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FV vs. FVC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FV vs. FVC - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with FV having a 15.81% return and FVC slightly lower at 15.43%. Over the past 10 years, FV has outperformed FVC with an annualized return of 13.23%, while FVC has yielded a comparatively lower 8.42% annualized return.


FV

1D
1.35%
1M
4.31%
YTD
15.81%
6M
17.37%
1Y
28.02%
3Y*
16.68%
5Y*
10.46%
10Y*
13.23%

FVC

1D
1.37%
1M
4.34%
YTD
15.43%
6M
16.84%
1Y
21.69%
3Y*
9.59%
5Y*
5.18%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FV vs. FVC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FV
First Trust Dorsey Wright Focus 5 ETF
15.81%7.23%14.73%11.34%-3.93%21.63%28.36%25.73%-8.27%19.97%
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
15.43%2.12%12.43%-4.59%-6.03%21.92%12.71%19.28%-8.60%19.74%

Correlation

The correlation between FV and FVC is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2016

0.94

The correlation between FV and FVC has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

FV vs. FVC — Risk / Return Rank

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

FV
FV Risk / Return Rank: 5050
Overall Rank
FV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FV Sortino Ratio Rank: 5151
Sortino Ratio Rank
FV Omega Ratio Rank: 5252
Omega Ratio Rank
FV Calmar Ratio Rank: 4444
Calmar Ratio Rank
FV Martin Ratio Rank: 4949
Martin Ratio Rank

FVC
FVC Risk / Return Rank: 4444
Overall Rank
FVC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FVC Sortino Ratio Rank: 4444
Sortino Ratio Rank
FVC Omega Ratio Rank: 5252
Omega Ratio Rank
FVC Calmar Ratio Rank: 3434
Calmar Ratio Rank
FVC Martin Ratio Rank: 4242
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.

FV vs. FVC - Risk-Adjusted Trends Comparison

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


FVFVCDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

2.09

1.64

+0.46

Martin ratioReturn relative to average drawdown

7.80

6.36

+1.44

FV vs. FVC - Sharpe Ratio Comparison

The current FV Sharpe Ratio is 1.76, which is comparable to the FVC Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FV and FVC, 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

FV vs. FVC - Drawdown Comparison

The maximum FV drawdown since its inception was -34.04%, which is greater than FVC's maximum drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for FV and FVC.


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Drawdown Indicators


FVFVCDifference

Max Drawdown

Largest peak-to-trough decline

-34.04%

-30.96%

-3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-13.32%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-23.08%

-14.75%

-8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-23.08%

-22.62%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-30.96%

-3.08%

Current Drawdown

Current decline from peak

-2.04%

-1.69%

-0.35%

Average Drawdown

Average peak-to-trough decline

-5.81%

-7.04%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.42%

+0.18%

Volatility

FV vs. FVC - Volatility Comparison

First Trust Dorsey Wright Focus 5 ETF (FV) and First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) have volatilities of 6.26% and 6.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVFVCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.45%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

13.58%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

14.14%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.88%

16.46%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

17.69%

+3.79%

FV vs. FVC - Expense Ratio Comparison

FV has a 0.87% expense ratio, which is higher than FVC's 0.71% expense ratio.


Dividends

FV vs. FVC - Dividend Comparison

FV's dividend yield for the trailing twelve months is around 0.53%, less than FVC's 1.95% yield.


PositionTTM20252024202320222021202020192018201720162015
FV
First Trust Dorsey Wright Focus 5 ETF
0.53%0.63%0.14%0.47%1.38%0.11%0.06%0.56%0.19%0.67%0.95%0.14%
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
1.95%2.57%0.78%1.89%1.50%0.09%0.21%1.07%0.24%0.63%0.67%0.00%

Frequently Asked Questions


With a correlation of 0.97, FV and FVC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FVC has higher volatility (6.45%) compared to FV (6.26%). In terms of maximum drawdown, FV dropped -34.04% vs FVC's -30.96%.

On 10-year performance, FV leads with 13.23% vs 8.42% for FVC. On fees, FVC is cheaper at 0.71% per year. On volatility, FV has been the lower-risk option at 6.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FV has performed better with a 13.23% return vs 8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FVC is cheaper with a 0.71% expense ratio, compared with 0.87% for FV.

FVC has the higher dividend yield at 1.95%, compared with 0.53% for FV.

FV is categorized as Large Cap Growth Equities, while FVC is Hedge Fund. FV tracks Dorsey Wright Focus Five Index, while FVC tracks Dorsey Wright Dynamic Focus Five Index. Their fees differ too: 0.87% for FV and 0.71% for FVC.

FV currently has the higher Sharpe Ratio (1.76 vs 1.54), 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 FV and FVC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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