VSMV vs. FV
Compare and contrast key facts about VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and First Trust Dorsey Wright Focus 5 ETF (FV).
VSMV and FV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSMV is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory Multi-Factor Minimum Volatility Index. It was launched on Jun 22, 2017. 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. Both VSMV and FV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSMV or FV.
Key characteristics
| VSMV | FV | |
|---|---|---|
| YTD Return | 2.74% | 3.45% |
| 1Y Return | 11.23% | 21.10% |
| 3Y Return (Ann) | 6.93% | 5.69% |
| 5Y Return (Ann) | 9.34% | 12.22% |
| Sharpe Ratio | 1.19 | 1.16 |
| Daily Std Dev | 8.61% | 17.49% |
| Max Drawdown | -31.33% | -34.04% |
| Current Drawdown | -4.76% | -6.90% |
Correlation
The correlation between VSMV and FV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VSMV vs. FV - Performance Comparison
In the year-to-date period, VSMV achieves a 2.74% return, which is significantly lower than FV's 3.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSMV vs. FV - Expense Ratio Comparison
VSMV has a 0.35% expense ratio, which is lower than FV's 0.87% expense ratio.
Risk-Adjusted Performance
VSMV vs. FV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) 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
VSMV vs. FV - Dividend Comparison
VSMV's dividend yield for the trailing twelve months is around 1.71%, more than FV's 0.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF | 1.71% | 1.77% | 1.99% | 1.36% | 2.01% | 2.00% | 2.42% | 1.11% | 0.00% | 0.00% | 0.00% |
FV First Trust Dorsey Wright Focus 5 ETF | 0.20% | 0.47% | 1.38% | 0.11% | 0.06% | 0.56% | 0.19% | 0.67% | 0.95% | 0.14% | 0.10% |
Drawdowns
VSMV vs. FV - Drawdown Comparison
The maximum VSMV drawdown since its inception was -31.33%, smaller than the maximum FV drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for VSMV and FV. For additional features, visit the drawdowns tool.
Volatility
VSMV vs. FV - Volatility Comparison
The current volatility for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) is 2.42%, while First Trust Dorsey Wright Focus 5 ETF (FV) has a volatility of 5.74%. This indicates that VSMV 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.