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

Correlation

The correlation between FV and PTLC is 0.73, 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.


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Performance

FV vs. PTLC - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
3.34%
6.91%
FV
PTLC

Key characteristics

Sharpe Ratio

FV:

0.76

PTLC:

2.00

Sortino Ratio

FV:

1.14

PTLC:

2.67

Omega Ratio

FV:

1.14

PTLC:

1.37

Calmar Ratio

FV:

1.07

PTLC:

2.97

Martin Ratio

FV:

3.70

PTLC:

13.00

Ulcer Index

FV:

4.10%

PTLC:

1.93%

Daily Std Dev

FV:

19.85%

PTLC:

12.51%

Max Drawdown

FV:

-34.04%

PTLC:

-26.63%

Current Drawdown

FV:

-4.27%

PTLC:

-2.59%

Returns By Period

In the year-to-date period, FV achieves a 16.75% return, which is significantly lower than PTLC's 25.38% return.


FV

YTD

16.75%

1M

-1.41%

6M

5.05%

1Y

15.23%

5Y*

14.25%

10Y*

11.05%

PTLC

YTD

25.38%

1M

-1.04%

6M

9.02%

1Y

24.94%

5Y*

11.04%

10Y*

N/A

*Annualized

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Pacer Trendpilot US Large Cap ETF

FV vs. PTLC - Expense Ratio Comparison

FV has a 0.87% expense ratio, which is higher than PTLC's 0.60% expense ratio.


Expense ratio chart for FV: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%
Expense ratio chart for PTLC: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

FV vs. PTLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and Pacer Trendpilot US Large Cap ETF (PTLC). 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 0.69, compared to the broader market0.002.004.000.691.88
The chart of Sortino ratio for FV, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.001.052.52
The chart of Omega ratio for FV, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.35
The chart of Calmar ratio for FV, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.972.80
The chart of Martin ratio for FV, currently valued at 3.37, compared to the broader market0.0020.0040.0060.0080.00100.003.3712.19
FV
PTLC

The current FV Sharpe Ratio is 0.76, which is lower than the PTLC Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FV and PTLC, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
0.69
1.88
FV
PTLC

Dividends

FV vs. PTLC - Dividend Comparison

FV's dividend yield for the trailing twelve months is around 0.14%, while PTLC has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
FV
First Trust Dorsey Wright Focus 5 ETF
0.14%0.48%1.38%0.11%0.06%0.56%0.19%0.67%0.96%0.14%0.10%
PTLC
Pacer Trendpilot US Large Cap ETF
0.00%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.43%0.00%

Drawdowns

FV vs. PTLC - Drawdown Comparison

The maximum FV drawdown since its inception was -34.04%, which is greater than PTLC's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for FV and PTLC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-5.53%
-3.63%
FV
PTLC

Volatility

FV vs. PTLC - Volatility Comparison

First Trust Dorsey Wright Focus 5 ETF (FV) has a higher volatility of 5.82% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 4.33%. This indicates that FV's price experiences larger fluctuations and is considered to be riskier than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember
5.82%
4.33%
FV
PTLC

User Portfolios with FV or PTLC


(no name)
38%
YTD
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AGZD
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AOR
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ARKW
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BIZD
BKLN
BMVP
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BSV
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BYLD
CDC
CEMB
CFA
CFO
CGW
CMF
CORP
CRBN
CSD
CSM
CWB
CZA
DBAW
DBEF
DBEU
DBEZ
DBJP
DDIV
DDM
DES
DEW
DFJ
DGRO
DGRS
DGRW
DGT
DHS
DIA
DLN
DNL
DON
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DTD
DVY
DWAS
DWAT
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DXJS
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EES
EMCB
EMHY
EMLP
EPI
EPS
EQL
EQWL
ETH-USD
EUSA
EVX
EWL
EWN
EWT
EXI
EZM
FAB
FAD
FAS
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FCOR
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FDL
FDM
FDN
FEX
FHLC
FIDU
FIW
FLOT
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FLTR
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FNCL
FNDA
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FPE
FPX
FSTA
FSZ
FTA
FTC
FTCS
FTDS
FTEC
FTHI
FTLS
FTQI
FTSD
FTSL
FTSM
FUTY
FV
FVD
FXD
FXG
FXL
FXO
FXR
FXU
FYC
FYX
GAA
GAL
GGME
GHYG
GLD
GLDI
GRID
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GSY
GURU
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HEDJ
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ITM
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IUSG
IUSV
IVE
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IVOO
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IVW
IWB
IWD
IWF
IWL
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IWO
IWP
IWR
IWS
IWV
IWX
IWY
IXG
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IXN
IXP
IYC
IYF
IYG
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IYJ
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LDUR
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LQDH
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MRGR
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MUB
MUNI
NEAR
NFTY
NLR
NOBL
NXTG
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OEF
ONEQ
OUNZ
PBJ
PBP
PCEF
PDP
PEX
PEY
PEZ
PFF
PFI
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PFM
PFXF
PGF
PGHY
PGX
PHB
PHDG
PHO
PIN
PIO
PKB
PKW
PNQI
PPA
PRF
PRFZ
PRN
PSCC
PSCH
PSCI
PSCT
PSCU
PSI
PSK
PSL
PSP
PTF
PUI
PWB
PWV
PWZ
PZA
PZT
QDEF
QDF
QEFA
QLD
QQEW
QQQ
QQQE
QQXT
QTEC
QUAL
QWLD
QYLD
RAVI
RDIV
RDVY
RFG
RFV
RHS
RIGS
ROBO
ROM
RPG
RPV
RSP
RSPD
RSPF
RSPH
RSPM
RSPN
RSPS
RSPT
RSPU
RTH
RVNU
RWJ
RWK
RWL
RXI
RYJ
SCHA
SCHB
SCHD
SCHF
SCHG
SCHM
SCHO
SCHR
SCHV
SCHX
SCHZ
SDOG
SDY
SGOL
SHV
SHYG
SIZE
SJNK
SKOR
SKYY
SLQD
SLYG
SLYV
SMH
SMIN
SMLV
SOXL
SOXX
SPGM
SPGP
SPHB
SPHD
SPHQ
SPHY
SPIB
SPLG
SPLV
SPMD
SPSB
SPSM
SPTM
SPUU
SPVM
SPXL
SPY
SPYG
SPYV
SRLN
SSO
STIP
STPZ
SURE
SUSA
SYLD
TDIV
TDTF
TDTT
TECL
TFI
TFLO
TILT
TIPX
TOK
TQQQ
UCC
UDOW
UJB
ULST
UPGD
UPRO
URTH
USD
USDU
USFR
USMV
UUP
UXI
UYG
VAW
VB
VBK
VBR
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VCR
VCSH
VDC
VEGA
VFH
VGT
VHT
VIG
VIOG
VIOO
VIOV
VIS
VLU
VLUE
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VOE
VONE
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VOOG
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VOT
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VPU
VRP
VT
VTHR
VTI
VTIP
VTV
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VV
VWOB
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WTV
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XMHQ
XMLV
XMMO
XMVM
XNTK
XSD
XSMO
XSVM
XSW
XYLD
YCS
YYY
Mix-New
21%
YTD
PTLC
PTNQ
QMOM
IDMO
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