FV vs. ITOT
Compare and contrast key facts about First Trust Dorsey Wright Focus 5 ETF (FV) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
FV and ITOT 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. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both FV and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FV or ITOT.
Key characteristics
| FV | ITOT | |
|---|---|---|
| YTD Return | 19.14% | 25.74% |
| 1Y Return | 39.49% | 38.78% |
| 3Y Return (Ann) | 7.07% | 8.44% |
| 5Y Return (Ann) | 15.78% | 15.24% |
| 10Y Return (Ann) | 11.72% | 12.94% |
| Sharpe Ratio | 1.97 | 3.04 |
| Sortino Ratio | 2.64 | 4.07 |
| Omega Ratio | 1.34 | 1.57 |
| Calmar Ratio | 2.77 | 4.16 |
| Martin Ratio | 9.82 | 19.89 |
| Ulcer Index | 4.00% | 1.95% |
| Daily Std Dev | 19.90% | 12.73% |
| Max Drawdown | -34.04% | -55.21% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FV and ITOT is 0.87, 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.
Performance
FV vs. ITOT - Performance Comparison
In the year-to-date period, FV achieves a 19.14% return, which is significantly lower than ITOT's 25.74% return. Over the past 10 years, FV has underperformed ITOT with an annualized return of 11.72%, while ITOT has yielded a comparatively higher 12.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FV vs. ITOT - Expense Ratio Comparison
FV has a 0.87% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
FV vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
FV vs. ITOT - Dividend Comparison
FV's dividend yield for the trailing twelve months is around 0.15%, less than ITOT's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FV First Trust Dorsey Wright Focus 5 ETF | 0.15% | 0.48% | 1.38% | 0.11% | 0.06% | 0.56% | 0.19% | 0.67% | 0.96% | 0.14% | 0.10% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.21% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
FV vs. ITOT - Drawdown Comparison
The maximum FV drawdown since its inception was -34.04%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for FV and ITOT. For additional features, visit the drawdowns tool.
Volatility
FV vs. ITOT - Volatility Comparison
First Trust Dorsey Wright Focus 5 ETF (FV) has a higher volatility of 5.28% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.07%. This indicates that FV's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.