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
44.4 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) | $44 |
| 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) | $4,094 |
| Large cap (>$10bn) | 3.3% |
| Mid cap ($2-10bn) | 83.1% |
| Small cap (<$2bn) | 13.3% |
| 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 11/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 22.7% | 26.5% | 3.9% | 1.3% | 11.0% | -- | 6.0% | Volatility | 18.4% | 17.0% | 15.5% | 15.9% | 18.9% | 16.7% | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.56 | 42% |
| MSCI EAFE | 0.47 | 30% |
| MSCI Emg Mkts | 0.27 | 10% |
Liquidity Measures
| Avg. volume (000) | 2 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.14% |
| ADV of underlying (mns) | $28,584 |
Technical Indicators
| Recent close | $55.53 |
| 30d moving avg. | $58.63 |
| Annualized volatility | 15.0% |
| Relative strength (RSI) | 50 |
| Short interest (ETF) | 0.0% |
| 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 | -1.4% |
| IJR | iShares Core S&P Small Cap ETF | 49.7% | -36 bp | +0.5% |
| VIOO | Vanguard S&P Small-Cap 600 ETF | 49.1% | -32 bp | +0.5% |
| SPSM | SPDR Portfolio S&P 600 Small Cap ETF | 48.8% | -39 bp | +0.5% |
| QVMS | Invesco S&P SmallCap 600 QVM Multi-factor ETF | 48.5% | -27 bp | +1.4% |
| STXK | Strive Small-Cap ETF | 47.8% | -24 bp | -1.2% |
| XJR | iShares ESG Screened S&P Small-Cap ETF | 46.2% | -30 bp | +0.9% |
| BBSC | JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 45.3% | -33 bp | -2.9% |
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 12/24/2024
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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
6.4%
Cat. Avg
5.6%
ALTAR Score™ Calculation
Category Overview
There are 976 funds in the US Equity category, with an average ALTAR Score™
of 5.6% and a standard deviation of
2.6%. CSF's ALTAR Score™ is approximately
0.3 standard deviations
above
the category average. This places CSF in the 63rd 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. | 30.3 | 14.0 | 44.3 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .