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FV vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, FV achieves a 15.81% return, which is significantly higher than PTLC's 4.86% return. Over the past 10 years, FV has outperformed PTLC with an annualized return of 13.23%, while PTLC has yielded a comparatively lower 11.27% annualized return.


FV

1D
1.35%
1M
4.31%
YTD
15.81%
6M
17.37%
1Y
28.02%
3Y*
16.68%
5Y*
10.46%
10Y*
13.23%

PTLC

1D
1.15%
1M
2.08%
YTD
4.86%
6M
6.02%
1Y
20.46%
3Y*
13.57%
5Y*
10.92%
10Y*
11.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FV vs. PTLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FV
First Trust Dorsey Wright Focus 5 ETF
15.81%7.23%14.73%11.34%-3.93%21.63%28.36%25.73%-8.27%19.97%
PTLC
Pacer Trendpilot US Large Cap ETF
4.86%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%

Correlation

The correlation between FV and PTLC is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.74

The correlation between FV and PTLC shifts across timeframes, from 0.73 (5 years) to 0.85 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FV vs. PTLC — Risk / Return Rank

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

FV
FV Risk / Return Rank: 5050
Overall Rank
FV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FV Sortino Ratio Rank: 5151
Sortino Ratio Rank
FV Omega Ratio Rank: 5252
Omega Ratio Rank
FV Calmar Ratio Rank: 4444
Calmar Ratio Rank
FV Martin Ratio Rank: 4949
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 5252
Overall Rank
PTLC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4949
Sortino Ratio Rank
PTLC Omega Ratio Rank: 5252
Omega Ratio Rank
PTLC Calmar Ratio Rank: 5050
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FV vs. PTLC - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FVPTLCDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

2.09

2.34

-0.25

Martin ratioReturn relative to average drawdown

7.80

9.05

-1.25

FV vs. PTLC - Sharpe Ratio Comparison

The current FV Sharpe Ratio is 1.76, which is comparable to the PTLC Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FV and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


FVPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-34.04%

-26.63%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-8.77%

-4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-23.08%

-15.17%

-7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.08%

-15.17%

-7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-26.63%

-7.41%

Current Drawdown

Current decline from peak

-2.04%

-1.37%

-0.67%

Average Drawdown

Average peak-to-trough decline

-5.81%

-5.63%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.27%

+1.33%

Volatility

FV vs. PTLC - Volatility Comparison

First Trust Dorsey Wright Focus 5 ETF (FV) has a higher volatility of 6.26% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 4.78%. 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.


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Volatility by Period


FVPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

4.78%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

9.16%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

11.88%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.88%

11.87%

+9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

13.23%

+8.25%

FV vs. PTLC - Expense Ratio Comparison

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


Dividends

FV vs. PTLC - Dividend Comparison

FV's dividend yield for the trailing twelve months is around 0.53%, less than PTLC's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
FV
First Trust Dorsey Wright Focus 5 ETF
0.53%0.63%0.14%0.47%1.38%0.11%0.06%0.56%0.19%0.67%0.95%0.14%
PTLC
Pacer Trendpilot US Large Cap ETF
1.01%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Frequently Asked Questions


FV and PTLC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FV has higher volatility (6.26%) compared to PTLC (4.78%). In terms of maximum drawdown, FV dropped -34.04% vs PTLC's -26.63%.

On 10-year performance, FV leads with 13.23% vs 11.27% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, PTLC has been the lower-risk option at 4.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FV has performed better with a 13.23% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PTLC is cheaper with a 0.60% expense ratio, compared with 0.87% for FV.

PTLC has the higher dividend yield at 1.01%, compared with 0.53% for FV.

FV is categorized as Large Cap Growth Equities, while PTLC is Large Cap Blend Equities. FV tracks Dorsey Wright Focus Five Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index. They also come from different issuers: First Trust and Pacer. Their fees differ too: 0.87% for FV and 0.60% for PTLC.

FV currently has the higher Sharpe Ratio (1.76 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FV and PTLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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