FCUS vs. FFTY

Last updated Aug 2, 2026

FCUS (Pinnacle Focused Opportunities ETF) and FFTY (CapForce IBD 50 ETF) are both Mid Cap Growth Equities funds. FCUS is actively managed, while FFTY is passively managed. Over the past 3 years, FCUS returned 22.26%/yr vs 13.48%/yr for FFTY. Their correlation of 0.86 means they have usually moved in the same direction. FCUS charges 0.79%/yr vs 0.80%/yr for FFTY.

Performance

FCUS vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle Focused Opportunities ETF (FCUS) and CapForce IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCUS achieves a 14.79% return, which is significantly higher than FFTY's 6.26% return.

FCUS

• 1D: 0.98%
• 1M: -9.18%
• 6M: -0.57%
• YTD: 14.79%
• 1Y: 40.13%
• 3Y*: 22.26%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.71%

FFTY

• 1D: -0.91%
• 1M: -9.03%
• 6M: 3.47%
• YTD: 6.26%
• 1Y: 13.28%
• 3Y*: 13.48%
• 5Y*: -2.78%
• 10Y*: 5.57%
• ALL TIME*: 4.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FCUS Pinnacle Focused Opportunities ETF	$898.65K	$963.67K	$1.11M
FFTY CapForce IBD 50 ETF	$863.41K	$1.19M	$1.59M

FCUS vs. FFTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FCUS Pinnacle Focused Opportunities ETF	14.79%	13.69%	30.59%	21.13%	0.87%
FFTY CapForce IBD 50 ETF	6.26%	23.38%	18.36%	12.40%	-0.09%

Correlation

The correlation between FCUS and FFTY is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.86
Correlation (All Time) Calculated using the full available price history since Dec 30, 2022	0.86

The correlation between FCUS and FFTY has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

FCUS vs. FFTY - Sectors Allocation Comparison

Sectors	FCUS	FFTY
Technology	50.3%	18.5%
Energy	22.8%	2.6%
Industrials	11.7%	5.7%
Basic Materials	10.9%	3.6%
Healthcare	2.6%	43.7%
Consumer Defensive	2.3%	1.0%
Communication Services	2.2%	0.9%
Consumer Cyclical	2.1%	3.6%
Financial Services	-	20.9%
Real Estate	-	0.5%
Utilities	-	2.1%

Return for Risk

FCUS vs. FFTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FCUS

FCUS Risk / Return Rank: 37
FCUS Sharpe Ratio Rank: 36
FCUS Sortino Ratio Rank: 35
FCUS Omega Ratio Rank: 36
FCUS Calmar Ratio Rank: 35
FCUS Martin Ratio Rank: 43

FFTY

FFTY Risk / Return Rank: 18
FFTY Sharpe Ratio Rank: 17
FFTY Sortino Ratio Rank: 18
FFTY Omega Ratio Rank: 18
FFTY Calmar Ratio Rank: 18
FFTY Martin Ratio Rank: 18

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FCUS vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Focused Opportunities ETF (FCUS) and CapForce IBD 50 ETF (FFTY). 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.

	FCUS	FFTY	Difference
Sharpe ratio: Return per unit of total volatility	0.89	0.26	+0.62
Sortino ratio: Return per unit of downside risk	1.33	0.59	+0.75
Omega ratio: Gain probability vs. loss probability	1.17	1.07	+0.10
Calmar ratio: Return relative to maximum drawdown	1.18	0.41	+0.77
Martin ratio: Return relative to average drawdown	4.67	1.00	+3.67

FCUS vs. FFTY - Sharpe Ratio Comparison

The current FCUS Sharpe Ratio is 0.89, which is higher than the FFTY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FCUS and FFTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FCUS vs. FFTY - Drawdown Comparison

The maximum FCUS drawdown since its inception was -39.89%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for FCUS and FFTY.

Drawdown Indicators

	FCUS	FFTY	Difference
Max Drawdown Largest peak-to-trough decline	-39.89%	-59.46%	+19.57%
Max Drawdown (1Y) Largest decline over 1 year	-31.26%	-23.29%	-7.97%
Max Drawdown (3Y) Largest decline over 3 years	-39.89%	-29.60%	-10.29%
Max Drawdown (5Y) Largest decline over 5 years	—	-59.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-59.46%	—
Current Drawdown Current decline from peak	-23.51%	-25.10%	+1.59%
Average Drawdown Average peak-to-trough decline	-7.79%	-22.32%	+14.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.88%	9.51%	-1.63%

Volatility

FCUS vs. FFTY - Volatility Comparison

Pinnacle Focused Opportunities ETF (FCUS) has a higher volatility of 20.84% compared to CapForce IBD 50 ETF (FFTY) at 8.45%. This indicates that FCUS's price experiences larger fluctuations and is considered to be riskier than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCUS	FFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.84%	8.45%	+12.39%
Volatility (6M) Calculated over the trailing 6-month period	33.76%	29.16%	+4.60%
Volatility (1Y) Calculated over the trailing 1-year period	41.62%	36.53%	+5.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.09%	29.75%	+2.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.09%	27.79%	+4.30%

FCUS vs. FFTY - Expense Ratio Comparison

FCUS has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.

Dividends

FCUS vs. FFTY - Dividend Comparison

FCUS's dividend yield for the trailing twelve months is around 3.77%, more than FFTY's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FCUS Pinnacle Focused Opportunities ETF	3.77%	4.33%	11.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FFTY CapForce IBD 50 ETF	1.27%	1.35%	0.91%	0.65%	2.75%	0.22%	0.00%	0.00%	0.00%	0.17%

Frequently Asked Questions

Can I hold both FCUS and FFTY in my portfolio?

FCUS and FFTY have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCUS or FFTY?

FCUS has higher volatility (20.84%) compared to FFTY (8.45%). In terms of maximum drawdown, FCUS dropped -39.89% vs FFTY's -59.46%.

Which ETF is better, FCUS or FFTY?

On 3-year performance, FCUS leads with 22.26% vs 13.48% for FFTY. On fees, FCUS is cheaper at 0.79% per year. On volatility, FFTY has been the lower-risk option at 8.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCUS or FFTY?

Over the 3-year period, FCUS has performed better with a 22.26% return vs 13.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCUS or FFTY?

FCUS is cheaper with a 0.79% expense ratio, compared with 0.80% for FFTY.

Which ETF pays a higher dividend yield, FCUS or FFTY?

FCUS has the higher dividend yield at 3.77%, compared with 1.27% for FFTY.

What is the main difference between FCUS and FFTY?

They also come from different issuers: Pinnacle and CapForce. Their fees differ too: 0.79% for FCUS and 0.80% for FFTY.

Which has better risk-adjusted returns?

FCUS currently has the higher Sharpe Ratio (0.89 vs 0.26), 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.