VSMV

VictoryShares U.S. Multi-Factor Minimum Volatility ETF
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65
*Unless otherwise stated, data provided by FactSet.

VSMV Fund Description

VSMV tracks an index of US large- and midcap stocks selected and weighted based on multiple factors. ETF optimization and constraints are used in order to minimize volatility.

VSMV Factset Analytics Insight

VSMV aims to provide enhanced, risk-adjusted equity returns, while seeking to minimize volatility. The fund pulls its holdings from the Nasdaq US Large MidCap Index by scoring components on nine fundamental and technical factors—such as earnings quality, growth, momentum, and profitability—and selecting the top 20%. The fund optimizes the weight of each stock to minimize overall portfolio volatility while staying within the bounds of a series of industry and security constraints. The underlying index is rebalanced on a semi-annual basis. VSMV faces stiff competition in the increasingly crowded total-market US equity ETF space.

VSMV MSCI ESG Analytics Insight

VictoryShares U.S. Multi-Factor Minimum Volatility ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.78 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. VictoryShares U.S. Multi-Factor Minimum Volatility ETF ranks in the 36th percentile within its peer group and in the 22nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VSMV Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/10/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VSMV -0.11% 1.35% 20.23% 7.15% -- -- --
VSMV (NAV) 0.09% 1.07% 20.19% 10.49% -- -- --
MSCI USA IMI -1.43% -1.79% 18.61% 6.70% 12.44% 11.02% 12.84%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VSMV Summary Data

06/22/17
Open-Ended Fund
0.35%
$154.67M
$215.87K
0.19%

VSMV Portfolio Data

$203.73B
18.52
3.92
2.11%
10/15/19
69

VSMV Index Data

Nasdaq Victory US Multi-Factor Minimum Volatility
Multi-Factor
Multi-Factor
MSCI USA IMI

VSMV Portfolio Management

0.35%
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--
--

VSMV Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

VSMV Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

VSMV Factset Analytics Block Liquidity

As of 10/11/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VSMV. VSMV is rated a 5 out of 5.

VSMV Tradability

6,807
$215.87K
2,889
$90.70K
0.19%
$0.06
0.04%
1.23% / -0.96%
None
100.00%
50,000
0.06
0.02%
0.02%
0
$31.71
5

VSMV Sector/Industry Breakdown


VSMV
Segment Benchmark
23.23%
6.97%
21.81%
17.10%
17.72%
25.86%
12.93%
10.51%
12.06%
13.35%
10.11%
13.59%
1.27%
4.26%
0.86%
3.45%

VSMV Top 10 Holdings[View All]

Apple Inc. 6.15%
38.55%

VSMV Countries


VSMV
Segment Benchmark
100.00%
99.92%
--
0.08%

VSMV Regions


VSMV
Segment Benchmark
100.00%
100.00%

VSMV Economic Development


VSMV
Segment Benchmark
100.00%
100.00%

VSMV Performance Statistics

0.89
0.77
0.78
0.81
0.36%
MSCI USA IMI

VSMV MSCI ESG Ratings

BBB
4.78 / 10
21.87
36.21
6.01%
6.45%
135.52

VSMV Benchmark Comparison Holdings

69
2421
68
18.82%

VSMV Benchmark Comparison Summary


VSMV
Segment Benchmark
69
2421
$203.73B
$203.73B
18.52
23.97
3.92
3.15
2.51%
1.87%
Medium
Low

VSMV Benchmark Comparison Market Cap Size


VSMV
Segment Benchmark
80.74%
82.69%
19.26%
12.91%
0.00%
3.96%
0.00%
0.44%