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

Correlation

The correlation between FTCS and FVD is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FTCS vs. FVD - Performance Comparison

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

400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
470.96%
408.92%
FTCS
FVD

Key characteristics

Sharpe Ratio

FTCS:

0.50

FVD:

0.63

Sortino Ratio

FTCS:

0.79

FVD:

0.96

Omega Ratio

FTCS:

1.11

FVD:

1.13

Calmar Ratio

FTCS:

0.54

FVD:

0.69

Martin Ratio

FTCS:

1.94

FVD:

2.39

Ulcer Index

FTCS:

3.51%

FVD:

3.43%

Daily Std Dev

FTCS:

13.60%

FVD:

13.14%

Max Drawdown

FTCS:

-53.63%

FVD:

-50.99%

Current Drawdown

FTCS:

-6.93%

FVD:

-6.15%

Returns By Period

In the year-to-date period, FTCS achieves a -0.80% return, which is significantly lower than FVD's -0.17% return. Over the past 10 years, FTCS has outperformed FVD with an annualized return of 9.99%, while FVD has yielded a comparatively lower 8.39% annualized return.


FTCS

YTD

-0.80%

1M

-2.84%

6M

-2.98%

1Y

7.11%

5Y*

10.92%

10Y*

9.99%

FVD

YTD

-0.17%

1M

-2.67%

6M

-2.58%

1Y

8.77%

5Y*

10.31%

10Y*

8.39%

*Annualized

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FTCS vs. FVD - Expense Ratio Comparison

FTCS has a 0.56% expense ratio, which is lower than FVD's 0.70% expense ratio.


Expense ratio chart for FVD: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FVD: 0.70%
Expense ratio chart for FTCS: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTCS: 0.56%

Risk-Adjusted Performance

FTCS vs. FVD — Risk-Adjusted Performance Rank

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

FTCS
The Risk-Adjusted Performance Rank of FTCS is 6060
Overall Rank
The Sharpe Ratio Rank of FTCS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FTCS is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FTCS is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FTCS is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FTCS is 6060
Martin Ratio Rank

FVD
The Risk-Adjusted Performance Rank of FVD is 6767
Overall Rank
The Sharpe Ratio Rank of FVD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FVD is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FVD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FVD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FVD is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTCS vs. FVD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and First Trust Value Line Dividend Index (FVD). 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.


The chart of Sharpe ratio for FTCS, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.00
FTCS: 0.50
FVD: 0.63
The chart of Sortino ratio for FTCS, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
FTCS: 0.79
FVD: 0.96
The chart of Omega ratio for FTCS, currently valued at 1.11, compared to the broader market0.501.001.502.00
FTCS: 1.11
FVD: 1.13
The chart of Calmar ratio for FTCS, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
FTCS: 0.54
FVD: 0.69
The chart of Martin ratio for FTCS, currently valued at 1.94, compared to the broader market0.0020.0040.0060.00
FTCS: 1.94
FVD: 2.39

The current FTCS Sharpe Ratio is 0.50, which is comparable to the FVD Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FTCS and FVD, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.50
0.63
FTCS
FVD

Dividends

FTCS vs. FVD - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.34%, less than FVD's 2.41% yield.


TTM20242023202220212020201920182017201620152014
FTCS
First Trust Capital Strength ETF
1.34%1.33%1.47%1.23%1.05%0.93%1.26%1.26%1.15%1.43%1.50%2.01%
FVD
First Trust Value Line Dividend Index
2.41%2.23%2.34%2.20%1.75%2.31%2.03%2.50%2.10%2.04%2.35%2.46%

Drawdowns

FTCS vs. FVD - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.63%, which is greater than FVD's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for FTCS and FVD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.93%
-6.15%
FTCS
FVD

Volatility

FTCS vs. FVD - Volatility Comparison

First Trust Capital Strength ETF (FTCS) has a higher volatility of 9.55% compared to First Trust Value Line Dividend Index (FVD) at 8.56%. This indicates that FTCS's price experiences larger fluctuations and is considered to be riskier than FVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.55%
8.56%
FTCS
FVD