VSMV vs. MSMR
Compare and contrast key facts about VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and McElhenny Sheffield Managed Risk ETF (MSMR).
VSMV and MSMR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSMV is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory Multi-Factor Minimum Volatility Index. It was launched on Jun 22, 2017. MSMR is an actively managed fund by McElhenny Sheffield. It was launched on Nov 16, 2021.
Performance
VSMV vs. MSMR - Performance Comparison
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VSMV vs. MSMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF | 2.63% | 16.77% | 15.79% | 12.34% | -7.56% | 3.91% |
MSMR McElhenny Sheffield Managed Risk ETF | -0.21% | 17.06% | 21.58% | 18.77% | -11.88% | -1.12% |
Returns By Period
In the year-to-date period, VSMV achieves a 2.63% return, which is significantly higher than MSMR's -0.21% return.
VSMV
- 1D
- 1.41%
- 1M
- -3.84%
- YTD
- 2.63%
- 6M
- 6.16%
- 1Y
- 18.57%
- 3Y*
- 15.25%
- 5Y*
- 11.14%
- 10Y*
- —
MSMR
- 1D
- 2.41%
- 1M
- -4.00%
- YTD
- -0.21%
- 6M
- 3.10%
- 1Y
- 18.50%
- 3Y*
- 18.08%
- 5Y*
- —
- 10Y*
- —
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VSMV vs. MSMR - Expense Ratio Comparison
VSMV has a 0.35% expense ratio, which is lower than MSMR's 0.97% expense ratio.
Return for Risk
VSMV vs. MSMR — Risk / Return Rank
VSMV
MSMR
VSMV vs. MSMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and McElhenny Sheffield Managed Risk ETF (MSMR). 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.
| VSMV | MSMR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.51 | -0.12 |
Sortino ratioReturn per unit of downside risk | 2.01 | 2.09 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.74 | -0.84 |
Martin ratioReturn relative to average drawdown | 10.28 | 10.18 | +0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSMV | MSMR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.51 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.90 | -0.12 |
Correlation
The correlation between VSMV and MSMR is 0.52, 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.
Dividends
VSMV vs. MSMR - Dividend Comparison
VSMV's dividend yield for the trailing twelve months is around 1.40%, less than MSMR's 1.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF | 1.40% | 1.35% | 1.36% | 1.77% | 1.99% | 1.36% | 2.01% | 2.00% | 2.42% | 1.11% |
MSMR McElhenny Sheffield Managed Risk ETF | 1.96% | 1.51% | 2.26% | 0.81% | 0.65% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VSMV vs. MSMR - Drawdown Comparison
The maximum VSMV drawdown since its inception was -31.33%, which is greater than MSMR's maximum drawdown of -14.86%. Use the drawdown chart below to compare losses from any high point for VSMV and MSMR.
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Drawdown Indicators
| VSMV | MSMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.33% | -14.86% | -16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -7.05% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.96% | — | — |
Current DrawdownCurrent decline from peak | -3.84% | -4.33% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -5.28% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.90% | +0.03% |
Volatility
VSMV vs. MSMR - Volatility Comparison
The current volatility for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) is 2.80%, while McElhenny Sheffield Managed Risk ETF (MSMR) has a volatility of 5.04%. This indicates that VSMV experiences smaller price fluctuations and is considered to be less risky than MSMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSMV | MSMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 5.04% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 10.29% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 12.28% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 10.32% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 10.32% | +4.82% |