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LFEQ vs. FV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFEQ vs. FV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) and First Trust Dorsey Wright Focus 5 ETF (FV). The values are adjusted to include any dividend payments, if applicable.

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LFEQ vs. FV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LFEQ
VanEck Long/Flat Trend ETF
-4.60%10.49%24.30%19.66%-22.05%27.97%17.56%24.07%-5.55%5.27%
FV
First Trust Dorsey Wright Focus 5 ETF
-3.87%7.23%14.73%11.34%-3.93%21.63%28.36%25.73%-8.27%4.27%

Returns By Period

In the year-to-date period, LFEQ achieves a -4.60% return, which is significantly lower than FV's -3.87% return.


LFEQ

1D
2.80%
1M
-5.02%
YTD
-4.60%
6M
-2.01%
1Y
10.23%
3Y*
13.86%
5Y*
7.84%
10Y*

FV

1D
3.09%
1M
-7.44%
YTD
-3.87%
6M
-2.11%
1Y
10.86%
3Y*
10.66%
5Y*
6.53%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LFEQ vs. FV - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is lower than FV's 0.87% expense ratio.


Return for Risk

LFEQ vs. FV — Risk / Return Rank

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

LFEQ
LFEQ Risk / Return Rank: 3636
Overall Rank
LFEQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LFEQ Sortino Ratio Rank: 3333
Sortino Ratio Rank
LFEQ Omega Ratio Rank: 3737
Omega Ratio Rank
LFEQ Calmar Ratio Rank: 3535
Calmar Ratio Rank
LFEQ Martin Ratio Rank: 4343
Martin Ratio Rank

FV
FV Risk / Return Rank: 3232
Overall Rank
FV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FV Sortino Ratio Rank: 3232
Sortino Ratio Rank
FV Omega Ratio Rank: 3232
Omega Ratio Rank
FV Calmar Ratio Rank: 3434
Calmar Ratio Rank
FV Martin Ratio Rank: 3333
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.

LFEQ vs. FV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) and First Trust Dorsey Wright Focus 5 ETF (FV). 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.


LFEQFVDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.54

+0.05

Sortino ratio

Return per unit of downside risk

0.96

0.89

+0.07

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

0.88

0.82

+0.06

Martin ratio

Return relative to average drawdown

4.08

2.96

+1.11

LFEQ vs. FV - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 0.59, which is comparable to the FV Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of LFEQ and FV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LFEQFVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.54

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.32

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.49

+0.08

Correlation

The correlation between LFEQ and FV is 0.80, 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.


Dividends

LFEQ vs. FV - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.95%, more than FV's 0.64% yield.


TTM20252024202320222021202020192018201720162015
LFEQ
VanEck Long/Flat Trend ETF
0.95%0.90%0.74%1.56%1.19%0.37%2.06%1.45%1.07%0.79%0.00%0.00%
FV
First Trust Dorsey Wright Focus 5 ETF
0.64%0.63%0.14%0.47%1.38%0.11%0.06%0.56%0.19%0.67%0.95%0.14%

Drawdowns

LFEQ vs. FV - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, roughly equal to the maximum FV drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for LFEQ and FV.


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Drawdown Indicators


LFEQFVDifference

Max Drawdown

Largest peak-to-trough decline

-35.19%

-34.04%

-1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-13.45%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.55%

-23.08%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

Current Drawdown

Current decline from peak

-6.43%

-10.77%

+4.34%

Average Drawdown

Average peak-to-trough decline

-6.26%

-5.84%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.72%

-1.07%

Volatility

LFEQ vs. FV - Volatility Comparison

The current volatility for VanEck Long/Flat Trend ETF (LFEQ) is 5.28%, while First Trust Dorsey Wright Focus 5 ETF (FV) has a volatility of 7.53%. This indicates that LFEQ experiences smaller price fluctuations and is considered to be less risky than FV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFEQFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

7.53%

-2.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

12.49%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

20.20%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

20.77%

-6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

21.39%

-3.71%