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ISIN
US33738R6053
Inception Date
Mar 5, 2014
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dorsey Wright Focus Five Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Growth
Assets Under Management
$4B

Share Price Chart


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Performance

FV Performance Chart

First Trust Dorsey Wright Focus 5 ETF (FV) is up 15.8% since the beginning of the year. FV is currently trading at $73 per share. Investors who bought $1,000 worth of FV shares 5 years ago would now be looking at an investment worth $1,644.


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S&P 500 Index

Returns By Period

First Trust Dorsey Wright Focus 5 ETF (FV) has returned 15.81% so far this year and 28.02% over the past 12 months. Over the last ten years, FV has had an annualized return of 13.23%, just under the S&P 500 Index benchmark’s 13.67%.


First Trust Dorsey Wright Focus 5 ETF

1D
1.35%
1M
4.31%
YTD
15.81%
6M
17.37%
1Y
28.02%
3Y*
16.68%
5Y*
10.46%
10Y*
13.23%

Benchmark (S&P 500 Index)

1D
1.08%
1M
2.00%
YTD
9.57%
6M
10.71%
1Y
25.41%
3Y*
19.37%
5Y*
12.48%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FV Monthly Returns History

Based on dividend-adjusted daily data since Mar 6, 2014, FV's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +15.2%, while the worst month was Jun 2022 at -14.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FV closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.67%-1.71%-7.44%10.46%8.20%0.79%15.81%
20255.45%-4.78%-7.39%-1.48%6.33%3.29%2.41%1.32%0.86%-0.26%0.89%1.19%7.23%
20240.81%6.77%3.15%-6.03%3.22%3.19%-0.62%0.60%1.82%-1.37%6.94%-3.84%14.73%
20234.40%-2.49%-4.56%-1.77%-2.39%8.65%4.05%-3.75%-5.68%-5.60%13.10%9.08%11.34%
2022-3.90%0.32%0.71%-4.18%6.72%-14.64%10.67%0.17%-10.30%15.14%3.89%-4.71%-3.93%
20210.79%5.71%3.53%3.36%0.80%1.87%0.13%1.52%-4.90%7.14%-0.98%1.30%21.63%

Benchmark Metrics

First Trust Dorsey Wright Focus 5 ETF has an annualized alpha of -0.49%, beta of 1.06, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since March 06, 2014.

  • This ETF participated in 108.73% of S&P 500 Index downside but only 106.03% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.06 and R2 of 0.80, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.49%
Beta
1.06
0.80
Upside Capture
106.03%
Downside Capture
108.73%

Expense Ratio

FV has an expense ratio of 0.87%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FV ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FV Risk / Return Rank: 4949
Overall Rank
FV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FV Sortino Ratio Rank: 5050
Sortino Ratio Rank
FV Omega Ratio Rank: 5151
Omega Ratio Rank
FV Calmar Ratio Rank: 4444
Calmar Ratio Rank
FV Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

2.09

2.81

-0.71

Martin ratioReturn relative to average drawdown

7.80

12.55

-4.75

Dividends

Dividend History

First Trust Dorsey Wright Focus 5 ETF provided a 0.53% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.38$0.39$0.08$0.24$0.64$0.05$0.03$0.18$0.05$0.19$0.22$0.03

Dividend yield

0.53%0.63%0.14%0.47%1.38%0.11%0.06%0.56%0.19%0.67%0.95%0.14%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.00$0.00$0.00$0.05
2025$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.14$0.39
2024$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.04$0.08
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$0.24
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$0.64
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$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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.

The current First Trust Dorsey Wright Focus 5 ETF drawdown is 2.04%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.04%Mar 2020
1mo 2d4mo 13d
5mo 15dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018
-26.21%Dec 2018
3mo 26d12mo 1d
1y 3moAug 2018 - Dec 2019
2016 bear market2016
-25.32%Feb 2016
6mo 25d1y 3mo
1y 10moJul 2015 - Jun 2017
2025 selloff2025
-23.08%Apr 2025
1mo 18d6mo 22d
8mo 10dFeb 2025 - Oct 2025
Bear market2022
-21.71%Sep 2022
10mo 13d1y 2mo
2y 27dNov 2021 - Dec 2023

Drawdown Indicators


FVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.04%

-56.78%

+22.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-9.10%

-4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-23.08%

-18.90%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-23.08%

-25.43%

+2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-33.92%

-0.12%

Current Drawdown

Current decline from peak

-2.04%

-1.43%

-0.61%

Average Drawdown

Average peak-to-trough decline

-5.81%

-10.71%

+4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.03%

+1.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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