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SYLD vs. FV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYLD vs. FV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Shareholder Yield ETF (SYLD) and First Trust Dorsey Wright Focus 5 ETF (FV). The values are adjusted to include any dividend payments, if applicable.

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SYLD vs. FV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYLD
Cambria Shareholder Yield ETF
9.10%3.94%3.37%16.46%-6.14%48.59%13.61%26.98%-13.51%20.03%
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%19.97%

Returns By Period

In the year-to-date period, SYLD achieves a 9.10% return, which is significantly higher than FV's -3.87% return. Over the past 10 years, SYLD has outperformed FV with an annualized return of 12.45%, while FV has yielded a comparatively lower 11.42% annualized return.


SYLD

1D
1.44%
1M
-0.36%
YTD
9.10%
6M
10.78%
1Y
20.74%
3Y*
10.94%
5Y*
6.86%
10Y*
12.45%

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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SYLD vs. FV - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is lower than FV's 0.87% expense ratio.


Return for Risk

SYLD vs. FV — Risk / Return Rank

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

SYLD
SYLD Risk / Return Rank: 5858
Overall Rank
SYLD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
SYLD Omega Ratio Rank: 5656
Omega Ratio Rank
SYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
SYLD Martin Ratio Rank: 5959
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.

SYLD vs. FV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.


SYLDFVDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.54

+0.43

Sortino ratio

Return per unit of downside risk

1.51

0.89

+0.62

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratio

Return relative to maximum drawdown

1.42

0.82

+0.60

Martin ratio

Return relative to average drawdown

5.52

2.96

+2.55

SYLD vs. FV - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 0.97, which is higher than the FV Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SYLD 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


SYLDFVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.54

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.32

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.54

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.49

+0.07

Correlation

The correlation between SYLD and FV is 0.74, 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

SYLD vs. FV - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.94%, more than FV's 0.64% yield.


TTM20252024202320222021202020192018201720162015
SYLD
Cambria Shareholder Yield ETF
1.94%2.25%2.04%1.92%2.20%2.37%1.99%2.08%2.52%1.57%1.92%6.93%
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

SYLD vs. FV - Drawdown Comparison

The maximum SYLD drawdown since its inception was -45.36%, which is greater than FV's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for SYLD and FV.


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Drawdown Indicators


SYLDFVDifference

Max Drawdown

Largest peak-to-trough decline

-45.36%

-34.04%

-11.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-13.45%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

-23.08%

-3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

-34.04%

-11.32%

Current Drawdown

Current decline from peak

-3.17%

-10.77%

+7.60%

Average Drawdown

Average peak-to-trough decline

-5.72%

-5.84%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

3.72%

+0.11%

Volatility

SYLD vs. FV - Volatility Comparison

The current volatility for Cambria Shareholder Yield ETF (SYLD) is 4.04%, while First Trust Dorsey Wright Focus 5 ETF (FV) has a volatility of 7.53%. This indicates that SYLD 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


SYLDFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

7.53%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

12.49%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

20.20%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.91%

20.77%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.97%

21.39%

+1.58%