FV vs. VTI

Last updated Jun 4, 2026

FV (First Trust Dorsey Wright Focus 5 ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - FV is a Large Cap Growth Equities fund tracking the Dorsey Wright Focus Five Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, FV returned 13.45%/yr vs 15.05%/yr for VTI. Their correlation of 0.88 suggests significant overlap in exposure. FV charges 0.87%/yr vs 0.03%/yr for VTI.

Performance

FV vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Focus 5 ETF (FV) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FV achieves a 18.14% return, which is significantly higher than VTI's 11.20% return. Over the past 10 years, FV has underperformed VTI with an annualized return of 13.45%, while VTI has yielded a comparatively higher 15.05% annualized return.

FV

• 1D: 1.48%
• 1M: 11.69%
• YTD: 18.14%
• 6M: 18.84%
• 1Y: 28.90%
• 3Y*: 18.88%
• 5Y*: 10.37%
• 10Y*: 13.45%

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FV vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FV First Trust Dorsey Wright Focus 5 ETF	18.14%	7.23%	14.73%	11.34%	-3.93%	21.63%	28.36%	25.73%	-8.27%	19.97%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between FV and VTI is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Mar 7, 2014	0.88

The correlation between FV and VTI has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

FV vs. VTI - Sectors Allocation Comparison

Sectors	FV	VTI
Technology	29.0%	33.5%
Industrials	27.8%	9.8%
Financial Services	19.8%	12.0%
Healthcare	19.4%	9.2%
Energy	17.5%	3.7%
Consumer Cyclical	6.4%	10.0%
Communication Services	6.3%	10.3%
Real Estate	0.7%	2.4%
Basic Materials	-	2.0%
Consumer Defensive	-	4.7%
Utilities	-	2.3%

Return for Risk

FV vs. VTI — Risk / Return Rank

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

FV

FV Risk / Return Rank: 51
FV Sharpe Ratio Rank: 55
FV Sortino Ratio Rank: 54
FV Omega Ratio Rank: 53
FV Calmar Ratio Rank: 44
FV Martin Ratio Rank: 48

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Focus 5 ETF (FV) and Vanguard Total Stock Market ETF (VTI). 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.

	FV	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.91	2.33	-0.42
Sortino ratio: Return per unit of downside risk	2.62	3.18	-0.57
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	2.16	3.17	-1.02
Martin ratio: Return relative to average drawdown	8.12	14.62	-6.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FV vs. VTI - Sharpe Ratio Comparison

The current FV Sharpe Ratio is 1.91, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FV and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FV	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	2.33	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.73	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.82	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.51	+0.07

Drawdowns

FV vs. VTI - Drawdown Comparison

The maximum FV drawdown since its inception was -34.04%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FV and VTI.

Drawdown Indicators

	FV	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-34.04%	-55.45%	+21.41%
Max Drawdown (1Y) Largest decline over 1 year	-13.45%	-8.92%	-4.53%
Max Drawdown (3Y) Largest decline over 3 years	-23.08%	-19.30%	-3.78%
Max Drawdown (5Y) Largest decline over 5 years	-23.08%	-25.36%	+2.28%
Max Drawdown (10Y) Largest decline over 10 years	-34.04%	-35.00%	+0.96%
Current Drawdown Current decline from peak	0.00%	-0.72%	+0.72%
Average Drawdown Average peak-to-trough decline	-5.80%	-8.03%	+2.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	1.93%	+1.64%

Volatility

FV vs. VTI - Volatility Comparison

First Trust Dorsey Wright Focus 5 ETF (FV) has a higher volatility of 4.25% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that FV's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FV	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	2.96%	+1.29%
Volatility (6M) Calculated over the trailing 6-month period	12.54%	9.13%	+3.41%
Volatility (1Y) Calculated over the trailing 1-year period	15.22%	12.17%	+3.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.76%	17.40%	+3.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.42%	18.30%	+3.12%

FV vs. VTI - Expense Ratio Comparison

FV has a 0.87% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

FV vs. VTI - Dividend Comparison

FV's dividend yield for the trailing twelve months is around 0.52%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FV First Trust Dorsey Wright Focus 5 ETF	0.52%	0.63%	0.14%	0.47%	1.38%	0.11%	0.06%	0.56%	0.19%	0.67%	0.95%	0.14%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both FV and VTI in my portfolio?

FV and VTI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FV or VTI?

FV has higher volatility (4.25%) compared to VTI (2.96%). In terms of maximum drawdown, FV dropped -34.04% vs VTI's -55.45%.

Which ETF is better, FV or VTI?

On 10-year performance, VTI leads with 15.05% vs 13.45% for FV. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FV or VTI?

Over the 10-year period, VTI has performed better with a 15.05% return vs 13.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FV or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.87% for FV.

Which ETF pays a higher dividend yield, FV or VTI?

VTI has the higher dividend yield at 1.01%, compared with 0.52% for FV.

What is the main difference between FV and VTI?

FV is categorized as Large Cap Growth Equities, while VTI is Large Cap Blend Equities. FV tracks Dorsey Wright Focus Five Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.87% for FV and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs 1.91), 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.