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
47.4 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) | $47 |
| 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) | $3,758 |
| Large cap (>$10bn) | 2.0% |
| Mid cap ($2-10bn) | 80.6% |
| Small cap (<$2bn) | 17.1% |
| 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 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 10.1% | 15.8% | -1.0% | -2.8% | 9.3% | -- | 4.9% | Volatility | 18.4% | 17.0% | 15.5% | 15.9% | 18.9% | 16.7% | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.51 | 43% |
| MSCI EAFE | 0.47 | 38% |
| MSCI Emg Mkts | 0.31 | 16% |
Liquidity Measures
| Avg. volume (000) | 3 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.14% |
| ADV of underlying (mns) | $22,769 |
Technical Indicators
| Recent close | $59.29 |
| 30d moving avg. | $54.23 |
| Annualized volatility | 13.4% |
| 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)
Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial
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 | +0.4% |
| BKSE | BNY Mellon US Small Cap Core Equity ETF | 54.4% | -38 bp | -1.3% |
| IJR | iShares Core S&P Small Cap ETF | 50.0% | -36 bp | +0.5% |
| VIOO | Vanguard S&P Small-Cap 600 ETF | 49.3% | -32 bp | +0.5% |
| SPSM | SPDR Portfolio S&P 600 Small Cap ETF | 49.1% | -39 bp | +0.5% |
| QVMS | Invesco S&P SmallCap 600 QVM Multi-factor ETF | 48.8% | -27 bp | +1.3% |
| STXK | Strive Small-Cap ETF | 48.4% | -24 bp | -1.1% |
| XJR | iShares ESG Screened S&P Small-Cap ETF | 46.4% | -30 bp | +0.8% |
| BBSC | JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 45.3% | -33 bp | -2.7% |
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.
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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 11/22/2024
Peer Group Comparison Sample data. Subscribe for access.
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.
Some content on this tab for Individual & Professional subscribers only. Start your FREE trial
ETF Research Center Rating
NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.
ALTAR Score™
CSF
5.9%
Cat. Avg
5.3%
ALTAR Score™ Calculation
Category Overview
There are 975 funds in the US Equity category, with an average ALTAR Score™
of 5.3% and a standard deviation of
2.4%. CSF's ALTAR Score™ is approximately
0.3 standard deviations
above
the category average. This places CSF in the 60th 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. | 29.7 | 13.9 | 43.6 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .