Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VSMV (VictoryShares US Multi-Factor Minimum Volatility ETF) | 4.56% | 7.92% | 11.09% | 11.22% | NA | NA | NA | 11.10% |
Data as of 07/30/2025, AR inception is 06/22/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSMV (VictoryShares US Multi-Factor Minimum Volatility ETF) | 06/22/2017 | 07/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.93 | 7.92 | 11.09 | 11.22 | NA | NA | NA | 11.10 | 4.56 | 15.79 | 12.33 | -7.55 | 25.65 | 5.07 | 26.79 | -1.12 | 11.51 |
| Sharpe Ratio | NA | 0.51 | 0.70 | 0.71 | NA | NA | NA | 0.60 | 0.45 | 1.34 | 0.86 | -0.47 | 2.37 | 0.17 | 2.61 | -0.18 | 3.26 |
| Standard Deviation(%) | NA | 13.99 | 12.77 | 13.33 | NA | NA | NA | 15.59 | 16.24 | 9.10 | 10.14 | 19.05 | 10.80 | 28.97 | 9.71 | 13.91 | 6.85 |
| Draw Down(%) | NA | 13.22 | 13.22 | 17.97 | NA | NA | NA | 31.33 | 12.03 | 5.14 | 7.00 | 17.97 | 5.34 | 31.33 | 4.94 | 15.89 | 2.13 |
| Yield(%) | 0.00 | 1.46 | 1.89 | 2.17 | 2.16 | 1.44 | 1.08 | 2.70 | 0.80 | 1.55 | 1.95 | 1.81 | 1.71 | 2.07 | 2.49 | 2.34 | 1.25 |
Data as of 07/30/2025, AR inception is 06/22/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSMV (VictoryShares US Multi-Factor Minimum Volatility ETF) |
4.64%
Sep 2019 - Sep 2022 |
7.53%
Sep 2018 - Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSMV (VictoryShares US Multi-Factor Minimum Volatility ETF) |
18.74%
Dec 2018 - Dec 2021 |
14.55%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart