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FCFY vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCFY vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) and iShares Core Dividend ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCFY achieves a 2.26% return, which is significantly lower than DIVB's 22.13% return.


FCFY

1D
1.21%
1M
2.13%
6M
1.06%
YTD
2.26%
1Y
13.60%
3Y*
5Y*
10Y*

DIVB

1D
2.12%
1M
3.84%
6M
18.62%
YTD
22.13%
1Y
30.52%
3Y*
21.77%
5Y*
13.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCFY vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023
FCFY
First Trust S&P 500 Diversified Free Cash Flow ETF
2.26%16.76%11.28%11.06%
DIVB
iShares Core Dividend ETF
22.13%15.09%18.59%8.78%

Correlation

The correlation between FCFY and DIVB is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2023

0.87

The correlation between FCFY and DIVB has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

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Return for Risk

FCFY vs. DIVB — Risk / Return Rank

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

FCFY
FCFY Risk / Return Rank: 2828
Overall Rank
FCFY Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FCFY Sortino Ratio Rank: 2828
Sortino Ratio Rank
FCFY Omega Ratio Rank: 2727
Omega Ratio Rank
FCFY Calmar Ratio Rank: 2828
Calmar Ratio Rank
FCFY Martin Ratio Rank: 2727
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 9090
Overall Rank
DIVB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 9292
Sortino Ratio Rank
DIVB Omega Ratio Rank: 8989
Omega Ratio Rank
DIVB Calmar Ratio Rank: 9191
Calmar Ratio Rank
DIVB Martin Ratio Rank: 8888
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.

FCFY vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) and iShares Core Dividend ETF (DIVB). 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.


FCFYDIVBDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.24

Omega ratioGain probability vs. loss probability

1.16

1.45

-0.30

Calmar ratioReturn relative to maximum drawdown

1.14

4.49

-3.35

Martin ratioReturn relative to average drawdown

2.85

15.05

-12.21

FCFY vs. DIVB - Sharpe Ratio Comparison

The current FCFY Sharpe Ratio is 0.85, which is lower than the DIVB Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of FCFY and DIVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCFY vs. DIVB - Drawdown Comparison

The maximum FCFY drawdown since its inception was -21.36%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for FCFY and DIVB.


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Drawdown Indicators


FCFYDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-21.36%

-36.93%

+15.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-6.82%

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

Current Drawdown

Current decline from peak

-2.97%

0.00%

-2.97%

Average Drawdown

Average peak-to-trough decline

-3.56%

-4.94%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

2.03%

+2.76%

Volatility

FCFY vs. DIVB - Volatility Comparison

The current volatility for First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) is 4.35%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.76%. This indicates that FCFY experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCFYDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.76%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

9.50%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

12.16%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

15.35%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

18.35%

-0.92%

FCFY vs. DIVB - Expense Ratio Comparison

FCFY has a 0.60% expense ratio, which is higher than DIVB's 0.05% expense ratio.


Dividends

FCFY vs. DIVB - Dividend Comparison

FCFY's dividend yield for the trailing twelve months is around 1.44%, less than DIVB's 2.17% yield.


PositionTTM202520242023202220212020201920182017
DIVB
iShares Core Dividend ETF
2.17%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%
FCFY
First Trust S&P 500 Diversified Free Cash Flow ETF
1.44%1.48%1.76%0.73%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCFY and DIVB have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (4.76%) compared to FCFY (4.35%). In terms of maximum drawdown, FCFY dropped -21.36% vs DIVB's -36.93%.

On 1-year performance, DIVB leads with 30.52% vs 13.60% for FCFY. On fees, DIVB is cheaper at 0.05% per year. On volatility, FCFY has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DIVB has performed better with a 30.52% return vs 13.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVB is cheaper with a 0.05% expense ratio, compared with 0.60% for FCFY.

DIVB has the higher dividend yield at 2.17%, compared with 1.44% for FCFY.

FCFY is categorized as Large Cap Value Equities, while DIVB is Dividend. FCFY tracks S&P 500 Sector-Neutral FCF Index - Benchmark TR Gross, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for FCFY and 0.05% for DIVB.

DIVB currently has the higher Sharpe Ratio (2.52 vs 0.84), 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.

Portfolio Optimizer

Find the right allocation for FCFY and DIVB

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