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FV vs. PRFZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FV and PRFZ is 0.81, 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

FV vs. PRFZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Focus 5 ETF (FV) and Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
184.54%
110.43%
FV
PRFZ

Key characteristics

Sharpe Ratio

FV:

0.00

PRFZ:

-0.02

Sortino Ratio

FV:

0.17

PRFZ:

0.13

Omega Ratio

FV:

1.02

PRFZ:

1.02

Calmar Ratio

FV:

0.00

PRFZ:

-0.02

Martin Ratio

FV:

0.01

PRFZ:

-0.07

Ulcer Index

FV:

6.90%

PRFZ:

8.11%

Daily Std Dev

FV:

24.08%

PRFZ:

23.16%

Max Drawdown

FV:

-34.04%

PRFZ:

-62.41%

Current Drawdown

FV:

-14.69%

PRFZ:

-18.45%

Returns By Period

In the year-to-date period, FV achieves a -8.96% return, which is significantly higher than PRFZ's -11.53% return. Over the past 10 years, FV has outperformed PRFZ with an annualized return of 9.00%, while PRFZ has yielded a comparatively lower 7.05% annualized return.


FV

YTD

-8.96%

1M

-5.59%

6M

-7.90%

1Y

-0.01%

5Y*

13.62%

10Y*

9.00%

PRFZ

YTD

-11.53%

1M

-5.45%

6M

-9.83%

1Y

0.42%

5Y*

15.60%

10Y*

7.05%

*Annualized

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FV vs. PRFZ - Expense Ratio Comparison

FV has a 0.87% expense ratio, which is higher than PRFZ's 0.39% expense ratio.


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%
Expense ratio chart for PRFZ: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRFZ: 0.39%

Risk-Adjusted Performance

FV vs. PRFZ — 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 2020
Overall Rank
The Sharpe Ratio Rank of FV is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of FV is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FV is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FV is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FV is 1919
Martin Ratio Rank

PRFZ
The Risk-Adjusted Performance Rank of PRFZ is 1818
Overall Rank
The Sharpe Ratio Rank of PRFZ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PRFZ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of PRFZ is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PRFZ is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PRFZ is 1818
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. PRFZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ). 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 FV, currently valued at 0.00, compared to the broader market-1.000.001.002.003.004.00
FV: 0.00
PRFZ: -0.02
The chart of Sortino ratio for FV, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.00
FV: 0.17
PRFZ: 0.13
The chart of Omega ratio for FV, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
FV: 1.02
PRFZ: 1.02
The chart of Calmar ratio for FV, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
FV: 0.00
PRFZ: -0.02
The chart of Martin ratio for FV, currently valued at 0.01, compared to the broader market0.0020.0040.0060.00
FV: 0.01
PRFZ: -0.07

The current FV Sharpe Ratio is 0.00, which is higher than the PRFZ Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FV and PRFZ, 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
0.00
-0.02
FV
PRFZ

Dividends

FV vs. PRFZ - Dividend Comparison

FV's dividend yield for the trailing twelve months is around 0.26%, less than PRFZ's 1.53% yield.


TTM20242023202220212020201920182017201620152014
FV
First Trust Dorsey Wright Focus 5 ETF
0.26%0.14%0.48%1.38%0.11%0.06%0.56%0.19%0.67%0.96%0.14%0.10%
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
1.53%1.45%1.42%1.33%0.93%0.91%1.29%1.37%0.97%1.31%1.39%1.14%

Drawdowns

FV vs. PRFZ - Drawdown Comparison

The maximum FV drawdown since its inception was -34.04%, smaller than the maximum PRFZ drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for FV and PRFZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.69%
-18.45%
FV
PRFZ

Volatility

FV vs. PRFZ - Volatility Comparison

First Trust Dorsey Wright Focus 5 ETF (FV) and Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) have volatilities of 14.29% and 13.87%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.29%
13.87%
FV
PRFZ