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FVC vs. QTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVC vs. QTR - 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 Global X NASDAQ 100 Tail Risk ETF (QTR). 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 15.43% return, which is significantly lower than QTR's 16.97% return.


FVC

1D
1.37%
1M
4.34%
YTD
15.43%
6M
16.84%
1Y
21.69%
3Y*
9.59%
5Y*
5.18%
10Y*
8.42%

QTR

1D
2.44%
1M
5.51%
YTD
16.97%
6M
17.75%
1Y
32.68%
3Y*
21.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVC vs. QTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
15.43%2.12%12.43%-4.59%-6.03%2.49%
QTR
Global X NASDAQ 100 Tail Risk ETF
16.97%14.52%21.46%45.53%-29.94%4.16%

Correlation

The correlation between FVC and QTR is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2021

0.67

The correlation between FVC and QTR shifts across timeframes, from 0.67 (all time) to 0.78 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FVC vs. QTR — Risk / Return Rank

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

FVC
FVC Risk / Return Rank: 4444
Overall Rank
FVC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FVC Sortino Ratio Rank: 4444
Sortino Ratio Rank
FVC Omega Ratio Rank: 5252
Omega Ratio Rank
FVC Calmar Ratio Rank: 3434
Calmar Ratio Rank
FVC Martin Ratio Rank: 4242
Martin Ratio Rank

QTR
QTR Risk / Return Rank: 6262
Overall Rank
QTR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QTR Sortino Ratio Rank: 6464
Sortino Ratio Rank
QTR Omega Ratio Rank: 6666
Omega Ratio Rank
QTR Calmar Ratio Rank: 5757
Calmar Ratio Rank
QTR 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.

FVC vs. QTR - 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 Global X NASDAQ 100 Tail Risk ETF (QTR). 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.


FVCQTRDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

1.64

2.67

-1.04

Martin ratioReturn relative to average drawdown

6.36

8.96

-2.60

FVC vs. QTR - Sharpe Ratio Comparison

The current FVC Sharpe Ratio is 1.54, which is comparable to the QTR Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FVC and QTR, 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

FVC vs. QTR - Drawdown Comparison

The maximum FVC drawdown since its inception was -30.96%, roughly equal to the maximum QTR drawdown of -31.72%. Use the drawdown chart below to compare losses from any high point for FVC and QTR.


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Drawdown Indicators


FVCQTRDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-31.72%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-12.29%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

-18.99%

+4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-1.69%

-0.81%

-0.88%

Average Drawdown

Average peak-to-trough decline

-7.04%

-8.78%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.66%

-0.24%

Volatility

FVC vs. QTR - Volatility Comparison

The current volatility for First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) is 6.45%, while Global X NASDAQ 100 Tail Risk ETF (QTR) has a volatility of 8.11%. This indicates that FVC experiences smaller price fluctuations and is considered to be less risky than QTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVCQTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

8.11%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

12.87%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

15.79%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

18.33%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

18.33%

-0.64%

FVC vs. QTR - Expense Ratio Comparison

FVC has a 0.71% expense ratio, which is higher than QTR's 0.60% expense ratio.


Dividends

FVC vs. QTR - Dividend Comparison

FVC's dividend yield for the trailing twelve months is around 1.95%, less than QTR's 16.05% yield.


PositionTTM2025202420232022202120202019201820172016
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
1.95%2.57%0.78%1.89%1.50%0.09%0.21%1.07%0.24%0.63%0.67%
QTR
Global X NASDAQ 100 Tail Risk ETF
16.05%18.77%0.50%0.53%0.36%1.90%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FVC and QTR have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTR has higher volatility (8.11%) compared to FVC (6.45%). In terms of maximum drawdown, FVC dropped -30.96% vs QTR's -31.72%.

On 3-year performance, QTR leads with 21.23% vs 9.59% for FVC. On fees, QTR is cheaper at 0.60% per year. On volatility, FVC has been the lower-risk option at 6.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QTR has performed better with a 21.23% return vs 9.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QTR is cheaper with a 0.60% expense ratio, compared with 0.71% for FVC.

QTR has the higher dividend yield at 16.05%, compared with 1.95% for FVC.

FVC is categorized as Hedge Fund, while QTR is Nasdaq-100. FVC tracks Dorsey Wright Dynamic Focus Five Index, while QTR tracks NASDAQ-100 Quarterly Protective Put 90 Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.71% for FVC and 0.60% for QTR.

QTR currently has the higher Sharpe Ratio (2.08 vs 1.54), 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 FVC and QTR

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