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FVC vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVC vs. USFR - 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 WisdomTree Floating Rate Treasury Fund (USFR). 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 14.86% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, FVC has outperformed USFR with an annualized return of 8.56%, while USFR has yielded a comparatively lower 2.43% annualized return.


FVC

1D
-0.05%
1M
1.47%
YTD
14.86%
6M
13.30%
1Y
20.47%
3Y*
9.81%
5Y*
4.32%
10Y*
8.56%

USFR

1D
0.00%
1M
0.33%
YTD
1.82%
6M
1.92%
1Y
3.99%
3Y*
4.74%
5Y*
3.72%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVC vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
14.86%2.12%12.43%-4.59%-6.03%21.92%12.71%19.28%-8.60%19.74%
USFR
WisdomTree Floating Rate Treasury Fund
1.82%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between FVC and USFR is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.04

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

-0.04

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

-0.00

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

-0.00

The correlation between FVC and USFR shifts across timeframes, from -0.15 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FVC vs. USFR — Risk / Return Rank

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

FVC
FVC Risk / Return Rank: 4343
Overall Rank
FVC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FVC Sortino Ratio Rank: 4343
Sortino Ratio Rank
FVC Omega Ratio Rank: 5151
Omega Ratio Rank
FVC Calmar Ratio Rank: 3434
Calmar Ratio Rank
FVC Martin Ratio Rank: 4141
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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. USFR - 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 WisdomTree Floating Rate Treasury Fund (USFR). 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.


FVCUSFRDifference
Sharpe ratioReturn per unit of total volatility

-13.24

Sortino ratioReturn per unit of downside risk

-48.15

Omega ratioGain probability vs. loss probability

1.29

13.31

-12.02

Calmar ratioReturn relative to maximum drawdown

1.54

201.33

-199.79

Martin ratioReturn relative to average drawdown

6.00

779.76

-773.77

FVC vs. USFR - Sharpe Ratio Comparison

The current FVC Sharpe Ratio is 1.43, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of FVC and USFR, 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. USFR - Drawdown Comparison

The maximum FVC drawdown since its inception was -30.96%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for FVC and USFR.


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Drawdown Indicators


FVCUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-1.36%

-29.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-0.02%

-13.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

-0.06%

-14.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-0.18%

-22.44%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-0.80%

-30.16%

Current Drawdown

Current decline from peak

-2.17%

0.00%

-2.17%

Average Drawdown

Average peak-to-trough decline

-7.03%

-0.15%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

0.01%

+3.41%

Volatility

FVC vs. USFR - Volatility Comparison

First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) has a higher volatility of 6.76% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that FVC's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVCUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

0.09%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

0.19%

+13.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

0.27%

+14.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

0.40%

+16.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

0.78%

+16.90%

FVC vs. USFR - Expense Ratio Comparison

FVC has a 0.71% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

FVC vs. USFR - Dividend Comparison

FVC's dividend yield for the trailing twelve months is around 1.96%, less than USFR's 3.90% yield.


PositionTTM2025202420232022202120202019201820172016
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
1.96%2.57%0.78%1.89%1.50%0.09%0.21%1.07%0.24%0.63%0.67%
USFR
WisdomTree Floating Rate Treasury Fund
3.90%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


FVC and USFR have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FVC has higher volatility (6.76%) compared to USFR (0.09%). In terms of maximum drawdown, FVC dropped -30.96% vs USFR's -1.36%.

On 10-year performance, FVC leads with 8.56% vs 2.43% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. 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 8.56% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.71% for FVC.

USFR has the higher dividend yield at 3.90%, compared with 1.96% for FVC.

FVC is categorized as Hedge Fund, while USFR is Government Bonds. FVC tracks Dorsey Wright Dynamic Focus Five Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.71% for FVC and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs 1.43), 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 USFR

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