{"schemaVersion":1,"ticker":"FVC","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/fvc/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, FVC against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/fvc/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"FVC","b":"VOO","window":{"from":"2016-03-24","to":"2026-10-30","firstReturn":"2016-04-01","weeklyReturns":553,"years":10.6,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02393111,"perWeek":0.0004602136,"days":2652,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.38176254,"b":3.43059195,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.08502744,"b":0.15023995,"edge":"VOO","lead":"VOO"},"price":{"a":1.15952072,"b":2.72952228,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.16400374,"b":0.16712929,"edge":"Tie"},"downsideDeviation":{"a":0.1200358,"b":0.1155981,"edge":"VOO (slight)","lead":"VOO"},"maxDrawdown":{"a":-0.30034476,"b":-0.31777419,"edge":"FVC (slight)","lead":"FVC","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.07132264,"b":0.13028999,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.43488426,"b":0.77957608,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.59417808,"b":1.12709464,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.28309948,"b":0.4727884,"edge":"VOO","lead":"VOO"}},"relative":{"FVC":{"on":"VOO","beta":0.80966583,"r2":0.68078388,"alpha":-0.03416871,"alphaT":-1.19446088,"alphaLow":-0.09035881,"alphaHigh":0.02202139,"upsideCapture":0.73305023,"downsideCapture":0.92703286,"treynor":0.08808899,"trackingError":0.09796903,"informationRatio":-0.60189788,"upWeeks":323,"downWeeks":229,"treynorReference":0.13028999,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"FVC (slight)","lead":"FVC"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FVC":{"kept":"2026-11-01","distributions":34,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":1,"agree":1},"vendor":{"weeks":553,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.38176254}},"VOO":{"kept":"2026-11-01","distributions":42,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":553,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.43059195}}}}