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First Trust Nasdaq Pharmaceuticals ETF (FTXH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33738R8372

CUSIP

33738R837

Issuer

First Trust

Inception Date

Sep 20, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Nasdaq U.S. Smart Pharmaceuticals Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FTXH vs. BBP FTXH vs. FXAIX FTXH vs. PPH FTXH vs. VOO FTXH vs. IAGG FTXH vs. XLV FTXH vs. ^GSPC FTXH vs. IHE FTXH vs. SMH FTXH vs. SPUS
Popular comparisons:
FTXH vs. BBP FTXH vs. FXAIX FTXH vs. PPH FTXH vs. VOO FTXH vs. IAGG FTXH vs. XLV FTXH vs. ^GSPC FTXH vs. IHE FTXH vs. SMH FTXH vs. SPUS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Nasdaq Pharmaceuticals ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.04%
12.93%
FTXH (First Trust Nasdaq Pharmaceuticals ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Nasdaq Pharmaceuticals ETF had a return of 5.59% year-to-date (YTD) and 14.73% in the last 12 months.


FTXH

YTD

5.59%

1M

-2.27%

6M

5.03%

1Y

14.73%

5Y (annualized)

6.10%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of FTXH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.33%2.82%1.25%-7.21%2.22%3.03%4.80%3.87%-2.34%-1.97%5.59%
20230.36%-4.47%-0.37%1.92%-3.91%2.92%1.33%1.26%-4.58%-5.97%3.91%7.05%-1.41%
2022-4.73%-1.92%5.43%-1.63%1.51%-0.38%0.22%-6.08%-3.02%9.98%6.01%-1.69%2.55%
20211.32%-1.21%-0.60%1.21%-0.28%0.53%1.95%1.10%-3.17%1.71%-2.90%6.68%6.14%
2020-1.89%-8.36%-7.00%15.06%2.09%0.03%5.27%3.26%-2.50%-4.48%8.66%3.37%11.73%
20196.07%7.14%-1.99%-2.01%-4.92%6.38%-2.51%-1.59%0.64%3.83%7.85%2.33%22.13%
20185.08%-3.93%-2.59%0.24%1.75%1.60%5.65%3.49%-0.90%-7.24%-0.40%-11.28%-9.51%
20172.29%6.72%-0.71%0.32%-0.50%4.78%-1.69%-3.60%3.91%-3.60%7.83%2.93%19.44%
2016-3.52%-8.22%2.99%-1.46%-10.13%

Expense Ratio

FTXH features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for FTXH: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTXH is 40, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FTXH is 4040
Combined Rank
The Sharpe Ratio Rank of FTXH is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXH is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FTXH is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FTXH is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FTXH is 3535
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FTXH, currently valued at 1.18, compared to the broader market0.002.004.001.182.54
The chart of Sortino ratio for FTXH, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.001.693.40
The chart of Omega ratio for FTXH, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.47
The chart of Calmar ratio for FTXH, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.193.66
The chart of Martin ratio for FTXH, currently valued at 4.37, compared to the broader market0.0020.0040.0060.0080.00100.004.3716.26
FTXH
^GSPC

The current First Trust Nasdaq Pharmaceuticals ETF Sharpe ratio is 1.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Nasdaq Pharmaceuticals ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.18
2.54
FTXH (First Trust Nasdaq Pharmaceuticals ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Nasdaq Pharmaceuticals ETF provided a 1.59% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.44$0.41$0.30$0.28$0.21$0.16$0.18$0.47$0.03

Dividend yield

1.59%1.56%1.10%1.03%0.82%0.67%0.92%2.18%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Nasdaq Pharmaceuticals ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.07$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.32
2023$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.07$0.00$0.00$0.12$0.41
2022$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$0.13$0.30
2021$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.11$0.28
2020$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.06$0.21
2019$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.04$0.16
2018$0.00$0.00$0.08$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.04$0.18
2017$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.38$0.00$0.00$0.00$0.47
2016$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.91%
-0.88%
FTXH (First Trust Nasdaq Pharmaceuticals ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Nasdaq Pharmaceuticals ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Nasdaq Pharmaceuticals ETF was 32.11%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current First Trust Nasdaq Pharmaceuticals ETF drawdown is 5.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.11%Jan 17, 202045Mar 23, 202082Jul 20, 2020127
-23.42%Aug 29, 201876Dec 24, 2018254Jan 14, 2020330
-14.62%Jan 30, 201859May 3, 201853Aug 7, 2018112
-14.58%Dec 5, 2022226Oct 27, 202379Feb 22, 2024305
-14.29%Apr 11, 2022117Sep 27, 202245Nov 30, 2022162

Volatility

Volatility Chart

The current First Trust Nasdaq Pharmaceuticals ETF volatility is 5.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.35%
3.96%
FTXH (First Trust Nasdaq Pharmaceuticals ETF)
Benchmark (^GSPC)