FELV
Fidelity Enhanced Large Cap Value ETF
HML
Adj. R2
0.913
Rel. Sharpe
0.902
Mkt beta
0.94
AUM
US$2.8B
MER
0.18%
Valuation
106
ETF comparison
Verified factor-similar pair
FELV vs VFLO
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
HML
Similarity score
80
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
VFLO
VictoryShares Free Cash Flow ETF
HML
Adj. R2
0.773
Rel. Sharpe
1.346
Mkt beta
0.87
AUM
US$6.4B
MER
0.44%
Valuation
92
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.11
HML
diff -0.04
RMW
diff +0.11
CMA
diff +0.02
UMD
diff +0.13
Why This Pair Matches
Exposure level
78
Exposure shape
97
Mkt beta diff
0.07
Rel. Sharpe diff
0.444
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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