PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FV vs. MAFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FV and MAFIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FV vs. MAFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Focus 5 ETF (FV) and Abbey Capital Multi Asset Fund Class I (MAFIX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
98.25%
47.79%
FV
MAFIX

Key characteristics

Sharpe Ratio

FV:

-0.17

MAFIX:

-0.72

Sortino Ratio

FV:

-0.09

MAFIX:

-0.88

Omega Ratio

FV:

0.99

MAFIX:

0.89

Calmar Ratio

FV:

-0.24

MAFIX:

-0.69

Martin Ratio

FV:

-0.63

MAFIX:

-1.37

Ulcer Index

FV:

5.40%

MAFIX:

6.96%

Daily Std Dev

FV:

20.33%

MAFIX:

13.19%

Max Drawdown

FV:

-34.04%

MAFIX:

-13.96%

Current Drawdown

FV:

-12.42%

MAFIX:

-13.73%

Returns By Period

In the year-to-date period, FV achieves a -6.54% return, which is significantly lower than MAFIX's -6.08% return.


FV

YTD

-6.54%

1M

-6.91%

6M

-3.99%

1Y

-3.49%

5Y*

17.74%

10Y*

9.29%

MAFIX

YTD

-6.08%

1M

-4.44%

6M

-8.18%

1Y

-9.75%

5Y*

5.37%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FV vs. MAFIX - Expense Ratio Comparison

FV has a 0.87% expense ratio, which is lower than MAFIX's 1.79% expense ratio.


MAFIX
Abbey Capital Multi Asset Fund Class I
Expense ratio chart for MAFIX: current value is 1.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MAFIX: 1.79%
Expense ratio chart for FV: current value is 0.87%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FV: 0.87%

Risk-Adjusted Performance

FV vs. MAFIX — Risk-Adjusted Performance Rank

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

FV
The Risk-Adjusted Performance Rank of FV is 1212
Overall Rank
The Sharpe Ratio Rank of FV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of FV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FV is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FV is 1111
Martin Ratio Rank

MAFIX
The Risk-Adjusted Performance Rank of MAFIX is 33
Overall Rank
The Sharpe Ratio Rank of MAFIX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of MAFIX is 33
Sortino Ratio Rank
The Omega Ratio Rank of MAFIX is 44
Omega Ratio Rank
The Calmar Ratio Rank of MAFIX is 11
Calmar Ratio Rank
The Martin Ratio Rank of MAFIX is 55
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.

FV vs. MAFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and Abbey Capital Multi Asset Fund Class I (MAFIX). 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 FV, currently valued at -0.17, compared to the broader market-1.000.001.002.003.004.005.00
FV: -0.17
MAFIX: -0.72
The chart of Sortino ratio for FV, currently valued at -0.09, compared to the broader market-2.000.002.004.006.008.0010.00
FV: -0.09
MAFIX: -0.88
The chart of Omega ratio for FV, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.00
FV: 0.99
MAFIX: 0.89
The chart of Calmar ratio for FV, currently valued at -0.24, compared to the broader market0.005.0010.0015.00
FV: -0.24
MAFIX: -0.69
The chart of Martin ratio for FV, currently valued at -0.63, compared to the broader market0.0020.0040.0060.0080.00100.00
FV: -0.63
MAFIX: -1.37

The current FV Sharpe Ratio is -0.17, which is higher than the MAFIX Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of FV and MAFIX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.17
-0.72
FV
MAFIX

Dividends

FV vs. MAFIX - Dividend Comparison

FV's dividend yield for the trailing twelve months is around 0.25%, less than MAFIX's 1.70% yield.


TTM20242023202220212020201920182017201620152014
FV
First Trust Dorsey Wright Focus 5 ETF
0.25%0.14%0.48%1.38%0.11%0.06%0.56%0.19%0.67%0.96%0.14%0.10%
MAFIX
Abbey Capital Multi Asset Fund Class I
1.70%1.59%0.99%3.84%3.04%1.64%10.10%9.36%0.00%0.00%0.00%0.00%

Drawdowns

FV vs. MAFIX - Drawdown Comparison

The maximum FV drawdown since its inception was -34.04%, which is greater than MAFIX's maximum drawdown of -13.96%. Use the drawdown chart below to compare losses from any high point for FV and MAFIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.42%
-13.73%
FV
MAFIX

Volatility

FV vs. MAFIX - Volatility Comparison

First Trust Dorsey Wright Focus 5 ETF (FV) has a higher volatility of 7.43% compared to Abbey Capital Multi Asset Fund Class I (MAFIX) at 4.05%. This indicates that FV's price experiences larger fluctuations and is considered to be riskier than MAFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.43%
4.05%
FV
MAFIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab