VictoryShares Free Cash Flow Growth ETF

10-Year Study

GFLW.US · · US · ETF

Executive Summary: VictoryShares Free Cash Flow Growth ETF has compounded at 15.6% annually over the last 10 years, with a maximum drawdown of 12.7% and an annualized volatility of 30.3%.

1Y CAGR
+16.6%
3Y CAGR
+15.6%
5Y CAGR
+15.6%
10Y CAGR
+15.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
12.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +18.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.8-0.9-5.09.6————————2.4%
20254.5-4.8-8.35.79.25.01.91.95.11.7-2.6-0.918.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 30.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 56.4% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110445.545920138164
2025-02-019944.516868681101
2025-03-019122.35672030266
2025-04-019643.626777663938
2025-05-0110530.63833909555
2025-06-0111051.916415872798
2025-07-0111260.027477726875
2025-08-0111471.513109820447
2025-09-0112058.879193593193
2025-10-0112263.217120234141
2025-11-0111941.994601970722
2025-12-0111839.825638650249
2026-01-0111741.441037725257
2026-02-0111640.112733741917
2026-03-0111056.109967364186
2026-04-0112121.105652918393
Annual Return Matrix
YearAnnual Return
20250.18398256386502498
20260.023757107820061796
Total Factor Risk
0.30336869225172775
VTI.US Exposure
-0.2096300234538454
VEA.US Exposure
0.044806156302086154
VWO.US Exposure
-0.039527240785443896
QQQ.US Exposure
0.5635982462508116
VTV.US Exposure
0.055472352879397994
IJR.US Exposure
0.04789450449164224
QUAL.US Exposure
-0.059405875625298886
SHV.US Exposure
0.26392316802230886
TLT.US Exposure
0.029575229832922836
LQD.US Exposure
-0.03133447808676402
HYG.US Exposure
0.15616076244484017
GLD.US Exposure
0.01871174971656143
USO.US Exposure
-0.0018045988392572762
VNQ.US Exposure
-0.05280366864509165
BTC-USD.CC Exposure
0.09296725192756924
CPER.US Exposure
-0.012503952399182651
VIX.INDX Exposure
0.04445675057542221
UUP.US Exposure
-0.0001344075381746669
TIP.US Exposure
0.08621288450259158
Idiosyncratic Exposure
0.003365188426904225
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.02%
Market Cap$72.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VictoryShares Free Cash Flow Growth ETF a high-risk investment?

VictoryShares Free Cash Flow Growth ETF (GFLW.US) has an annualized volatility of 30.3% and experienced a maximum drawdown of 12.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of GFLW.US?

Over the past 10 years, GFLW.US has generated a Compound Annual Growth Rate (CAGR) of 15.6%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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