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

Correlation

The correlation between FV and PTLC is 0.84, 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. 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.

110.00%120.00%130.00%140.00%150.00%160.00%170.00%NovemberDecember2025FebruaryMarchApril
132.75%
114.74%
FV
PTLC

Key characteristics

Sharpe Ratio

FV:

0.00

PTLC:

0.46

Sortino Ratio

FV:

0.17

PTLC:

0.68

Omega Ratio

FV:

1.02

PTLC:

1.09

Calmar Ratio

FV:

0.00

PTLC:

0.47

Martin Ratio

FV:

0.01

PTLC:

1.41

Ulcer Index

FV:

6.90%

PTLC:

4.38%

Daily Std Dev

FV:

24.08%

PTLC:

13.60%

Max Drawdown

FV:

-34.04%

PTLC:

-26.63%

Current Drawdown

FV:

-14.69%

PTLC:

-13.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with FV having a -8.96% return and PTLC slightly lower at -9.02%.


FV

YTD

-8.96%

1M

-5.59%

6M

-7.90%

1Y

-0.01%

5Y*

13.62%

10Y*

9.00%

PTLC

YTD

-9.02%

1M

-6.19%

6M

-7.67%

1Y

6.59%

5Y*

13.63%

10Y*

N/A

*Annualized

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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 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 PTLC: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PTLC: 0.60%

Risk-Adjusted Performance

FV vs. PTLC — 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

PTLC
The Risk-Adjusted Performance Rank of PTLC is 5252
Overall Rank
The Sharpe Ratio Rank of PTLC is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PTLC is 4949
Sortino Ratio Rank
The Omega Ratio Rank of PTLC is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PTLC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PTLC is 4949
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. 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 0.00, compared to the broader market-1.000.001.002.003.004.00
FV: 0.00
PTLC: 0.46
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
PTLC: 0.68
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
PTLC: 1.09
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
PTLC: 0.47
The chart of Martin ratio for FV, currently valued at 0.01, compared to the broader market0.0020.0040.0060.00
FV: 0.01
PTLC: 1.41

The current FV Sharpe Ratio is 0.00, which is lower than the PTLC Sharpe Ratio of 0.46. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.00
0.46
FV
PTLC

Dividends

FV vs. PTLC - Dividend Comparison

FV's dividend yield for the trailing twelve months is around 0.26%, less than PTLC's 0.74% 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%
PTLC
Pacer Trendpilot US Large Cap ETF
0.74%0.67%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.69%
-13.02%
FV
PTLC

Volatility

FV vs. PTLC - Volatility Comparison

First Trust Dorsey Wright Focus 5 ETF (FV) has a higher volatility of 14.29% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 3.77%. 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.29%
3.77%
FV
PTLC