Compass EMP US Discovery 500 Enhanced Vol.
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
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. |
Category | US Equities |
Fund Sponsor | Compass Efficient Model Portfo |
Website | www.compassempfunds.com |
Inception date | Aug 01, 2014 |
Assets (mns) | $58 |
Currency | USD |
Expense ratio | 35 bp |
Distributions | Quarterly |
Regulation | Open-End Investment Company |
Custodian | US Bank NA |
Weighting | Technical |
Index replication | Full |
Uses derivatives | No |
Options available | Yes |
No. of constituents | 462 |
Wgt avg mkt cap (mns) | $1,742 |
Large cap (>$10bn) | 0.0% |
Mid cap ($2-10bn) | 36.6% |
Small cap (<$2bn) | 63.4% |
Developed mkts | 100.0% |
Emerging mkts | 0.1% |
SJW CORP | 0.4 % |
NORTHWEST BANCSHARES INC | 0.4 % |
AIRCASTLE LTD | 0.4 % |
COLUMBIA FINANCIAL, INC. | 0.4 % |
FIDELITY NATIONAL FINANCIAL INC - | 0.4 % |
BRADY CORPORATION - CL A | 0.4 % |
CAPITOL FEDERAL FINANCIAL IN | 0.4 % |
NATIONAL HEALTHCARE CORP | 0.4 % |
COHEN & STEERS INC | 0.4 % |
MURPHY USA, INC. | 0.4 % | Total | 3.8 % |
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UNITED STATES | 98.3 % |
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BERMUDA | 0.5 % |
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PUERTO RICO | 0.4 % |
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CAYMAN ISLANDS | 0.2 % |
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NETHERLANDS | 0.2 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-0.3% | -11.9% | -- | -- | 0.9% |
versus... | Beta | R-squared |
S&P500 | 0.90 | 59% |
MSCI EAFE | 0.76 | 35% |
MSCI Emg. Mkts. | 0.44 | 19% |
Recent close | $38.58 |
30d moving avg. | $38.40 |
Annualized volatility | 14.2% |
Short interest (ETF) | 0.0% |
Short interest (Underlying) | 1.6% |
Relative strength (RSI) | 59 |
Avg. volume (thou.) | 14 |
Turnover | 0.9% |
Bid/Ask (% of price) | 0.14% |
ADV underlying (mns) | $6,391 |
FINDING ALTERNATIVE FUNDS
Below is a list of 20 potential alternatives to the Compass EMP US Discovery 500 Enhanced Vol. ETF based on the alternatives' overlap in portfolio holdings with CSF. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | CSF | Expense: | 35 bp | ALTAR Score™: | 7.2% |
Ticker | Fund Name |
Overlap1 vs CSF (%) |
Expense ratio (bp) |
Savings vs CSF (bp) |
ALTAR Score™ (%) |
ALTAR vs CSF (%) |
CSA | Victory CEMP US Small Cap Volatility Wtd | 99.4 | 35 | 0 | 7.1 | -0.0 |
FYX | First Trust Small Cap Core Alphadex | 47.7 | 66 | -31 | 5.5 | -1.7 |
EWSC | Invesco S&P Small Cap 600 Equal Weight | 43.3 | 40 | -5 | 3.0 | -4.2 |
EES | WisdomTree SmallCap Earnings | 43.0 | 38 | -3 | 9.1 | +1.9 |
SLY | SPDR S&P 600 Small Cap | 42.9 | 15 | 20 | 5.7 | -1.5 |
IJR | iShares Core S&P Small-Cap | 42.6 | 7 | 28 | 5.8 | -1.4 |
ISMD | Inspire Small/Mid Cap Impact | 42.4 | 61 | -26 | 4.6 | -2.5 |
VIOO | Vanguard S&P Small-Cap 600 | 42.2 | 15 | 20 | 5.8 | -1.4 |
RNSC | Small Cap US Equity Select | 40.1 | 60 | -25 | 6.0 | -1.1 |
PSC | Principal U.S. Small Cap Index | 37.8 | 38 | -3 | 6.6 | -0.5 |
JPSE | JPMorgan Diversified Return U.S. Small Cap Equity | 37.0 | 29 | 6 | 4.1 | -3.0 |
SLYV | SPDR S&P600 Small Cap Value | 34.4 | 15 | 20 | 6.8 | -0.3 |
IJS | iShares S&P 600 SmallCap Value | 34.3 | 25 | 10 | 6.7 | -0.4 |
VIOV | Vanguard S&P Small-Cap 600 Value | 34.3 | 20 | 15 | 6.8 | -0.3 |
GSSC | Goldman Sachs Activebeta U.S. Small Cap Equity | 34.0 | 20 | 15 | 5.3 | -1.8 |
DES | WisdomTree Smallcap Dividend | 33.7 | 38 | -3 | 7.0 | -0.2 |
FYT | First Trust Small Cap Value AlphaDEX | 33.4 | 76 | -41 | 7.2 | +0.1 |
IWN | iShares Russell 2000 Value | 32.5 | 24 | 11 | 6.2 | -1.0 |
VTWV | Vanguard Russell 2000 Value | 32.1 | 20 | 15 | 6.3 | -0.9 |
PQSG | PGIM QMA Strategic Alpha Small-Cap Growth | 31.6 | 29 | 6 | 1.2 | -6.0 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2014 | 2015 | 2016 | 2017 | 2018 | 2019E | 2020E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2018 | 2019E | 2020E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Compass EMP US Discovery 500 Enhanced Vol. | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
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™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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