See what your fund actually adds
VictoryShares Free Cash Flow ETF VFLO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VFLO | Replication |
|---|---|---|
| Annualized growth | 27.5% | 15.2% |
| Annualized volatility | 15.6% | 12.9% |
| Sharpe ratio | 1.64 | 1.17 |
| Maximum drawdown | 14.9% | 15.8% |
| Replication fit (R²) | 0.76 · Tracking error 7.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model VFLO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| RSP | Factor · Equal Weight | 40.0% |
| XLE | Sector · Energy | 19.2% |
| VBK | Small-Cap · Growth | 14.8% |
| XLV | Sector · Healthcare | 14.8% |
| XLY | Sector · Cons Discr | 11.2% |