CSF
VictoryShares US Discovery Enhanced Volatility Wtd ETF
Compass EMP US Discovery 500 Enhanced Volatility Weighted Index ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to provide investment results that match the performance of the CEMP US Small Cap 500 Long/Cash Volatility Weighted Index before fees and expenses.
US
EQUITY
Rules-Based
MANAGEMENT STYLE
40.4 M
ASSETS UNDER MGMT
42 bp
EXPENSES
Fund Basics
Fund sponsor | Compass Efficient Model Portfo |
Category | US |
Asset class | Equity |
Website | link... |
Inception date | Jul 31, 2014 |
Assets (mns) | $40 |
Expense ratio | 42 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-End Investment Company |
Distributions | Quarterly |
Taxation | 1099 |
Stock selection | Multi-Factor |
Weighting | Technical |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | Yes |
Currency hedged | No |
Fund of funds | No |
Top 10 Holdings
CRANE HOLDINGS, CO. | 0.6 % |
NELNET INC-CL A | 0.4 % |
KIRBY CORP | 0.4 % |
MGE ENERGY INC | 0.4 % |
MGIC INVESTMENT CORP | 0.4 % |
MDU RESOURCES GROUP INC | 0.4 % |
CARPENTER TECHNOLOGY | 0.4 % |
RADIAN GROUP INC | 0.4 % |
VERRA MOBILITY CORP. CLASS A | 0.4 % |
NMI HOLDINGS INC-CLASS A | 0.4 % |
Constituent Breakdown
Number of holdings | 501 |
Herfindahl-Hirschman Index | 23 |
Wgt avg mkt cap (mns) | $3,786 |
Large cap (>$10bn) | 2.2% |
Mid cap ($2-10bn) | 80.8% |
Small cap (<$2bn) | 16.5% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
UNITED STATES | 95.6 % | |
BERMUDA | 1.3 % | |
PUERTO RICO | 0.8 % |
Historical Performance
Standardized Performance (as of 09/30/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
Total Returns | 12.2% | 16.0% | 2.9% | -1.3% | 10.5% | -- | 5.1% | Volatility | 17.3% | 13.2% | 13.3% | 15.6% | 18.5% | -- | -- |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 0.50 | 43% |
MSCI EAFE | 0.48 | 38% |
MSCI Emg Mkts | 0.32 | 16% |
Liquidity Measures
Avg. volume (000) | 4 |
Turnover | 0.5% |
Avg. Bid/Ask (% of price) | 0.14% |
ADV of underlying (mns) | $16,925 |
Technical Indicators
Recent close | $53.81 |
30d moving avg. | $53.21 |
Annualized volatility | 13.7% |
Relative strength (RSI) | 51 |
Short interest (ETF) | 1.0% |
Short interest (underlying) | 5.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. CSF |
Expenses vs. CSF |
ALTAR Score™ vs. CSF |
---|---|---|---|---|
CSA | VictoryShares US Small Cap Volatility Wtd ETF | 98.3% | -7 bp | +0.1% |
TPSC | Timothy Plan US Small Cap Core ETF | 90.6% | +10 bp | +0.5% |
BKSE | BNY Mellon US Small Cap Core Equity ETF | 54.4% | -38 bp | -1.5% |
IJR | iShares Core S&P Small Cap ETF | 49.4% | -36 bp | +0.4% |
QVMS | Invesco S&P SmallCap 600 QVM Multi-factor ETF | 49.0% | -27 bp | +1.3% |
SPSM | SPDR Portfolio S&P 600 Small Cap ETF | 48.6% | -39 bp | +0.4% |
VIOO | Vanguard S&P Small-Cap 600 ETF | 48.6% | -32 bp | +0.9% |
STXK | Strive Small-Cap ETF | 48.4% | -24 bp | -1.2% |
XJR | iShares ESG Screened S&P Small-Cap ETF | 45.6% | -30 bp | +0.8% |
BBSC | JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 45.3% | -33 bp | -3.0% |
Risk and Returns: CSF vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
---|---|---|---|---|---|---|---|---|
Sales per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Book value per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
2023 | 2024E | Fwd Est | 2025E | |
Price-to-sales | --x | --x | --x | --x |
Price-to-earnings | --x | --x | --x | --x |
Price-to-cash flow | --x | --x | --x | --x |
Price-to-growth | --x | --x | --x | --x |
Price-to-book value | --x | --x | --x | --x |
Yield | --% | --% | --x | --% |
Based on closing prices from 10/9/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
CSF
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
OVERWEIGHT
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.
ALTAR Score™
CSF
6.5%
Cat. Avg
5.5%
ALTAR Score™ Calculation
Category Overview
There are 933 funds in the US Equity category, with an average ALTAR Score™
of 5.5% and a standard deviation of
2.4%. CSF's ALTAR Score™ is approximately
0.4 standard deviations
above
the category average. This places CSF in the 65th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
CSFSELL
U/W
HOLD
O/W
BUY
Expense Analysis
Peer Group | Rules-Based US Equity ETFs |
# of ETFs | 609 |
Avg. Expense Ratio | 46.6 bp |
Std. Deviation | 32.9 bp |
CSF (42 bp) Percentile rank | 45 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
CSF | 42.0 | 13.8 | 55.8 |
Peer Avg. | 29.5 | 13.7 | 43.3 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .