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OVT vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVT vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Short Term Bond ETF (OVT) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OVT achieves a 2.26% return, which is significantly lower than FAAR's 17.40% return.


OVT

1D
0.27%
1M
0.10%
YTD
2.26%
6M
1.98%
1Y
7.54%
3Y*
7.36%
5Y*
2.90%
10Y*

FAAR

1D
-1.46%
1M
-6.59%
YTD
17.40%
6M
17.10%
1Y
28.26%
3Y*
10.03%
5Y*
7.50%
10Y*
4.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OVT vs. FAAR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OVT
Overlay Shares Short Term Bond ETF
2.26%7.61%7.44%7.73%-9.68%1.73%
FAAR
First Trust Alternative Absolute Return Strategy ETF
17.40%8.07%5.97%-5.63%10.15%10.60%

Correlation

The correlation between OVT and FAAR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

-0.01

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2021

0.01

The correlation between OVT and FAAR shifts across timeframes, from -0.09 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OVT vs. FAAR — Risk / Return Rank

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

OVT
OVT Risk / Return Rank: 7979
Overall Rank
OVT Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 7373
Sortino Ratio Rank
OVT Omega Ratio Rank: 7878
Omega Ratio Rank
OVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
OVT Martin Ratio Rank: 8484
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7777
Overall Rank
FAAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 7878
Sortino Ratio Rank
FAAR Omega Ratio Rank: 6969
Omega Ratio Rank
FAAR Calmar Ratio Rank: 7979
Calmar Ratio Rank
FAAR Martin Ratio Rank: 8282
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.

OVT vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Short Term Bond ETF (OVT) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


OVTFAARDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

4.89

3.71

+1.18

Martin ratioReturn relative to average drawdown

15.26

14.66

+0.60

OVT vs. FAAR - Sharpe Ratio Comparison

The current OVT Sharpe Ratio is 2.07, which is comparable to the FAAR Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of OVT and FAAR, 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

OVT vs. FAAR - Drawdown Comparison

The maximum OVT drawdown since its inception was -13.59%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for OVT and FAAR.


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Drawdown Indicators


OVTFAARDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

-18.03%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

-7.66%

+6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.55%

-11.54%

+7.99%

Max Drawdown (5Y)

Largest decline over 5 years

-13.59%

-18.03%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-0.75%

-7.66%

+6.91%

Average Drawdown

Average peak-to-trough decline

-3.36%

-7.82%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

1.93%

-1.43%

Volatility

OVT vs. FAAR - Volatility Comparison

The current volatility for Overlay Shares Short Term Bond ETF (OVT) is 1.57%, while First Trust Alternative Absolute Return Strategy ETF (FAAR) has a volatility of 2.82%. This indicates that OVT experiences smaller price fluctuations and is considered to be less risky than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OVTFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

2.82%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

9.80%

-6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

13.30%

-9.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

12.97%

-8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.56%

11.55%

-6.99%

OVT vs. FAAR - Expense Ratio Comparison

OVT has a 0.80% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Dividends

OVT vs. FAAR - Dividend Comparison

OVT's dividend yield for the trailing twelve months is around 8.20%, less than FAAR's 9.80% yield.


PositionTTM202520242023202220212020201920182017
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.80%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%
OVT
Overlay Shares Short Term Bond ETF
8.20%7.21%6.15%5.11%4.12%4.41%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OVT and FAAR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAAR has higher volatility (2.82%) compared to OVT (1.57%). In terms of maximum drawdown, OVT dropped -13.59% vs FAAR's -18.03%.

On 5-year performance, FAAR leads with 7.50% vs 2.90% for OVT. On fees, OVT is cheaper at 0.80% per year. On volatility, OVT has been the lower-risk option at 1.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FAAR has performed better with a 7.50% return vs 2.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OVT is cheaper with a 0.80% expense ratio, compared with 0.95% for FAAR.

FAAR has the higher dividend yield at 9.80%, compared with 8.20% for OVT.

OVT is categorized as Corporate Bonds, while FAAR is Commodities. They also come from different issuers: Liquid Strategies and First Trust. Their fees differ too: 0.80% for OVT and 0.95% for FAAR.

FAAR currently has the higher Sharpe Ratio (2.15 vs 2.07), 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 OVT and FAAR

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