PTLC vs. FV
Compare and contrast key facts about Pacer Trendpilot US Large Cap ETF (PTLC) and First Trust Dorsey Wright Focus 5 ETF (FV).
PTLC and FV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PTLC is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot U.S. Large Cap Index. It was launched on Jun 11, 2015. FV is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright Focus Five Index. It was launched on Mar 5, 2014. Both PTLC and FV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTLC or FV.
Key characteristics
| PTLC | FV | |
|---|---|---|
| YTD Return | 26.65% | 18.93% |
| 1Y Return | 37.04% | 37.31% |
| 3Y Return (Ann) | 11.32% | 7.00% |
| 5Y Return (Ann) | 12.35% | 15.72% |
| Sharpe Ratio | 3.21 | 2.04 |
| Sortino Ratio | 4.25 | 2.72 |
| Omega Ratio | 1.60 | 1.36 |
| Calmar Ratio | 4.63 | 2.87 |
| Martin Ratio | 20.92 | 10.15 |
| Ulcer Index | 1.87% | 4.00% |
| Daily Std Dev | 12.14% | 19.79% |
| Max Drawdown | -26.63% | -34.04% |
| Current Drawdown | 0.00% | -0.18% |
Correlation
The correlation between PTLC and FV is 0.73, 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.
Performance
PTLC vs. FV - Performance Comparison
In the year-to-date period, PTLC achieves a 26.65% return, which is significantly higher than FV's 18.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PTLC vs. FV - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is lower than FV's 0.87% expense ratio.
Risk-Adjusted Performance
PTLC vs. FV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) 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.
Dividends
PTLC vs. FV - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 0.93%, more than FV's 0.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 0.93% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.43% | 0.00% |
FV First Trust Dorsey Wright Focus 5 ETF | 0.15% | 0.48% | 1.38% | 0.11% | 0.06% | 0.56% | 0.19% | 0.67% | 0.96% | 0.14% | 0.10% |
Drawdowns
PTLC vs. FV - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum FV drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for PTLC and FV. For additional features, visit the drawdowns tool.
Volatility
PTLC vs. FV - Volatility Comparison
The current volatility for Pacer Trendpilot US Large Cap ETF (PTLC) is 3.98%, while First Trust Dorsey Wright Focus 5 ETF (FV) has a volatility of 5.22%. This indicates that PTLC 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.