See what your fund actually adds

First Trust Dorsey Wright Dynamic Focus 5 ETF FVC

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FVC compared with its replication portfolio
MeasureFVCReplication
Annualized growth4.8%11.3%
Annualized volatility14.9%14.2%
Sharpe ratio0.390.82
Maximum drawdown22.1%19.9%
Replication fit (R²)0.73 · Tracking error 7.8%

Replication portfolio

The published portfolio below is the investable basket used to model FVC’s historical return behavior.

FVC replication basket weights
TickerBuilding blockWeight
MTUMFactor · Momentum41.3%
VBRSmall-Cap · Value27.4%
BCIAlternatives · Commodities18.4%
DGSEM Small Cap12.9%