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AFOS vs. DFVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AFOS vs. DFVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARS Focused Opportunities Strategy ETF (AFOS) and Doubleline Fortune 500 Equal Weight ETF (DFVE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AFOS achieves a 32.04% return, which is significantly higher than DFVE's 10.31% return.


AFOS

1D
-0.29%
1M
8.94%
YTD
32.04%
6M
37.37%
1Y
3Y*
5Y*
10Y*

DFVE

1D
-0.48%
1M
2.49%
YTD
10.31%
6M
10.69%
1Y
23.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AFOS vs. DFVE - Yearly Performance Comparison


Correlation

The correlation between AFOS and DFVE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.57

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Return for Risk

AFOS vs. DFVE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFOS

DFVE
DFVE Risk / Return Rank: 5858
Overall Rank
DFVE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DFVE Sortino Ratio Rank: 5959
Sortino Ratio Rank
DFVE Omega Ratio Rank: 5353
Omega Ratio Rank
DFVE Calmar Ratio Rank: 6262
Calmar Ratio Rank
DFVE Martin Ratio Rank: 6262
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.

AFOS vs. DFVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARS Focused Opportunities Strategy ETF (AFOS) and Doubleline Fortune 500 Equal Weight ETF (DFVE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AFOS vs. DFVE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AFOSDFVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (All Time)

Calculated using the full available price history

4.35

1.09

+3.26

Drawdowns

AFOS vs. DFVE - Drawdown Comparison

The maximum AFOS drawdown since its inception was -11.52%, smaller than the maximum DFVE drawdown of -19.43%. Use the drawdown chart below to compare losses from any high point for AFOS and DFVE.


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Drawdown Indicators


AFOSDFVEDifference

Max Drawdown

Largest peak-to-trough decline

-11.52%

-19.43%

+7.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

Current Drawdown

Current decline from peak

-0.29%

-0.48%

+0.19%

Average Drawdown

Average peak-to-trough decline

-1.37%

-2.77%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

AFOS vs. DFVE - Volatility Comparison


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Volatility by Period


AFOSDFVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

12.73%

+7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.19%

15.56%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

15.56%

+4.63%

AFOS vs. DFVE - Expense Ratio Comparison

AFOS has a 0.45% expense ratio, which is higher than DFVE's 0.20% expense ratio.


Dividends

AFOS vs. DFVE - Dividend Comparison

AFOS's dividend yield for the trailing twelve months is around 0.22%, less than DFVE's 1.37% yield.


PositionTTM20252024
AFOS
ARS Focused Opportunities Strategy ETF
0.22%0.30%0.00%
DFVE
Doubleline Fortune 500 Equal Weight ETF
1.37%1.52%1.53%

Frequently Asked Questions


AFOS and DFVE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFVE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFVE is cheaper with a 0.20% expense ratio, compared with 0.45% for AFOS.

DFVE has the higher dividend yield at 1.37%, compared with 0.22% for AFOS.

They also come from different issuers: ARS Investment Partners and DoubleLine. Their fees differ too: 0.45% for AFOS and 0.20% for DFVE.

Portfolio Optimizer

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