FV vs. SYLD
Compare and contrast key facts about First Trust Dorsey Wright Focus 5 ETF (FV) and Cambria Shareholder Yield ETF (SYLD).
FV and SYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FV is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright Focus Five Index. It was launched on Mar 5, 2014. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FV or SYLD.
Key characteristics
| FV | SYLD | |
|---|---|---|
| YTD Return | 19.14% | 11.20% |
| 1Y Return | 39.49% | 26.24% |
| 3Y Return (Ann) | 7.07% | 6.18% |
| 5Y Return (Ann) | 15.78% | 16.08% |
| 10Y Return (Ann) | 11.72% | 12.04% |
| Sharpe Ratio | 1.97 | 1.58 |
| Sortino Ratio | 2.64 | 2.30 |
| Omega Ratio | 1.34 | 1.28 |
| Calmar Ratio | 2.77 | 2.98 |
| Martin Ratio | 9.82 | 7.09 |
| Ulcer Index | 4.00% | 3.58% |
| Daily Std Dev | 19.90% | 16.13% |
| Max Drawdown | -34.04% | -45.36% |
| Current Drawdown | 0.00% | -0.30% |
Correlation
The correlation between FV and SYLD is 0.74, 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.
Performance
FV vs. SYLD - Performance Comparison
In the year-to-date period, FV achieves a 19.14% return, which is significantly higher than SYLD's 11.20% return. Both investments have delivered pretty close results over the past 10 years, with FV having a 11.72% annualized return and SYLD not far ahead at 12.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FV vs. SYLD - Expense Ratio Comparison
FV has a 0.87% expense ratio, which is higher than SYLD's 0.59% expense ratio.
Risk-Adjusted Performance
FV vs. SYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and Cambria Shareholder Yield ETF (SYLD). 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.
Dividends
FV vs. SYLD - Dividend Comparison
FV's dividend yield for the trailing twelve months is around 0.15%, less than SYLD's 1.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FV First Trust Dorsey Wright Focus 5 ETF | 0.15% | 0.48% | 1.38% | 0.11% | 0.06% | 0.56% | 0.19% | 0.67% | 0.96% | 0.14% | 0.10% | 0.00% |
SYLD Cambria Shareholder Yield ETF | 1.77% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% | 0.82% |
Drawdowns
FV vs. SYLD - Drawdown Comparison
The maximum FV drawdown since its inception was -34.04%, smaller than the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for FV and SYLD. For additional features, visit the drawdowns tool.
Volatility
FV vs. SYLD - Volatility Comparison
The current volatility for First Trust Dorsey Wright Focus 5 ETF (FV) is 5.28%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 5.65%. This indicates that FV experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.