AFSM vs. CSF ETF Comparison

Comparison of Active Factor Small Cap ETF (AFSM) to Compass EMP U.S. Discovery 500 Enhanced Volatility Weighted Fund (CSF)

AFSM

Active Factor Small Cap ETF

AFSM Description

The investment seeks to provide capital appreciation. Under normal market conditions, the fund will invest at least 80% of its net assets (including investment borrowings) in U.S.-listed equity securities issued by small capitalization companies. The manager defines small capitalization companies as those that, at the time of investment, have a market capitalization between a minimum of $250 million and the maximum market capitalization of a widely recognized index of small capitalization companies based upon the composition of the index at the time of investment. It is non-diversified.

Grade (RS Rating)

Last Trade

$32.19

Average Daily Volume

15,699

Number of Holdings ^*

295

* may have additional holdings in another (foreign) market

CSF

Compass EMP U.S. Discovery 500 Enhanced Volatility Weighted Fund

CSF Description

The investment seeks investment results that match the performance of the CEMP U.S. Small Cap 500 Long/Cash Volatility Weighted Index before fees and expenses. The index was created by the fund's investment advisor and consists of the common stock of the 500 largest companies by market capitalization that have their headquarters in the U.S., market capitalizations of less than $3 billion, and the stock of which trades on a U.S. exchange. It includes only companies with consistent positive earnings and is weighted based on the volatility of each stock. The fund invests at least 80% of its assets in securities of U.S. issuers included in the index.

Grade (RS Rating)

Last Trade

$58.34

Average Daily Volume

2,697

Number of Holdings ^*

487

* may have additional holdings in another (foreign) market

Performance

Period	AFSM	CSF
30 Days	5.15%	7.73%
60 Days	4.94%	7.53%
90 Days	5.47%	8.18%
12 Months	31.74%	23.32%

138 Overlapping Holdings

Symbol	Grade	Weight in AFSM	Weight in CSF	Overlap
ABG	C	0.26%	0.18%	0.18%
ACIW	B	0.02%	0.25%	0.02%
ACLS	F	0.02%	0.08%	0.02%
ADMA	B	0.28%	0.11%	0.11%
ADNT	F	0.17%	0.15%	0.15%
ADUS	D	0.4%	0.19%	0.19%
ALKS	C	0.93%	0.17%	0.17%
ALRM	C	0.14%	0.23%	0.14%
AMN	F	0.04%	0.06%	0.04%
AMPH	F	0.05%	0.14%	0.05%
AMR	C	0.39%	0.11%	0.11%
ANDE	D	0.04%	0.19%	0.04%
ANF	F	0.82%	0.1%	0.1%
APAM	B	0.06%	0.23%	0.06%
APPF	B	0.49%	0.13%	0.13%
AROC	A	0.64%	0.22%	0.22%
ASGN	F	0.19%	0.19%	0.19%
ASO	F	0.28%	0.14%	0.14%
ASTH	F	0.1%	0.12%	0.1%
ATGE	B	0.32%	0.17%	0.17%
AZZ	A	0.27%	0.18%	0.18%
BCC	B	0.72%	0.16%	0.16%
BDC	C	0.39%	0.2%	0.2%
BKE	B	0.28%	0.21%	0.21%
BKH	A	0.26%	0.31%	0.26%
BKU	A	0.26%	0.17%	0.17%
BLBD	D	0.36%	0.08%	0.08%
BMI	B	0.63%	0.2%	0.2%
BRC	D	0.16%	0.26%	0.16%
BTU	B	0.55%	0.21%	0.21%
CALM	A	0.72%	0.3%	0.3%
CASH	B	0.35%	0.28%	0.28%
CEIX	A	0.67%	0.19%	0.19%
CHCO	B	0.54%	0.28%	0.28%
CMPR	D	0.2%	0.11%	0.11%
CNK	C	0.3%	0.21%	0.21%
CNXN	C	0.35%	0.21%	0.21%
COOP	B	0.63%	0.24%	0.24%
CORT	B	0.57%	0.16%	0.16%
CPRX	C	0.93%	0.14%	0.14%
CRS	B	0.87%	0.18%	0.18%
CRVL	B	0.62%	0.23%	0.23%
CSWI	B	0.46%	0.27%	0.27%
CVLT	B	0.74%	0.17%	0.17%
CVNA	B	0.53%	0.11%	0.11%
DDS	B	0.44%	0.19%	0.19%
DFIN	D	0.46%	0.2%	0.2%
DXC	B	0.3%	0.14%	0.14%
ENS	F	0.2%	0.21%	0.2%
EPAC	C	0.0%	0.32%	0.0%
FBP	C	0.33%	0.23%	0.23%
FORM	D	0.04%	0.09%	0.04%
FTDR	B	0.06%	0.22%	0.06%
GFF	A	0.1%	0.16%	0.1%
GMS	B	0.6%	0.23%	0.23%
GRBK	D	0.3%	0.15%	0.15%
HAE	C	0.23%	0.24%	0.23%
HALO	F	0.7%	0.12%	0.12%
HCC	B	0.27%	0.14%	0.14%
HIMS	B	0.51%	0.11%	0.11%
HRMY	D	0.36%	0.14%	0.14%
HUBG	A	0.28%	0.24%	0.24%
HURN	C	0.29%	0.23%	0.23%
HWKN	B	0.61%	0.15%	0.15%
IBOC	B	0.31%	0.25%	0.25%
IDCC	B	1.17%	0.3%	0.3%
IESC	C	0.41%	0.15%	0.15%
INSW	F	0.2%	0.17%	0.17%
JWN	D	0.06%	0.13%	0.06%
JXN	C	0.78%	0.19%	0.19%
KBH	D	0.52%	0.16%	0.16%
KRYS	C	0.08%	0.09%	0.08%
KSS	F	0.06%	0.1%	0.06%
KTB	B	0.08%	0.23%	0.08%
LBRT	D	0.03%	0.14%	0.03%
LGND	C	0.41%	0.14%	0.14%
LMAT	A	0.23%	0.2%	0.2%
LNTH	D	0.43%	0.06%	0.06%
LOPE	C	0.36%	0.32%	0.32%
LPG	F	0.32%	0.1%	0.1%
LRN	A	0.36%	0.27%	0.27%
M	F	0.37%	0.13%	0.13%
MATX	C	0.37%	0.24%	0.24%
MCY	A	0.65%	0.22%	0.22%
MHO	D	0.78%	0.14%	0.14%
MLI	B	1.38%	0.27%	0.27%
MLKN	F	0.08%	0.12%	0.08%
MOG.A	B	0.34%	0.23%	0.23%
MTG	C	0.73%	0.26%	0.26%
NAVI	F	0.18%	0.19%	0.18%
NHC	C	1.2%	0.21%	0.21%
NMIH	C	0.56%	0.25%	0.25%
NSSC	D	0.19%	0.1%	0.1%
OFG	B	0.54%	0.22%	0.22%
OGS	A	0.05%	0.3%	0.05%
OTTR	C	0.04%	0.2%	0.04%
PFS	B	0.32%	0.19%	0.19%
PGNY	F	0.03%	0.08%	0.03%
PHIN	A	0.28%	0.19%	0.19%
PI	D	0.5%	0.11%	0.11%
PINC	B	0.46%	0.29%	0.29%
PIPR	A	0.25%	0.26%	0.25%
PLUS	F	0.59%	0.14%	0.14%
POWL	C	0.7%	0.11%	0.11%
PRG	C	0.26%	0.14%	0.14%
PRGS	A	0.38%	0.28%	0.28%
PRK	B	0.58%	0.21%	0.21%
RAMP	B	0.1%	0.16%	0.1%
RDN	D	0.7%	0.23%	0.23%
RDNT	B	0.37%	0.18%	0.18%
REVG	C	0.05%	0.12%	0.05%
REZI	A	0.6%	0.19%	0.19%
SANM	B	0.67%	0.15%	0.15%
SFM	A	1.0%	0.25%	0.25%
SIG	B	0.37%	0.17%	0.17%
SKYW	C	1.22%	0.25%	0.25%
SLVM	B	0.65%	0.15%	0.15%
STBA	B	0.53%	0.19%	0.19%
STRL	A	0.84%	0.18%	0.18%
SUPN	C	0.56%	0.17%	0.17%
SWI	C	0.03%	0.18%	0.03%
SWX	B	0.05%	0.27%	0.05%
TBBK	B	0.7%	0.16%	0.16%
TDC	D	0.04%	0.15%	0.04%
TEX	F	0.47%	0.14%	0.14%
TGNA	B	0.55%	0.27%	0.27%
TGTX	B	0.17%	0.11%	0.11%
TMDX	F	0.21%	0.05%	0.05%
TNC	D	0.18%	0.21%	0.18%
TPH	D	0.07%	0.17%	0.07%
UFPT	C	0.6%	0.1%	0.1%
USLM	A	0.43%	0.29%	0.29%
VCTR	B	0.21%	0.24%	0.21%
VIRT	A	0.28%	0.19%	0.19%
VRNT	C	0.38%	0.1%	0.1%
VSH	F	0.16%	0.16%	0.16%
WGO	C	0.07%	0.18%	0.07%
YOU	D	0.37%	0.11%	0.11%

AFSM Overweight 157 Positions Relative to CSF

Symbol	Grade	Weight
PFBC	B	0.87%
DAKT	C	0.86%
ZETA	D	0.81%
FIX	A	0.79%
EME	A	0.79%
UVE	B	0.7%
TMHC	C	0.7%
SLG	B	0.65%
HSII	B	0.64%
FDP	B	0.61%
GMED	A	0.61%
NTB	B	0.58%
EGBN	B	0.57%
NHI	D	0.57%
BXC	B	0.54%
BELFB	C	0.53%
DOLE	D	0.53%
BRBR	A	0.52%
AMWD	C	0.52%
COKE	C	0.51%
MUSA	B	0.51%
GEO	B	0.51%
WT	A	0.49%
ACT	C	0.49%
PRDO	B	0.47%
HRB	D	0.44%
PLAB	C	0.43%
WFRD	D	0.42%
RMR	F	0.42%
YMAB	F	0.41%
EVER	D	0.41%
QTWO	A	0.4%
INMD	C	0.38%
WNC	C	0.38%
ANIP	F	0.37%
APOG	C	0.37%
TILE	B	0.37%
BPMC	B	0.36%
CRAI	C	0.36%
MD	C	0.36%
CAL	F	0.36%
IIPR	D	0.36%
HIW	C	0.35%
ESNT	F	0.34%
PDM	D	0.34%
TRMK	C	0.34%
MTH	D	0.34%
CMC	B	0.33%
ATKR	D	0.33%
PBF	D	0.32%
CUZ	B	0.31%
SCS	C	0.31%
SPNS	F	0.3%
TWI	F	0.3%
RXST	F	0.3%
BHE	C	0.29%
AKR	B	0.29%
CRDO	B	0.29%
DNOW	B	0.29%
SBRA	C	0.29%
TCMD	B	0.29%
ODP	F	0.29%
THFF	B	0.28%
MEDP	D	0.27%
AVNS	F	0.27%
SXC	A	0.27%
ITCI	C	0.27%
BNL	D	0.27%
PSN	D	0.27%
INTA	B	0.26%
CCRN	F	0.26%
VRNS	D	0.26%
HCI	C	0.26%
GNK	D	0.25%
AGX	B	0.25%
GIII	D	0.25%
PRM	C	0.25%
KN	B	0.23%
VNDA	C	0.23%
MED	D	0.23%
NTCT	C	0.23%
HLX	B	0.22%
IMKTA	C	0.22%
HDSN	F	0.22%
SMP	C	0.22%
AMKR	D	0.21%
NX	C	0.21%
EXTR	C	0.21%
SIGA	F	0.21%
WABC	B	0.21%
SBH	C	0.21%
PK	C	0.2%
BLFS	C	0.2%
KRC	B	0.2%
NUS	D	0.2%
SGBX	F	0.19%
DHT	F	0.19%
ONTO	F	0.19%
ASC	F	0.19%
TARS	C	0.19%
UCTT	D	0.18%
TPC	C	0.18%
GOGL	F	0.18%
HOV	D	0.17%
NVST	B	0.17%
AXSM	B	0.17%
KELYA	F	0.16%
XRX	F	0.16%
SD	D	0.16%
HY	D	0.16%
HROW	D	0.16%
SCSC	C	0.15%
SCVL	F	0.15%
GES	F	0.15%
STNG	F	0.15%
AIT	B	0.14%
NECB	C	0.14%
METC	C	0.14%
MRVI	F	0.14%
AYI	B	0.14%
EIG	B	0.13%
TWST	F	0.13%
CWCO	C	0.13%
PCRX	C	0.13%
MOV	D	0.13%
CSGS	B	0.13%
CECO	B	0.12%
CLW	F	0.12%
ALKT	B	0.12%
OSCR	D	0.11%
YEXT	B	0.11%
CHRD	D	0.11%
INVA	D	0.11%
CGEM	F	0.11%
AMCX	C	0.1%
SPSC	D	0.09%
MAX	F	0.09%
ATLO	C	0.07%
PEBK	B	0.07%
CTRE	C	0.07%
CTS	C	0.06%
GRND	A	0.06%
OMI	F	0.06%
NSIT	F	0.05%
ATEN	A	0.05%
HE	C	0.04%
SEMR	C	0.04%
PHR	F	0.04%
ETD	C	0.04%
EOLS	D	0.04%
COLL	F	0.04%
JBI	F	0.03%
VITL	D	0.03%
RYI	C	0.03%
EMBC	C	0.03%
MITK	C	0.0%
MAIN	A	0.0%

AFSM Underweight 349 Positions Relative to CSF

Symbol	Grade	Weight
DTM	A	-0.47%
IDA	A	-0.39%
FHI	B	-0.38%
CNX	A	-0.34%
SR	A	-0.34%
THG	A	-0.34%
NJR	A	-0.33%
PNM	B	-0.33%
FLS	B	-0.33%
GVA	A	-0.33%
MSGS	A	-0.33%
KNTK	A	-0.32%
NFG	A	-0.32%
DLB	B	-0.31%
POR	C	-0.31%
NWE	B	-0.31%
AXS	A	-0.31%
CPK	A	-0.3%
MMSI	A	-0.3%
AWR	B	-0.3%
PJT	A	-0.3%
FLO	D	-0.3%
ZWS	B	-0.3%
AGO	B	-0.29%
KAR	B	-0.29%
SLGN	A	-0.29%
AWI	A	-0.29%
CWST	A	-0.29%
WEN	D	-0.28%
LAUR	A	-0.28%
GATX	A	-0.28%
AMG	B	-0.28%
ALK	B	-0.28%
AVA	A	-0.28%
ESAB	C	-0.28%
PBH	A	-0.28%
EXLS	B	-0.28%
NEU	D	-0.27%
GNW	A	-0.27%
SON	F	-0.27%
GHC	B	-0.27%
FHB	B	-0.27%
WTS	B	-0.27%
SMPL	B	-0.27%
ENR	B	-0.27%
SNDR	B	-0.27%
COLM	C	-0.27%
GEF	A	-0.27%
FELE	B	-0.27%
ESE	B	-0.27%
CNO	B	-0.27%
SNEX	B	-0.27%
ALSN	B	-0.27%
WMK	C	-0.26%
EAT	A	-0.26%
SLM	A	-0.26%
HLNE	B	-0.26%
BCPC	B	-0.26%
HOMB	A	-0.26%
WERN	C	-0.26%
FNB	A	-0.26%
WTM	A	-0.26%
TCBI	C	-0.25%
CWT	C	-0.25%
SXT	C	-0.25%
NWBI	B	-0.25%
WMG	D	-0.25%
FUL	F	-0.25%
SJW	F	-0.25%
ASB	B	-0.25%
JBT	B	-0.25%
GPOR	B	-0.25%
MTX	B	-0.25%
KMT	B	-0.25%
MGY	A	-0.25%
PSMT	D	-0.25%
AVT	C	-0.25%
BOKF	B	-0.25%
ONB	C	-0.24%
NBHC	C	-0.24%
SUM	B	-0.24%
LANC	C	-0.24%
KEX	B	-0.24%
WU	F	-0.24%
HNI	B	-0.24%
UMBF	B	-0.24%
FFBC	B	-0.24%
EE	A	-0.24%
MGEE	B	-0.24%
RYAN	A	-0.24%
VNT	C	-0.24%
R	B	-0.24%
PRIM	A	-0.24%
PLXS	B	-0.24%
MSM	C	-0.24%
BANR	B	-0.24%
MMS	F	-0.24%
FCF	B	-0.23%
VVV	D	-0.23%
OSW	B	-0.23%
HRI	C	-0.23%
TOWN	B	-0.23%
KWR	C	-0.23%
ORA	B	-0.23%
SEB	F	-0.23%
VMI	B	-0.23%
BOH	B	-0.23%
MDU	D	-0.23%
EEFT	B	-0.23%
UBSI	B	-0.23%
ENVA	B	-0.23%
IOSP	C	-0.23%
SHOO	F	-0.23%
SPNT	B	-0.23%
ALG	B	-0.23%
STC	B	-0.23%
FA	C	-0.23%
SXI	B	-0.23%
TNL	A	-0.23%
MWA	B	-0.23%
KMPR	A	-0.23%
KFY	B	-0.23%
EPC	F	-0.23%
CATY	B	-0.23%
KAI	B	-0.23%
NNI	D	-0.23%
KNF	B	-0.23%
BANF	B	-0.23%
CBU	B	-0.22%
CADE	B	-0.22%
CAKE	C	-0.22%
RUSHA	C	-0.22%
OSIS	A	-0.22%
WSBC	B	-0.22%
UCB	A	-0.22%
VSEC	C	-0.22%
WKC	C	-0.22%
FULT	A	-0.22%
HTH	C	-0.22%
ABCB	B	-0.22%
SNV	C	-0.22%
GOLF	B	-0.22%
DORM	B	-0.22%
ESI	B	-0.22%
ROAD	B	-0.22%
ITGR	B	-0.22%
FRME	B	-0.22%
CVBF	A	-0.22%
SYBT	B	-0.21%
AVNT	B	-0.21%
CXT	C	-0.21%
GPI	B	-0.21%
MC	C	-0.21%
EFSC	B	-0.21%
NOG	B	-0.21%
SFNC	C	-0.21%
AUB	B	-0.21%
WDFC	B	-0.21%
SCL	C	-0.21%
EVTC	B	-0.21%
FSS	B	-0.21%
RNST	B	-0.21%
ACA	A	-0.21%
FFIN	B	-0.21%
UNF	B	-0.21%
HWC	B	-0.21%
DY	D	-0.21%
FBK	C	-0.21%
BLKB	B	-0.21%
BOX	B	-0.21%
YELP	C	-0.21%
SEE	C	-0.2%
HGV	C	-0.2%
LNC	C	-0.2%
SPB	C	-0.2%
LKFN	C	-0.2%
NABL	F	-0.2%
FIZZ	C	-0.2%
TTMI	C	-0.2%
CNS	B	-0.2%
EBC	B	-0.2%
INDB	B	-0.2%
WSFS	B	-0.2%
ALTR	B	-0.2%
AL	B	-0.2%
PATK	C	-0.2%
SBCF	B	-0.2%
AGM	B	-0.2%
ZD	B	-0.2%
JJSF	C	-0.2%
MAN	F	-0.2%
STEP	C	-0.2%
BCO	F	-0.2%
CCOI	B	-0.2%
UPBD	B	-0.19%
IRDM	D	-0.19%
ROG	D	-0.19%
NPO	A	-0.19%
PFSI	C	-0.19%
CWEN	C	-0.19%
MYRG	B	-0.19%
CBT	D	-0.19%
TFIN	B	-0.19%
AIR	B	-0.19%
UGI	C	-0.19%
CRI	F	-0.19%
IPGP	D	-0.19%
VAC	C	-0.19%
UTZ	D	-0.19%
CENTA	C	-0.19%
WAFD	B	-0.19%
AX	B	-0.19%
CBZ	B	-0.19%
ICFI	F	-0.19%
CVCO	A	-0.19%
WHD	B	-0.19%
WD	D	-0.19%
LPX	B	-0.19%
FIBK	B	-0.19%
AIN	C	-0.19%
BROS	A	-0.19%
NBTB	B	-0.19%
GBCI	B	-0.19%
TRN	B	-0.19%
PAYO	A	-0.18%
HP	C	-0.18%
LZB	B	-0.18%
ASH	F	-0.18%
VC	F	-0.18%
PDCO	F	-0.18%
PAY	A	-0.18%
AEIS	C	-0.18%
FBNC	B	-0.18%
NMRK	C	-0.18%
MCW	C	-0.18%
MTZ	B	-0.18%
BL	B	-0.18%
ABM	B	-0.18%
JOE	F	-0.18%
VRRM	F	-0.18%
BC	C	-0.18%
OZK	B	-0.18%
FRPT	A	-0.18%
CRGY	B	-0.18%
BGC	C	-0.18%
KTOS	B	-0.17%
COLB	B	-0.17%
HEES	C	-0.17%
PLMR	A	-0.17%
CRC	A	-0.17%
CHEF	A	-0.17%
SEM	B	-0.17%
HAYW	B	-0.17%
SFBS	C	-0.17%
ROCK	C	-0.17%
SAM	C	-0.17%
AGYS	A	-0.17%
IPAR	B	-0.17%
VICR	C	-0.16%
OII	B	-0.16%
GTX	C	-0.16%
STRA	C	-0.16%
CABO	B	-0.16%
MTRN	C	-0.16%
AESI	B	-0.16%
SAH	C	-0.16%
VLY	B	-0.16%
FOUR	A	-0.16%
OLLI	D	-0.16%
WOR	F	-0.16%
GTLS	A	-0.16%
ITRI	C	-0.16%
SM	B	-0.16%
URBN	C	-0.16%
AEO	F	-0.15%
PTVE	B	-0.15%
DOCS	C	-0.15%
CXM	C	-0.15%
TALO	C	-0.15%
SKY	A	-0.15%
TGLS	B	-0.15%
LTH	C	-0.15%
VERX	A	-0.15%
EXPO	D	-0.15%
GSHD	A	-0.15%
VCEL	B	-0.15%
LCII	C	-0.15%
OPCH	D	-0.15%
LOB	C	-0.15%
NSP	F	-0.15%
RRR	F	-0.15%
PEGA	B	-0.14%
SHAK	C	-0.14%
SHC	F	-0.14%
SYNA	C	-0.14%
ARCB	C	-0.14%
VSCO	C	-0.14%
HOG	D	-0.14%
BFH	C	-0.14%
PTEN	C	-0.14%
BOOT	C	-0.14%
ATI	C	-0.14%
GO	C	-0.14%
PRVA	C	-0.14%
POWI	F	-0.14%
PII	F	-0.14%
CNMD	C	-0.14%
VAL	F	-0.13%
BOWL	C	-0.13%
MBIN	F	-0.13%
CCS	D	-0.13%
LEVI	F	-0.13%
CVI	F	-0.13%
WS	C	-0.13%
USM	B	-0.12%
AVAV	C	-0.12%
DOCN	C	-0.12%
LGIH	F	-0.12%
KOS	D	-0.12%
AAP	D	-0.12%
MNKD	C	-0.12%
YETI	D	-0.12%
IBP	D	-0.12%
RH	C	-0.12%
VECO	F	-0.11%
CALX	D	-0.11%
TRIP	F	-0.11%
RIOT	C	-0.11%
PTGX	D	-0.11%
CRUS	D	-0.11%
DIOD	D	-0.11%
MOD	A	-0.11%
MODG	F	-0.11%
ALGM	D	-0.1%
CC	C	-0.1%
OGN	F	-0.1%
ACAD	C	-0.1%
HLIT	D	-0.1%
CHWY	B	-0.1%
VSTS	C	-0.09%
MGPI	F	-0.09%
RKT	F	-0.08%
ARHS	F	-0.08%
DFH	D	-0.08%
FOXF	F	-0.08%
IAS	C	-0.08%
TDW	F	-0.07%
MARA	B	-0.06%
GME	C	-0.04%