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FVC vs. FMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVC vs. FMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) and First Trust Managed Futures Strategy Fund (FMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FVC achieves a 17.30% return, which is significantly higher than FMF's 10.96% return. Over the past 10 years, FVC has outperformed FMF with an annualized return of 8.62%, while FMF has yielded a comparatively lower 3.17% annualized return.


FVC

1D
1.40%
1M
11.30%
YTD
17.30%
6M
17.97%
1Y
23.41%
3Y*
10.91%
5Y*
4.98%
10Y*
8.62%

FMF

1D
0.33%
1M
1.08%
YTD
10.96%
6M
11.47%
1Y
22.22%
3Y*
6.78%
5Y*
4.62%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVC vs. FMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
17.30%2.12%12.43%-4.59%-6.03%21.92%12.71%19.28%-8.60%19.74%
FMF
First Trust Managed Futures Strategy Fund
10.96%4.54%8.17%-0.18%5.24%3.57%5.69%-5.16%-2.64%1.70%

Correlation

The correlation between FVC and FMF is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.18

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

0.14

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

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2016

0.18

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Return for Risk

FVC vs. FMF — Risk / Return Rank

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

FVC
FVC Risk / Return Rank: 4949
Overall Rank
FVC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FVC Sortino Ratio Rank: 5353
Sortino Ratio Rank
FVC Omega Ratio Rank: 6161
Omega Ratio Rank
FVC Calmar Ratio Rank: 3636
Calmar Ratio Rank
FVC Martin Ratio Rank: 4343
Martin Ratio Rank

FMF
FMF Risk / Return Rank: 7878
Overall Rank
FMF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FMF Sortino Ratio Rank: 7272
Sortino Ratio Rank
FMF Omega Ratio Rank: 6868
Omega Ratio Rank
FMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
FMF Martin Ratio Rank: 8686
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.

FVC vs. FMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) and First Trust Managed Futures Strategy Fund (FMF). 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.


FVCFMFDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.37

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

1.77

6.52

-4.76

Martin ratioReturn relative to average drawdown

6.94

18.49

-11.55

FVC vs. FMF - Sharpe Ratio Comparison

The current FVC Sharpe Ratio is 1.82, which is comparable to the FMF Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FVC and FMF, 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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Sharpe Ratios by Period


FVCFMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.31

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.43

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.27

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.17

+0.33

Drawdowns

FVC vs. FMF - Drawdown Comparison

The maximum FVC drawdown since its inception was -30.96%, which is greater than FMF's maximum drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for FVC and FMF.


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Drawdown Indicators


FVCFMFDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-22.21%

-8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-3.42%

-9.90%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

-7.25%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-14.98%

-7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-16.89%

-14.07%

Current Drawdown

Current decline from peak

0.00%

-0.07%

+0.07%

Average Drawdown

Average peak-to-trough decline

-7.06%

-9.86%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

1.20%

+2.18%

Volatility

FVC vs. FMF - Volatility Comparison

First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) has a higher volatility of 4.29% compared to First Trust Managed Futures Strategy Fund (FMF) at 1.89%. This indicates that FVC's price experiences larger fluctuations and is considered to be riskier than FMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVCFMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

1.89%

+2.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

7.11%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

9.66%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

10.74%

+5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

11.72%

+5.89%

FVC vs. FMF - Expense Ratio Comparison

FVC has a 0.71% expense ratio, which is lower than FMF's 0.95% expense ratio.


Dividends

FVC vs. FMF - Dividend Comparison

FVC's dividend yield for the trailing twelve months is around 1.92%, less than FMF's 4.96% yield.


PositionTTM2025202420232022202120202019201820172016
FMF
First Trust Managed Futures Strategy Fund
4.96%5.60%4.85%3.09%0.41%3.29%0.02%1.05%1.56%0.82%0.00%
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
1.92%2.57%0.78%1.89%1.50%0.09%0.21%1.07%0.24%0.63%0.67%

Frequently Asked Questions


FVC and FMF have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FVC has higher volatility (4.29%) compared to FMF (1.89%). In terms of maximum drawdown, FVC dropped -30.96% vs FMF's -22.21%.

On 10-year performance, FVC leads with 8.62% vs 3.17% for FMF. On fees, FVC is cheaper at 0.71% per year. On volatility, FMF has been the lower-risk option at 1.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FVC has performed better with a 8.62% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FVC is cheaper with a 0.71% expense ratio, compared with 0.95% for FMF.

FMF has the higher dividend yield at 4.96%, compared with 1.92% for FVC.

Their fees differ too: 0.71% for FVC and 0.95% for FMF.

FMF currently has the higher Sharpe Ratio (2.31 vs 1.82), 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.

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