ADME vs. FVC
ADME (Aptus Drawdown Managed Equity ETF) and FVC (First Trust Dorsey Wright Dynamic Focus 5 ETF) are both Hedge Fund funds - ADME tracks the Aptus Behavioral Momentum Index while FVC tracks the Dorsey Wright Dynamic Focus Five Index. Both are passively managed. Over the past 10 years, ADME returned 8.73%/yr vs 8.56%/yr for FVC. A 0.76 correlation means they provide meaningful diversification when combined. ADME charges 0.79%/yr vs 0.71%/yr for FVC.
Performance
ADME vs. FVC - Performance Comparison
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Returns By Period
In the year-to-date period, ADME achieves a 7.37% return, which is significantly lower than FVC's 14.93% return. Both investments have delivered pretty close results over the past 10 years, with ADME having a 8.73% annualized return and FVC not far behind at 8.56%.
ADME
- 1D
- -1.15%
- 1M
- -1.31%
- YTD
- 7.37%
- 6M
- 6.36%
- 1Y
- 17.42%
- 3Y*
- 16.12%
- 5Y*
- 7.44%
- 10Y*
- 8.73%
FVC
- 1D
- -1.94%
- 1M
- 1.52%
- YTD
- 14.93%
- 6M
- 13.55%
- 1Y
- 20.98%
- 3Y*
- 9.83%
- 5Y*
- 4.43%
- 10Y*
- 8.56%
ADME vs. FVC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 7.37% | 10.28% | 22.11% | 15.42% | -21.80% | 20.24% | 18.21% | 9.31% | -6.05% | 17.58% |
FVC First Trust Dorsey Wright Dynamic Focus 5 ETF | 14.93% | 2.12% | 12.43% | -4.59% | -6.03% | 21.92% | 12.71% | 19.28% | -8.60% | 19.74% |
Correlation
The correlation between ADME and FVC is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016 | 0.76 |
The correlation between ADME and FVC has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.
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Return for Risk
ADME vs. FVC — Risk / Return Rank
ADME
FVC
ADME vs. FVC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ADME | FVC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.58 | +0.75 |
| Martin ratioReturn relative to average drawdown | 9.68 | 6.15 | +3.53 |
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Drawdowns
ADME vs. FVC - Drawdown Comparison
The maximum ADME drawdown since its inception was -27.49%, smaller than the maximum FVC drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for ADME and FVC.
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Drawdown Indicators
| ADME | FVC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.49% | -30.96% | +3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -13.32% | +5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.67% | -14.75% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -22.62% | -0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -27.49% | -30.96% | +3.47% |
Current DrawdownCurrent decline from peak | -2.93% | -2.12% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -7.03% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 3.42% | -1.62% |
Volatility
ADME vs. FVC - Volatility Comparison
The current volatility for Aptus Drawdown Managed Equity ETF (ADME) is 4.57%, while First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) has a volatility of 6.85%. This indicates that ADME experiences smaller price fluctuations and is considered to be less risky than FVC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADME | FVC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 6.85% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 13.70% | -5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 14.35% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 16.49% | -3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 17.68% | -3.23% |
ADME vs. FVC - Expense Ratio Comparison
ADME has a 0.79% expense ratio, which is higher than FVC's 0.71% expense ratio.
Dividends
ADME vs. FVC - Dividend Comparison
ADME's dividend yield for the trailing twelve months is around 0.38%, less than FVC's 1.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 0.38% | 0.38% | 0.47% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% |
FVC First Trust Dorsey Wright Dynamic Focus 5 ETF | 1.95% | 2.57% | 0.78% | 1.89% | 1.50% | 0.09% | 0.21% | 1.07% | 0.24% | 0.63% | 0.67% |
Frequently Asked Questions
ADME and FVC have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FVC has higher volatility (6.85%) compared to ADME (4.57%). In terms of maximum drawdown, ADME dropped -27.49% vs FVC's -30.96%.
On 10-year performance, ADME leads with 8.73% vs 8.56% for FVC. On fees, FVC is cheaper at 0.71% per year. On volatility, ADME has been the lower-risk option at 4.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ADME has performed better with a 8.73% return vs 8.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FVC is cheaper with a 0.71% expense ratio, compared with 0.79% for ADME.
FVC has the higher dividend yield at 1.95%, compared with 0.38% for ADME.
ADME tracks Aptus Behavioral Momentum Index, while FVC tracks Dorsey Wright Dynamic Focus Five Index. They also come from different issuers: Aptus Capital Advisors and First Trust. Their fees differ too: 0.79% for ADME and 0.71% for FVC.
ADME currently has the higher Sharpe Ratio (1.64 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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