PTLC vs. FV
PTLC (Pacer Trendpilot US Large Cap ETF) and FV (First Trust Dorsey Wright Focus 5 ETF) are both exchange-traded funds - PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index, while FV is a Large Cap Growth Equities fund tracking the Dorsey Wright Focus Five Index. Both are passively managed. Over the past 10 years, PTLC returned 11.47%/yr vs 13.62%/yr for FV. A 0.74 correlation means they provide meaningful diversification when combined. PTLC charges 0.60%/yr vs 0.87%/yr for FV.
Performance
PTLC vs. FV - Performance Comparison
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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%
PTLC vs. FV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PTLC
FV
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.
| PTLC | FV | Difference | |
|---|---|---|---|
| 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 |
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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
| PTLC | FV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.79% | -0.46% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -5.81% | +0.18% |
Ulcer IndexDepth 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
| PTLC | FV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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