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PTLC vs. FV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTLC vs. FV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) and First Trust Dorsey Wright Focus 5 ETF (FV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTLC achieves a 4.41% return, which is significantly lower than FV's 17.68% return. Over the past 10 years, PTLC has underperformed FV with an annualized return of 11.47%, while FV has yielded a comparatively higher 13.62% annualized return.


PTLC

1D
-0.43%
1M
0.05%
YTD
4.41%
6M
3.92%
1Y
20.14%
3Y*
13.96%
5Y*
10.42%
10Y*
11.47%

FV

1D
1.61%
1M
3.57%
YTD
17.68%
6M
16.29%
1Y
30.08%
3Y*
18.20%
5Y*
10.35%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTLC vs. FV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTLC
Pacer Trendpilot US Large Cap ETF
4.41%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%
FV
First Trust Dorsey Wright Focus 5 ETF
17.68%7.23%14.73%11.34%-3.93%21.63%28.36%25.73%-8.27%19.97%

Correlation

The correlation between PTLC and FV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.85

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

0.73

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.74

The correlation between PTLC and FV shifts across timeframes, from 0.73 (5 years) to 0.85 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PTLC vs. FV — Risk / Return Rank

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

PTLC
PTLC Risk / Return Rank: 5050
Overall Rank
PTLC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4747
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4949
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4848
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5353
Martin Ratio Rank

FV
FV Risk / Return Rank: 5252
Overall Rank
FV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FV Sortino Ratio Rank: 5454
Sortino Ratio Rank
FV Omega Ratio Rank: 5454
Omega Ratio Rank
FV Calmar Ratio Rank: 4646
Calmar Ratio Rank
FV Martin Ratio Rank: 5050
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.

PTLC vs. FV - Risk-Adjusted Trends 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.

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.


PTLCFVDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

2.31

2.25

+0.06

Martin ratioReturn relative to average drawdown

8.89

8.37

+0.52

PTLC vs. FV - Sharpe Ratio Comparison

The current PTLC Sharpe Ratio is 1.70, which is comparable to the FV Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of PTLC and FV, 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

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.


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Drawdown Indicators


PTLCFVDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-34.04%

+7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-13.45%

+4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-15.17%

-23.08%

+7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-15.17%

-23.08%

+7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

-34.04%

+7.41%

Current Drawdown

Current decline from peak

-1.79%

-0.46%

-1.33%

Average Drawdown

Average peak-to-trough decline

-5.63%

-5.81%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

3.60%

-1.33%

Volatility

PTLC vs. FV - Volatility Comparison

The current volatility for Pacer Trendpilot US Large Cap ETF (PTLC) is 4.71%, while First Trust Dorsey Wright Focus 5 ETF (FV) has a volatility of 6.31%. 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.


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Volatility by Period


PTLCFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

6.31%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

13.52%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

16.09%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

20.89%

-9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

21.49%

-8.26%

PTLC vs. FV - Expense Ratio Comparison

PTLC has a 0.60% expense ratio, which is lower than FV's 0.87% expense ratio.


Dividends

PTLC vs. FV - Dividend Comparison

PTLC's dividend yield for the trailing twelve months is around 1.02%, more than FV's 0.52% yield.


PositionTTM20252024202320222021202020192018201720162015
FV
First Trust Dorsey Wright Focus 5 ETF
0.52%0.63%0.14%0.47%1.38%0.11%0.06%0.56%0.19%0.67%0.95%0.14%
PTLC
Pacer Trendpilot US Large Cap ETF
1.02%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Frequently Asked Questions


PTLC and FV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FV has higher volatility (6.31%) compared to PTLC (4.71%). In terms of maximum drawdown, PTLC dropped -26.63% vs FV's -34.04%.

On 10-year performance, FV leads with 13.62% vs 11.47% for PTLC. On fees, PTLC is cheaper at 0.60% per year. On volatility, PTLC has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FV has performed better with a 13.62% return vs 11.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PTLC is cheaper with a 0.60% expense ratio, compared with 0.87% for FV.

PTLC has the higher dividend yield at 1.02%, compared with 0.52% for FV.

PTLC is categorized as Large Cap Blend Equities, while FV is Large Cap Growth Equities. PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while FV tracks Dorsey Wright Focus Five Index. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.60% for PTLC and 0.87% for FV.

FV currently has the higher Sharpe Ratio (1.88 vs 1.70), 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 PTLC and FV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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