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DALI vs. FV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DALI vs. FV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright DALI 1 ETF (DALI) and First Trust Dorsey Wright Focus 5 ETF (FV). The values are adjusted to include any dividend payments, if applicable.

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DALI vs. FV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DALI
First Trust Dorsey Wright DALI 1 ETF
-3.20%11.89%19.93%-8.48%-8.10%22.28%4.51%25.39%-14.81%
FV
First Trust Dorsey Wright Focus 5 ETF
-3.87%7.23%14.73%11.34%-3.93%21.63%28.36%25.73%-15.20%

Returns By Period

In the year-to-date period, DALI achieves a -3.20% return, which is significantly higher than FV's -3.87% return.


DALI

1D
2.72%
1M
-8.54%
YTD
-3.20%
6M
-1.04%
1Y
16.66%
3Y*
5.00%
5Y*
3.81%
10Y*

FV

1D
3.09%
1M
-7.44%
YTD
-3.87%
6M
-2.11%
1Y
10.86%
3Y*
10.66%
5Y*
6.53%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DALI vs. FV - Expense Ratio Comparison

DALI has a 0.90% expense ratio, which is higher than FV's 0.87% expense ratio.


Return for Risk

DALI vs. FV — Risk / Return Rank

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

DALI
DALI Risk / Return Rank: 4646
Overall Rank
DALI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DALI Sortino Ratio Rank: 4444
Sortino Ratio Rank
DALI Omega Ratio Rank: 4545
Omega Ratio Rank
DALI Calmar Ratio Rank: 5050
Calmar Ratio Rank
DALI Martin Ratio Rank: 4848
Martin Ratio Rank

FV
FV Risk / Return Rank: 3232
Overall Rank
FV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FV Sortino Ratio Rank: 3232
Sortino Ratio Rank
FV Omega Ratio Rank: 3232
Omega Ratio Rank
FV Calmar Ratio Rank: 3434
Calmar Ratio Rank
FV Martin Ratio Rank: 3333
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.

DALI vs. FV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright DALI 1 ETF (DALI) and First Trust Dorsey Wright Focus 5 ETF (FV). 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.


DALIFVDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.54

+0.26

Sortino ratio

Return per unit of downside risk

1.22

0.89

+0.33

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

1.29

0.82

+0.47

Martin ratio

Return relative to average drawdown

4.60

2.96

+1.63

DALI vs. FV - Sharpe Ratio Comparison

The current DALI Sharpe Ratio is 0.80, which is higher than the FV Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DALI and FV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DALIFVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.54

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.32

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.49

-0.24

Correlation

The correlation between DALI and FV is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DALI vs. FV - Dividend Comparison

DALI's dividend yield for the trailing twelve months is around 0.42%, less than FV's 0.64% yield.


TTM20252024202320222021202020192018201720162015
DALI
First Trust Dorsey Wright DALI 1 ETF
0.42%0.38%0.18%3.42%0.50%0.11%1.25%0.45%0.17%0.00%0.00%0.00%
FV
First Trust Dorsey Wright Focus 5 ETF
0.64%0.63%0.14%0.47%1.38%0.11%0.06%0.56%0.19%0.67%0.95%0.14%

Drawdowns

DALI vs. FV - Drawdown Comparison

The maximum DALI drawdown since its inception was -36.06%, which is greater than FV's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for DALI and FV.


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Drawdown Indicators


DALIFVDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-34.04%

-2.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-13.45%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-23.08%

-3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

Current Drawdown

Current decline from peak

-9.35%

-10.77%

+1.42%

Average Drawdown

Average peak-to-trough decline

-10.31%

-5.84%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.72%

-0.09%

Volatility

DALI vs. FV - Volatility Comparison

First Trust Dorsey Wright DALI 1 ETF (DALI) has a higher volatility of 8.34% compared to First Trust Dorsey Wright Focus 5 ETF (FV) at 7.53%. This indicates that DALI's price experiences larger fluctuations and is considered to be riskier than FV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DALIFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

7.53%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

12.49%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

20.98%

20.20%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

20.77%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

21.39%

-0.47%