CFO vs CDX

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

CFO vs CDX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

CFO

$407M

Winner

CDX

$407M

Expense Ratio

CFO

0.35%

Winner

CDX

0.25%

Max Drawdown

CFO

28.20%

Winner

CDX

17.00%

Sharpe Ratio

Winner

CFO

1.00

CDX

-0.84

5Y Beta

CFO

0.72

Winner

CDX

0.41

P/E Ratio

CFO

22.56

CDX

N/A

Forward P/E

CFO

17.39

CDX

N/A

PEG Ratio

CFO

0.33

CDX

N/A

5Y Dividends CAGR

CFO

12.61%

CDX

N/A

5Y EPS CAGR

CFO

12.72%

CDX

N/A

Debt to Equity

CFO

26.90%

CDX

N/A

P/S Ratio

CFO

1.89

CDX

N/A

P/B Ratio

CFO

3.38

CDX

N/A

CFO vs CDX - Historical Returns

Returns include dividend reinvestment.

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

Winner

CFO

+1.25%

CDX

+0.19%

Winner

CFO

+6.94%

CDX

-0.59%

Winner

CFO

+6.58%

CDX

-1.28%

Winner

CFO

+14.21%

CDX

-1.34%

5Y(CAGR)

CFO

+4.34%

Winner

CDX

+4.36%

10Y(CAGR)

CFO

+9.39%

CDX

N/A

Max(CAGR)

Winner

CFO

+8.72%

CDX

+4.36%

CFO vs CDX - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

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

CFO vs CDX Drawdown Comparison

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

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

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

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

Correlation

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

0.85

-101

Dividend Comparison (2014 - 2026)

CFO vs CDX dividend yield comparison.

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