SYLD vs. FV
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and First Trust Dorsey Wright Focus 5 ETF (FV).
SYLD and FV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYLD or FV.
Performance
SYLD vs. FV - Performance Comparison
Returns By Period
In the year-to-date period, SYLD achieves a 10.02% return, which is significantly lower than FV's 14.52% return. Over the past 10 years, SYLD has outperformed FV with an annualized return of 11.81%, while FV has yielded a comparatively lower 11.15% annualized return.
SYLD
10.02%
-0.52%
4.68%
21.48%
15.87%
11.81%
FV
14.52%
0.05%
4.38%
28.26%
14.65%
11.15%
Key characteristics
| SYLD | FV | |
|---|---|---|
| Sharpe Ratio | 1.25 | 1.40 |
| Sortino Ratio | 1.84 | 1.94 |
| Omega Ratio | 1.22 | 1.25 |
| Calmar Ratio | 2.35 | 1.94 |
| Martin Ratio | 5.51 | 6.86 |
| Ulcer Index | 3.59% | 4.01% |
| Daily Std Dev | 15.82% | 19.59% |
| Max Drawdown | -45.36% | -34.04% |
| Current Drawdown | -2.27% | -3.88% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
SYLD vs. FV - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.79%, more than FV's 0.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.79% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% | 0.82% |
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% | 0.00% |
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.
Volatility
SYLD vs. FV - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) and First Trust Dorsey Wright Focus 5 ETF (FV) have volatilities of 5.70% and 5.46%, 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.