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SYLD vs. FV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SYLD and FV is 0.77, 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

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.

140.00%160.00%180.00%200.00%220.00%240.00%December2025FebruaryMarchAprilMay
180.51%
195.03%
SYLD
FV

Key characteristics

Sharpe Ratio

SYLD:

-0.42

FV:

0.04

Sortino Ratio

SYLD:

-0.50

FV:

0.19

Omega Ratio

SYLD:

0.94

FV:

1.03

Calmar Ratio

SYLD:

-0.35

FV:

0.02

Martin Ratio

SYLD:

-0.99

FV:

0.06

Ulcer Index

SYLD:

9.34%

FV:

7.32%

Daily Std Dev

SYLD:

21.25%

FV:

23.93%

Max Drawdown

SYLD:

-45.36%

FV:

-34.04%

Current Drawdown

SYLD:

-17.28%

FV:

-11.55%

Returns By Period

In the year-to-date period, SYLD achieves a -8.15% return, which is significantly lower than FV's -5.60% return. Both investments have delivered pretty close results over the past 10 years, with SYLD having a 9.76% annualized return and FV not far behind at 9.36%.


SYLD

YTD

-8.15%

1M

12.72%

6M

-14.62%

1Y

-8.86%

5Y*

18.41%

10Y*

9.76%

FV

YTD

-5.60%

1M

14.99%

6M

-9.10%

1Y

0.94%

5Y*

13.38%

10Y*

9.36%

*Annualized

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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.


Risk-Adjusted Performance

SYLD vs. FV — Risk-Adjusted Performance Rank

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

SYLD
The Risk-Adjusted Performance Rank of SYLD is 66
Overall Rank
The Sharpe Ratio Rank of SYLD is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SYLD is 66
Sortino Ratio Rank
The Omega Ratio Rank of SYLD is 66
Omega Ratio Rank
The Calmar Ratio Rank of SYLD is 55
Calmar Ratio Rank
The Martin Ratio Rank of SYLD is 66
Martin Ratio Rank

FV
The Risk-Adjusted Performance Rank of FV is 2222
Overall Rank
The Sharpe Ratio Rank of FV is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FV is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FV is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FV is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FV is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SYLD vs. FV - Risk-Adjusted Performance 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.


The current SYLD Sharpe Ratio is -0.42, which is lower than the FV Sharpe Ratio of 0.04. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2025FebruaryMarchAprilMay
-0.42
0.04
SYLD
FV

Dividends

SYLD vs. FV - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 2.25%, more than FV's 0.25% yield.


TTM20242023202220212020201920182017201620152014
SYLD
Cambria Shareholder Yield ETF
2.25%2.04%1.92%2.20%2.22%2.00%2.07%2.52%1.48%1.92%6.45%3.89%
FV
First Trust Dorsey Wright Focus 5 ETF
0.25%0.14%0.48%1.38%0.11%0.06%0.56%0.19%0.67%0.96%0.14%0.10%

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.28%
-11.55%
SYLD
FV

Volatility

SYLD vs. FV - Volatility Comparison

Cambria Shareholder Yield ETF (SYLD) and First Trust Dorsey Wright Focus 5 ETF (FV) have volatilities of 11.01% and 10.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.01%
10.77%
SYLD
FV