PortfoliosLab logoPortfoliosLab logo
VSMV vs. BDRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSMV vs. BDRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and Breakwave Dry Bulk Shipping ETF (BDRY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VSMV achieves a 8.20% return, which is significantly lower than BDRY's 32.04% return.


VSMV

1D
0.12%
1M
-1.78%
YTD
8.20%
6M
7.86%
1Y
24.37%
3Y*
15.97%
5Y*
11.45%
10Y*

BDRY

1D
0.09%
1M
-8.64%
YTD
32.04%
6M
30.41%
1Y
102.09%
3Y*
23.42%
5Y*
-16.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSMV vs. BDRY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF
8.20%16.77%15.79%12.34%-7.56%25.66%5.05%26.79%-2.09%
BDRY
Breakwave Dry Bulk Shipping ETF
32.04%44.24%-47.40%25.79%-68.84%282.99%-50.16%-15.92%-27.66%

Correlation

The correlation between VSMV and BDRY is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2018

0.03

The correlation between VSMV and BDRY shifts across timeframes, from -0.08 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

VSMV vs. BDRY — Risk / Return Rank

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

VSMV
VSMV Risk / Return Rank: 8686
Overall Rank
VSMV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VSMV Sortino Ratio Rank: 8888
Sortino Ratio Rank
VSMV Omega Ratio Rank: 8383
Omega Ratio Rank
VSMV Calmar Ratio Rank: 8787
Calmar Ratio Rank
VSMV Martin Ratio Rank: 8686
Martin Ratio Rank

BDRY
BDRY Risk / Return Rank: 7373
Overall Rank
BDRY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BDRY Sortino Ratio Rank: 6565
Sortino Ratio Rank
BDRY Omega Ratio Rank: 6060
Omega Ratio Rank
BDRY Calmar Ratio Rank: 8787
Calmar Ratio Rank
BDRY Martin Ratio Rank: 7474
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.

VSMV vs. BDRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and Breakwave Dry Bulk Shipping ETF (BDRY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VSMVBDRYDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.48

1.36

+0.13

Calmar ratioReturn relative to maximum drawdown

4.72

4.75

-0.03

Martin ratioReturn relative to average drawdown

17.61

13.45

+4.17

VSMV vs. BDRY - Sharpe Ratio Comparison

The current VSMV Sharpe Ratio is 2.64, which is comparable to the BDRY Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of VSMV and BDRY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VSMV vs. BDRY - Drawdown Comparison

The maximum VSMV drawdown since its inception was -31.33%, smaller than the maximum BDRY drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for VSMV and BDRY.


Loading charts...

Drawdown Indicators


VSMVBDRYDifference

Max Drawdown

Largest peak-to-trough decline

-31.33%

-89.16%

+57.83%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-21.60%

+16.42%

Max Drawdown (3Y)

Largest decline over 3 years

-13.22%

-69.71%

+56.49%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-89.16%

+71.20%

Current Drawdown

Current decline from peak

-2.02%

-72.10%

+70.08%

Average Drawdown

Average peak-to-trough decline

-3.40%

-58.42%

+55.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

7.62%

-6.23%

Volatility

VSMV vs. BDRY - Volatility Comparison

The current volatility for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) is 3.35%, while Breakwave Dry Bulk Shipping ETF (BDRY) has a volatility of 7.86%. This indicates that VSMV experiences smaller price fluctuations and is considered to be less risky than BDRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VSMVBDRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

7.86%

-4.51%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

29.21%

-22.53%

Volatility (1Y)

Calculated over the trailing 1-year period

9.29%

42.17%

-32.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.88%

60.25%

-47.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

62.41%

-47.38%

VSMV vs. BDRY - Expense Ratio Comparison

VSMV has a 0.35% expense ratio, which is lower than BDRY's 3.76% expense ratio.


Dividends

VSMV vs. BDRY - Dividend Comparison

VSMV's dividend yield for the trailing twelve months is around 1.37%, while BDRY has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BDRY
Breakwave Dry Bulk Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF
1.37%1.35%1.36%1.77%1.99%1.36%2.01%2.00%2.42%1.11%

Frequently Asked Questions


VSMV and BDRY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDRY has higher volatility (7.86%) compared to VSMV (3.35%). In terms of maximum drawdown, VSMV dropped -31.33% vs BDRY's -89.16%.

On 5-year performance, VSMV leads with 11.45% vs -16.12% for BDRY. On fees, VSMV is cheaper at 0.35% per year. On volatility, VSMV has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VSMV has performed better with a 11.45% return vs -16.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VSMV is cheaper with a 0.35% expense ratio, compared with 3.76% for BDRY.

VSMV has the higher dividend yield at 1.37%, compared with 0.00% for BDRY.

VSMV is categorized as Volatility Hedged Equity, while BDRY is Commodities. VSMV tracks Nasdaq Victory Multi-Factor Minimum Volatility Index, while BDRY tracks Breakwave Dry Freight Futures Index. They also come from different issuers: Crestview and ETFMG. Their fees differ too: 0.35% for VSMV and 3.76% for BDRY.

VSMV currently has the higher Sharpe Ratio (2.64 vs 2.44), 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.

Portfolio Optimizer

Find the right allocation for VSMV and BDRY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer