FV vs. IQM
Compare and contrast key facts about First Trust Dorsey Wright Focus 5 ETF (FV) and Franklin Intelligent Machines ETF (IQM).
FV and IQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FV is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright Focus Five Index. It was launched on Mar 5, 2014. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
FV vs. IQM - Performance Comparison
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FV vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FV First Trust Dorsey Wright Focus 5 ETF | -3.87% | 7.23% | 14.73% | 11.34% | -3.93% | 21.63% | 35.62% |
IQM Franklin Intelligent Machines ETF | 1.18% | 30.76% | 31.03% | 41.06% | -33.36% | 25.18% | 78.48% |
Returns By Period
In the year-to-date period, FV achieves a -3.87% return, which is significantly lower than IQM's 1.18% return.
FV
- 1D
- 3.09%
- 1M
- -7.44%
- YTD
- -3.87%
- 6M
- -2.11%
- 1Y
- 10.86%
- 3Y*
- 10.66%
- 5Y*
- 6.53%
- 10Y*
- 11.42%
IQM
- 1D
- 6.12%
- 1M
- -5.61%
- YTD
- 1.18%
- 6M
- 1.33%
- 1Y
- 55.72%
- 3Y*
- 26.13%
- 5Y*
- 14.95%
- 10Y*
- —
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FV vs. IQM - Expense Ratio Comparison
FV has a 0.87% expense ratio, which is higher than IQM's 0.50% expense ratio.
Return for Risk
FV vs. IQM — Risk / Return Rank
FV
IQM
FV vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and Franklin Intelligent Machines ETF (IQM). 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.
| FV | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.68 | -1.14 |
Sortino ratioReturn per unit of downside risk | 0.89 | 2.29 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.32 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.72 | -2.90 |
Martin ratioReturn relative to average drawdown | 2.96 | 11.65 | -8.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FV | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.68 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.52 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.77 | -0.28 |
Correlation
The correlation between FV and IQM is 0.79, 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.
Dividends
FV vs. IQM - Dividend Comparison
FV's dividend yield for the trailing twelve months is around 0.64%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FV First Trust Dorsey Wright Focus 5 ETF | 0.64% | 0.63% | 0.14% | 0.47% | 1.38% | 0.11% | 0.06% | 0.56% | 0.19% | 0.67% | 0.95% | 0.14% |
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FV vs. IQM - Drawdown Comparison
The maximum FV drawdown since its inception was -34.04%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for FV and IQM.
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Drawdown Indicators
| FV | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.04% | -44.91% | +10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.45% | -14.71% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.08% | -44.91% | +21.83% |
Max Drawdown (10Y)Largest decline over 10 years | -34.04% | — | — |
Current DrawdownCurrent decline from peak | -10.77% | -8.68% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -12.55% | +6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 4.70% | -0.98% |
Volatility
FV vs. IQM - Volatility Comparison
The current volatility for First Trust Dorsey Wright Focus 5 ETF (FV) is 7.53%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.90%. This indicates that FV experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FV | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 12.90% | -5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 23.48% | -10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 33.37% | -13.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 28.67% | -7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.39% | 30.73% | -9.34% |