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First Trust Dorsey Wright Focus 5 ETF (FV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33738R6053
IssuerFirst Trust
Inception DateMar 5, 2014
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedDorsey Wright Focus Five Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

The First Trust Dorsey Wright Focus 5 ETF has a high expense ratio of 0.87%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.87%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with FV

First Trust Dorsey Wright Focus 5 ETF

Popular comparisons: FV vs. PTLC, FV vs. DALI, FV vs. PRFZ, FV vs. VSMV, FV vs. MAFIX, FV vs. SPY, FV vs. SYLD, FV vs. SPGP, FV vs. COWZ, FV vs. ITOT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Dorsey Wright Focus 5 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


120.00%140.00%160.00%180.00%200.00%OctoberNovemberDecember2024FebruaryMarch
202.46%
179.93%
FV (First Trust Dorsey Wright Focus 5 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Dorsey Wright Focus 5 ETF had a return of 11.03% year-to-date (YTD) and 29.56% in the last 12 months. Over the past 10 years, First Trust Dorsey Wright Focus 5 ETF had an annualized return of 12.30%, outperforming the S&P 500 benchmark which had an annualized return of 10.89%.


PeriodReturnBenchmark
Year-To-Date11.03%10.16%
1 month3.80%3.47%
6 months29.73%22.20%
1 year29.56%30.45%
5 years (annualized)14.39%13.16%
10 years (annualized)12.30%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.81%6.77%
2023-3.75%-5.68%-5.60%13.10%9.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FV
First Trust Dorsey Wright Focus 5 ETF
1.84
^GSPC
S&P 500
2.79

Sharpe Ratio

The current First Trust Dorsey Wright Focus 5 ETF Sharpe ratio is 1.84. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.84
2.79
FV (First Trust Dorsey Wright Focus 5 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Dorsey Wright Focus 5 ETF granted a 0.19% dividend yield in the last twelve months. The annual payout for that period amounted to $0.11 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.11$0.24$0.64$0.05$0.03$0.18$0.05$0.19$0.22$0.03$0.02

Dividend yield

0.19%0.47%1.38%0.11%0.06%0.56%0.19%0.67%0.95%0.14%0.10%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Dorsey Wright Focus 5 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.14$0.00$0.00$0.05$0.00$0.00$0.01$0.00$0.00$0.05
2022$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.03
2020$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.07$0.00$0.00$0.08
2018$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.00$0.11
2016$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.08$0.00$0.00$0.12
2015$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.02
2014$0.00$0.00$0.00$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
FV (First Trust Dorsey Wright Focus 5 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Dorsey Wright Focus 5 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Dorsey Wright Focus 5 ETF was 34.04%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.04%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-26.21%Aug 30, 201880Dec 24, 2018250Dec 20, 2019330
-25.32%Jul 21, 2015143Feb 11, 2016333Jun 8, 2017476
-21.71%Nov 17, 2021215Sep 26, 2022307Dec 14, 2023522
-11.15%Sep 3, 202015Sep 24, 202037Nov 16, 202052

Volatility

Volatility Chart

The current First Trust Dorsey Wright Focus 5 ETF volatility is 4.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
4.63%
2.80%
FV (First Trust Dorsey Wright Focus 5 ETF)
Benchmark (^GSPC)