peak-to-trough decline

-3.69%

-14.35%

+10.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

4.13%

-2.06%

Volatility

VFMV vs. CSD - Volatility Comparison

The current volatility for Vanguard U.S. Minimum Volatility ETF (VFMV) is 3.44%, while Invesco S&P Spin-Off ETF (CSD) has a volatility of 10.52%. This indicates that VFMV experiences smaller price fluctuations and is considered to be less risky than CSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFMVCSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

10.52%

-7.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

19.01%

-12.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

29.16%

-16.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.77%

23.04%

-11.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%

24.69%

-10.34%