CDX vs CFO

Comparison between SIMPLIFY HIGH YIELD ETF (CDX, ETF) and VictoryShares US 500 Enhanced Volatility Wtd ETF (CFO, ETF).

CDX vs CFO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CDX(ETF)	CFO(ETF)
Net Assets	$407M	$407M
Expense Ratio	0.25%	0.35%
Max Drawdown	17.00%	28.20%
Sharpe Ratio	-0.84	1.00
5Y Beta	0.41	0.72
P/E Ratio	N/A	22.56
Forward P/E	N/A	17.39
PEG Ratio	N/A	0.33
5Y Dividends CAGR	N/A	12.61%
5Y EPS CAGR	N/A	12.72%
Debt to Equity	N/A	26.90%
P/S Ratio	N/A	1.89
P/B Ratio	N/A	3.38

Net Assets

Winner

CDX

$407M

CFO

$407M

Expense Ratio

Winner

CDX

0.25%

CFO

0.35%

Max Drawdown

Winner

CDX

17.00%

CFO

28.20%

Sharpe Ratio

CDX

-0.84

Winner

CFO

1.00

5Y Beta

Winner

CDX

0.41

CFO

0.72

P/E Ratio

CDX

N/A

CFO

22.56

Forward P/E

CDX

N/A

CFO

17.39

PEG Ratio

CDX

N/A

CFO

0.33

5Y Dividends CAGR

CDX

N/A

CFO

12.61%

5Y EPS CAGR

CDX

N/A

CFO

12.72%

Debt to Equity

CDX

N/A

CFO

26.90%

P/S Ratio

CDX

N/A

CFO

1.89

P/B Ratio

CDX

N/A

CFO

3.38

CDX vs CFO - Historical Returns

Returns include dividend reinvestment.

Period	CDX	CFO
1 month	+0.19%	+1.25%
3 months	-0.59%	+6.94%
6 months	-1.28%	+6.58%
1 year	-1.34%	+14.21%
5 years(CAGR)	+4.36%	+4.34%
10 years(CAGR)	N/A	+9.39%
Max(CAGR)	+4.36%	+8.72%

CDX

+0.19%

Winner

CFO

+1.25%

CDX

-0.59%

Winner

CFO

+6.94%

CDX

-1.28%

Winner

CFO

+6.58%

CDX

-1.34%

Winner

CFO

+14.21%

5Y(CAGR)

Winner

CDX

+4.36%

CFO

+4.34%

10Y(CAGR)

CDX

N/A

CFO

+9.39%

Max(CAGR)

CDX

+4.36%

Winner

CFO

+8.72%

CDX vs CFO - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	CDX	CFO
2026	-1.19%	+6.95%
2025	+8.81%	+8.60%
2024	+7.75%	+15.27%
2023	+12.25%	-3.59%
2022	-8.08%	-14.02%
2021	N/A	+27.99%
2020	N/A	+19.35%
2019	N/A	+22.09%
2018	N/A	-9.10%
2017	N/A	+21.81%
2016	N/A	+16.25%
2015	N/A	-0.70%
2014	N/A	+5.54%

CDX vs CFO Drawdown Comparison

The maximum drawdown for CDX was -13.23%, occurring on Oct 20, 2022. Recovery took 429 trading sessions.

The maximum drawdown for CFO was -24.33%, occurring on Oct 27, 2023. Recovery took 717 trading sessions.

The current CDX drawdown is -6.52%. The current CFO drawdown is -1.05%.

Rank	CDX	CFO
#1	-13.23% Mar 2, 2022 - Nov 14, 2023	-24.33% Jan 4, 2022 - Nov 11, 2024
#2	-8.88% Apr 9, 2025 - Apr 11, 2025	-20.79% Sep 21, 2018 - Nov 26, 2019
#3	-6.73% Apr 2, 2025 - Apr 9, 2025	-17.24% Nov 29, 2024 - Aug 22, 2025
#4	-3.14% Oct 3, 2024 - Jan 21, 2025	-16.57% Feb 19, 2020 - Aug 5, 2020
#5	-2.41% Mar 19, 2024 - May 15, 2024	-14.36% Jun 23, 2015 - Apr 27, 2016
#6	-1.65% May 15, 2024 - Jun 12, 2024	-9.22% Jan 26, 2018 - Aug 20, 2018
#7	-1.64% Mar 3, 2025 - Mar 20, 2025	-7.77% Sep 5, 2014 - Oct 31, 2014
#8	-1.47% Mar 20, 2025 - Apr 2, 2025	-7.24% Sep 2, 2020 - Oct 8, 2020
#9	-1.28% Dec 27, 2023 - Jan 10, 2024	-7.10% Mar 2, 2026 - Jun 2, 2026
#10	-1.13% Jun 18, 2024 - Jul 8, 2024	-6.67% Jun 8, 2016 - Jul 11, 2016
#11	-1.05% Aug 5, 2024 - Aug 13, 2024	-6.01% Oct 12, 2020 - Nov 5, 2020
#12	-1.05% Nov 14, 2023 - Nov 27, 2023	-5.55% Nov 16, 2021 - Dec 27, 2021
#13	-0.96% Feb 1, 2024 - Feb 22, 2024	-5.23% Sep 2, 2021 - Oct 21, 2021
#14	-0.85% Jan 21, 2025 - Feb 3, 2025	-4.91% Dec 29, 2014 - Feb 12, 2015
#15	-0.80% Jan 12, 2024 - Feb 1, 2024	-4.70% Jan 20, 2021 - Feb 8, 2021

Correlation

Correlation between CDX and CFO is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2014 - 2026)

CDX vs CFO dividend yield comparison.

Year	CDX	CFO
2026	3.34%	0.65%
2025	7.18%	1.32%
2024	12.60%	1.44%
2023	5.26%	1.72%
2022	7.51%	3.95%
2021	0.00%	1.06%
2020	0.00%	0.90%
2019	0.00%	1.44%
2018	0.00%	1.49%
2017	0.00%	1.18%
2016	0.00%	1.35%
2015	0.00%	1.31%
2014	0.00%	0.50%