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FVC vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVC vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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 higher than SCHG's 4.05% return. Over the past 10 years, FVC has underperformed SCHG with an annualized return of 8.42%, while SCHG has yielded a comparatively higher 18.65% annualized 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%

SCHG

1D
1.32%
1M
0.03%
YTD
4.05%
6M
5.38%
1Y
21.75%
3Y*
22.88%
5Y*
14.43%
10Y*
18.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVC vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
15.43%2.12%12.43%-4.59%-6.03%21.92%12.71%19.28%-8.60%19.74%
SCHG
Schwab U.S. Large-Cap Growth ETF
4.05%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Correlation

The correlation between FVC and SCHG is 0.66, 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

0.66

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

0.73

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

0.70

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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2016

0.77

The correlation between FVC and SCHG shifts across timeframes, from 0.66 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FVC vs. SCHG — 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

SCHG
SCHG Risk / Return Rank: 3535
Overall Rank
SCHG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3838
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2828
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3131
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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


FVCSCHGDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratioReturn relative to maximum drawdown

1.64

1.33

+0.30

Martin ratioReturn relative to average drawdown

6.36

4.37

+1.99

FVC vs. SCHG - Sharpe Ratio Comparison

The current FVC Sharpe Ratio is 1.54, which is comparable to the SCHG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FVC and SCHG, 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. SCHG - Drawdown Comparison

The maximum FVC drawdown since its inception was -30.96%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FVC and SCHG.


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Drawdown Indicators


FVCSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-34.59%

+3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-16.41%

+3.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

-23.39%

+8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-34.59%

+11.97%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-34.59%

+3.63%

Current Drawdown

Current decline from peak

-1.69%

-3.97%

+2.28%

Average Drawdown

Average peak-to-trough decline

-7.04%

-5.20%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

4.99%

-1.57%

Volatility

FVC vs. SCHG - Volatility Comparison

First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) has a higher volatility of 6.45% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.80%. This indicates that FVC's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVCSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

5.80%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

12.58%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

16.13%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

22.36%

-5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

21.60%

-3.91%

FVC vs. SCHG - Expense Ratio Comparison

FVC has a 0.71% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Dividends

FVC vs. SCHG - Dividend Comparison

FVC's dividend yield for the trailing twelve months is around 1.95%, more than SCHG's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.37%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


FVC and SCHG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FVC has higher volatility (6.45%) compared to SCHG (5.80%). In terms of maximum drawdown, FVC dropped -30.96% vs SCHG's -34.59%.

On 10-year performance, SCHG leads with 18.65% vs 8.42% for FVC. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 5.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHG has performed better with a 18.65% return vs 8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.71% for FVC.

FVC has the higher dividend yield at 1.95%, compared with 0.37% for SCHG.

FVC is categorized as Hedge Fund, while SCHG is Large Cap Growth Equities. FVC tracks Dorsey Wright Dynamic Focus Five Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: First Trust and Charles Schwab. Their fees differ too: 0.71% for FVC and 0.04% for SCHG.

FVC currently has the higher Sharpe Ratio (1.54 vs 1.35), 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

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