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FTCS vs. DVY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FTCS vs. DVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) and iShares Select Dividend ETF (DVY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.55%
17.58%
FTCS
DVY

Returns By Period

In the year-to-date period, FTCS achieves a 17.00% return, which is significantly lower than DVY's 24.58% return. Over the past 10 years, FTCS has outperformed DVY with an annualized return of 10.83%, while DVY has yielded a comparatively lower 9.89% annualized return.


FTCS

YTD

17.00%

1M

1.64%

6M

11.55%

1Y

22.57%

5Y (annualized)

10.94%

10Y (annualized)

10.83%

DVY

YTD

24.58%

1M

4.91%

6M

17.58%

1Y

33.72%

5Y (annualized)

10.64%

10Y (annualized)

9.89%

Key characteristics


FTCSDVY
Sharpe Ratio2.522.68
Sortino Ratio3.553.68
Omega Ratio1.461.47
Calmar Ratio3.032.94
Martin Ratio13.4216.07
Ulcer Index1.68%2.10%
Daily Std Dev8.96%12.57%
Max Drawdown-53.64%-62.59%
Current Drawdown0.00%0.00%

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FTCS vs. DVY - Expense Ratio Comparison

FTCS has a 0.56% expense ratio, which is higher than DVY's 0.39% expense ratio.


FTCS
First Trust Capital Strength ETF
Expense ratio chart for FTCS: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for DVY: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Correlation

-0.50.00.51.00.8

The correlation between FTCS and DVY is 0.77, 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.

Risk-Adjusted Performance

FTCS vs. DVY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and iShares Select Dividend ETF (DVY). 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.


Sharpe ratio
The chart of Sharpe ratio for FTCS, currently valued at 2.52, compared to the broader market0.002.004.002.522.68
The chart of Sortino ratio for FTCS, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.0010.0012.003.553.68
The chart of Omega ratio for FTCS, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.47
The chart of Calmar ratio for FTCS, currently valued at 3.03, compared to the broader market0.005.0010.0015.0020.003.032.94
The chart of Martin ratio for FTCS, currently valued at 13.42, compared to the broader market0.0020.0040.0060.0080.00100.0013.4216.07
FTCS
DVY

The current FTCS Sharpe Ratio is 2.52, which is comparable to the DVY Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of FTCS and DVY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.52
2.68
FTCS
DVY

Dividends

FTCS vs. DVY - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.29%, less than DVY's 3.28% yield.


TTM20232022202120202019201820172016201520142013
FTCS
First Trust Capital Strength ETF
1.29%1.47%1.23%1.05%0.93%1.26%1.26%1.15%1.43%1.50%2.01%1.34%
DVY
iShares Select Dividend ETF
3.28%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%

Drawdowns

FTCS vs. DVY - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for FTCS and DVY. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FTCS
DVY

Volatility

FTCS vs. DVY - Volatility Comparison

The current volatility for First Trust Capital Strength ETF (FTCS) is 3.22%, while iShares Select Dividend ETF (DVY) has a volatility of 4.18%. This indicates that FTCS experiences smaller price fluctuations and is considered to be less risky than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
3.22%
4.18%
FTCS
DVY