CFO Performance — VictoryShares US 500 Enhanced Volatility Wtd ETF
Data updated: 2026-09-11
CFO returned +9.27% year to date and +13.85% over one year to Jun 2026. Annualised returns are +10.76% over 3 years and +4.38% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $136, against $157 for the category, and to $114 over one year, against $118. Volatility over the past three years was 11.38% a year. In the 12 months to Jun 2026 the fund lost a net $52.2M, and assets reached $412.44M.
CFO Growth of $100
What $100 invested in VictoryShares US 500 Enhanced Volatility Wtd ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | CFO | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $136 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $124 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $185 | $229 |
CFO Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.27% |
| 1 year | +13.85% |
| 3 years (annualised) | +10.76% |
| 5 years (annualised) | +4.38% |
CFO Annual Returns
Calendar-year total returns of VictoryShares US 500 Enhanced Volatility Wtd ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +9.27% |
| 2025 | +8.42% |
| 2024 | +15.22% |
| 2023 | −3.66% |
| 2022 | −14.16% |
| 2021 | +26.06% |
| 2020 | +19.70% |
| 2019 (Jul–Dec) | +8.54% |
CFO Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.1% | +3.4% | −5.3% | +4.9% | +0.7% | +2.5% | — | — | — | — | — | — |
| 2025 | +3.8% | −0.8% | −3.3% | −2.2% | +4.0% | +2.7% | +0.7% | +2.3% | +0.8% | −1.2% | +1.8% | −0.2% |
| 2024 | +0.3% | +4.6% | +4.2% | −4.7% | +2.9% | −0.5% | +4.1% | +2.6% | +2.0% | −1.1% | +7.1% | −6.5% |
| 2023 | +1.3% | −3.8% | −0.2% | +0.5% | −3.6% | +2.6% | +2.8% | −2.3% | −4.5% | −3.2% | +2.6% | +4.5% |
| 2022 | −5.5% | −1.7% | +2.7% | −6.2% | +0.4% | −7.4% | +2.9% | −0.7% | −2.1% | +4.2% | +3.4% | −4.3% |
| 2021 | −1.3% | +3.5% | +5.5% | +5.1% | +1.0% | +0.3% | +2.6% | +2.3% | −4.7% | +5.7% | −2.2% | +6.2% |
| 2020 | −0.9% | −9.1% | −1.2% | +7.7% | +3.2% | +0.2% | +2.9% | +3.9% | −1.8% | −0.4% | +11.2% | +4.0% |
| 2019 | — | — | — | — | — | — | +1.4% | −2.0% | +2.0% | +1.1% | +3.8% | +2.2% |
CFO Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 11.38%
- 3-year Sharpe ratio: 0.55 (vs 4.5% risk-free rate)
- Best month: +7.14% (Nov 2024)
- Worst month: −6.49% (Dec 2024)
CFO Fund Flows
Monthly money in and out of VictoryShares US 500 Enhanced Volatility Wtd ETF, from SEC Form N-PORT.
- 12-month net flow: −$52.2M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $4.0M | −$4.0M |
| May 2026 | $0 | $3.9M | −$3.9M |
| Apr 2026 | $0 | $7.6M | −$7.6M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $3.9M | −$3.9M |
| Jan 2026 | $0 | $3.8M | −$3.8M |
| Dec 2025 | $0 | $7.4M | −$7.4M |
| Nov 2025 | $0 | $7.2M | −$7.2M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $3.7M | −$3.7M |
| Aug 2025 | $0 | $3.6M | −$3.6M |
| Jul 2025 | $0 | $7.2M | −$7.2M |
CFO Assets Under Management
Net assets of VictoryShares US 500 Enhanced Volatility Wtd ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $412.44M |
| 2026-03-31 | $397.01M |
| 2025-12-31 | $402.07M |
| 2025-09-30 | $416.80M |
| 2025-06-30 | $416.92M |
| 2025-03-31 | $410.72M |
| 2024-12-31 | $427.75M |
| 2024-09-30 | $440.04M |
| 2024-06-30 | $427.59M |
| 2024-03-31 | $465.82M |
| 2023-12-31 | $492.45M |
| 2023-09-30 | $565.04M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.