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FVD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FVD and VOO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

FVD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Value Line Dividend Index (FVD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
344.66%
557.08%
FVD
VOO

Key characteristics

Sharpe Ratio

FVD:

0.63

VOO:

0.54

Sortino Ratio

FVD:

0.96

VOO:

0.88

Omega Ratio

FVD:

1.13

VOO:

1.13

Calmar Ratio

FVD:

0.69

VOO:

0.55

Martin Ratio

FVD:

2.39

VOO:

2.27

Ulcer Index

FVD:

3.43%

VOO:

4.55%

Daily Std Dev

FVD:

13.14%

VOO:

19.19%

Max Drawdown

FVD:

-50.99%

VOO:

-33.99%

Current Drawdown

FVD:

-6.15%

VOO:

-9.90%

Returns By Period

In the year-to-date period, FVD achieves a -0.17% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, FVD has underperformed VOO with an annualized return of 8.51%, while VOO has yielded a comparatively higher 12.24% annualized return.


FVD

YTD

-0.17%

1M

-2.01%

6M

-2.58%

1Y

8.77%

5Y*

10.05%

10Y*

8.51%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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FVD vs. VOO - Expense Ratio Comparison

FVD has a 0.70% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for FVD: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FVD: 0.70%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

FVD vs. VOO — Risk-Adjusted Performance Rank

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

FVD
The Risk-Adjusted Performance Rank of FVD is 6767
Overall Rank
The Sharpe Ratio Rank of FVD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FVD is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FVD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FVD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FVD is 6767
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FVD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Value Line Dividend Index (FVD) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for FVD, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
FVD: 0.63
VOO: 0.54
The chart of Sortino ratio for FVD, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
FVD: 0.96
VOO: 0.88
The chart of Omega ratio for FVD, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
FVD: 1.13
VOO: 1.13
The chart of Calmar ratio for FVD, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
FVD: 0.69
VOO: 0.55
The chart of Martin ratio for FVD, currently valued at 2.39, compared to the broader market0.0020.0040.0060.00
FVD: 2.39
VOO: 2.27

The current FVD Sharpe Ratio is 0.63, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FVD and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.63
0.54
FVD
VOO

Dividends

FVD vs. VOO - Dividend Comparison

FVD's dividend yield for the trailing twelve months is around 2.41%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
FVD
First Trust Value Line Dividend Index
2.41%2.23%2.34%2.20%1.75%2.31%2.03%2.50%2.10%2.04%2.34%2.46%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FVD vs. VOO - Drawdown Comparison

The maximum FVD drawdown since its inception was -50.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FVD and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.15%
-9.90%
FVD
VOO

Volatility

FVD vs. VOO - Volatility Comparison

The current volatility for First Trust Value Line Dividend Index (FVD) is 8.56%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that FVD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.56%
13.96%
FVD
VOO