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ISIN
US33738R8786
CUSIP
33738R878
Inception Date
Mar 18, 2016
Region
North America (U.S.)
Category
Hedge Fund
Leveraged
1x (No leverage)
Index Tracked
Dorsey Wright Dynamic Focus Five Index
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Multi-Cap
Asset Class Style
Growth
Assets Under Management
$111M

Share Price Chart


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Performance

FVC Performance Chart

First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) is up 15.4% since the beginning of the year. FVC is currently trading at $42 per share. Investors who bought $1,000 worth of FVC shares 5 years ago would now be looking at an investment worth $1,287.


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S&P 500 Index

Returns By Period

First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) has returned 15.43% so far this year and 21.69% over the past 12 months. Over the last ten years, FVC has returned 8.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.


First Trust Dorsey Wright Dynamic Focus 5 ETF

1D
1.37%
1M
3.19%
YTD
15.43%
6M
15.47%
1Y
21.69%
3Y*
9.59%
5Y*
5.18%
10Y*
8.42%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVC Monthly Returns History

Based on dividend-adjusted daily data since Mar 18, 2016, FVC's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FVC closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.28%-1.73%-7.44%10.60%8.09%0.83%15.43%
20252.79%-2.42%-3.72%-1.22%1.24%1.76%0.77%0.80%0.59%0.07%0.65%0.97%2.12%
20240.29%3.77%1.58%-4.64%3.10%4.12%-1.50%1.01%2.26%-0.87%6.71%-3.47%12.43%
20232.01%-2.07%-5.26%-1.36%-0.98%4.84%3.09%-3.65%-5.88%-4.50%5.58%4.44%-4.59%
2022-4.13%-0.08%1.31%-4.37%4.59%-7.28%5.07%-0.20%-5.70%5.93%0.95%-1.27%-6.03%
20210.90%5.59%3.32%3.44%1.01%1.70%0.07%1.51%-4.72%7.08%-0.98%1.57%21.92%

Benchmark Metrics

First Trust Dorsey Wright Dynamic Focus 5 ETF has an annualized alpha of -1.76%, beta of 0.81, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since March 18, 2016.

  • This ETF participated in 89.47% of S&P 500 Index downside but only 73.10% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.76%
Beta
0.81
0.68
Upside Capture
73.10%
Downside Capture
89.47%

Expense Ratio

FVC has an expense ratio of 0.71%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FVC ranks 43 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.


FVC Risk / Return Rank: 4343
Overall Rank
FVC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FVC Sortino Ratio Rank: 4343
Sortino Ratio Rank
FVC Omega Ratio Rank: 5151
Omega Ratio Rank
FVC Calmar Ratio Rank: 3434
Calmar Ratio Rank
FVC Martin Ratio Rank: 4040
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 Dynamic Focus 5 ETF (FVC) 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.


FVCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

1.64

2.66

-1.02

Martin ratioReturn relative to average drawdown

6.36

11.86

-5.50

Dividends

Dividend History

First Trust Dorsey Wright Dynamic Focus 5 ETF provided a 1.95% dividend yield over the last twelve months, with an annual payout of $0.82 per share.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.82$0.93$0.29$0.62$0.53$0.04$0.06$0.29$0.06$0.16$0.15

Dividend yield

1.95%2.57%0.78%1.89%1.50%0.09%0.21%1.07%0.24%0.63%0.67%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Dorsey Wright Dynamic 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.12$0.00$0.00$0.27$0.00$0.00$0.23$0.00$0.00$0.32$0.93
2024$0.00$0.00$0.14$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.03$0.29
2023$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.07$0.00$0.00$0.24$0.62
2022$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.12$0.00$0.00$0.27$0.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.02$0.04

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 Dynamic 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 Dynamic Focus 5 ETF was 30.96%, occurring on Mar 23, 2020. Recovery took 174 trading sessions.

The current First Trust Dorsey Wright Dynamic Focus 5 ETF drawdown is 1.69%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.96%Mar 2020
1mo 2d8mo 9d
9mo 11dFeb 2020 - Nov 2020
Rate-hike selloffLate 2018
-26.48%Dec 2018
3mo 26d1y 1mo
1y 5moAug 2018 - Feb 2020
2023 bear market2023
-22.62%Oct 2023
1y 11mo1y 1mo
3y 9dNov 2021 - Nov 2024
2025 selloff2025
-14.75%Apr 2025
4mo 4d9mo 3d
1y 1moDec 2024 - Jan 2026
2026 correction2026
-13.32%Mar 2026
1mo 29d1mo 7d
3mo 6dJan 2026 - May 2026

Drawdown Indicators


FVCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-56.78%

+25.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-9.10%

-4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

-18.90%

+4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-25.43%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-33.92%

+2.96%

Current Drawdown

Current decline from peak

-1.69%

-2.49%

+0.80%

Average Drawdown

Average peak-to-trough decline

-7.04%

-10.72%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.03%

+1.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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