See what your fund actually adds

VictoryShares Small Cap Free Cash Flow ETF SFLO

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SFLO compared with its replication portfolio
MeasureSFLOReplication
Annualized growth17.1%14.7%
Annualized volatility18.8%16.0%
Sharpe ratio0.930.94
Maximum drawdown22.7%21.7%
Replication fit (R²)0.79 · Tracking error 8.6%

Replication portfolio

The published portfolio below is the investable basket used to model SFLO’s historical return behavior.

SFLO replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap37.6%
IWCMicro Cap19.8%
XLESector · Energy19.1%
XLYSector · Cons Discr14.2%
VBRSmall-Cap · Value9.2%