BBH vs. LFSC

Last updated Apr 2, 2026

Compare and contrast key facts about VanEck Vectors Biotech ETF (BBH) and F/m Emerald Life Sciences Innovation ETF (LFSC).

BBH and LFSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Biotech 25 Index. It was launched on Dec 20, 2011. LFSC is an actively managed fund by F/m Investments. It was launched on Oct 30, 2024.

Performance

BBH vs. LFSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Biotech ETF (BBH) and F/m Emerald Life Sciences Innovation ETF (LFSC). The values are adjusted to include any dividend payments, if applicable.

BBH vs. LFSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BBH VanEck Vectors Biotech ETF	0.04%	21.18%	-6.73%
LFSC F/m Emerald Life Sciences Innovation ETF	-4.62%	56.54%	-6.02%

Returns By Period

In the year-to-date period, BBH achieves a 0.04% return, which is significantly higher than LFSC's -4.62% return.

BBH

• 1D: 0.70%
• 1M: -3.58%
• YTD: 0.04%
• 6M: 10.55%
• 1Y: 23.57%
• 3Y*: 5.92%
• 5Y*: 1.84%
• 10Y*: 6.42%

LFSC

• 1D: -0.19%
• 1M: -3.88%
• YTD: -4.62%
• 6M: 18.37%
• 1Y: 59.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBH vs. LFSC - Expense Ratio Comparison

BBH has a 0.35% expense ratio, which is lower than LFSC's 0.54% expense ratio.

LFSC

F/m Emerald Life Sciences Innovation ETF

BBH

VanEck Vectors Biotech ETF

Return for Risk

BBH vs. LFSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBH

BBH Risk / Return Rank: 58
BBH Sharpe Ratio Rank: 56
BBH Sortino Ratio Rank: 57
BBH Omega Ratio Rank: 50
BBH Calmar Ratio Rank: 73
BBH Martin Ratio Rank: 55

LFSC

LFSC Risk / Return Rank: 87
LFSC Sharpe Ratio Rank: 90
LFSC Sortino Ratio Rank: 91
LFSC Omega Ratio Rank: 84
LFSC Calmar Ratio Rank: 90
LFSC Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBH vs. LFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Biotech ETF (BBH) and F/m Emerald Life Sciences Innovation ETF (LFSC). 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.

	BBH	LFSC	Difference
Sharpe ratio Return per unit of total volatility	1.05	2.06	-1.01
Sortino ratio Return per unit of downside risk	1.53	2.79	-1.26
Omega ratio Gain probability vs. loss probability	1.20	1.35	-0.15
Calmar ratio Return relative to maximum drawdown	2.00	3.42	-1.42
Martin ratio Return relative to average drawdown	5.56	9.51	-3.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBH vs. LFSC - Sharpe Ratio Comparison

The current BBH Sharpe Ratio is 1.05, which is lower than the LFSC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BBH and LFSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BBH	LFSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	2.06	-1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.94	-0.66

Correlation

The correlation between BBH and LFSC is 0.61, 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.

Dividends

BBH vs. LFSC - Dividend Comparison

BBH's dividend yield for the trailing twelve months is around 0.51%, while LFSC has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBH VanEck Vectors Biotech ETF	0.51%	0.51%	0.80%	0.43%	0.47%	0.21%	0.36%	0.34%	0.50%	0.55%	0.30%	0.27%
LFSC F/m Emerald Life Sciences Innovation ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BBH vs. LFSC - Drawdown Comparison

The maximum BBH drawdown since its inception was -72.70%, which is greater than LFSC's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for BBH and LFSC.

Drawdown Indicators

	BBH	LFSC	Difference
Max Drawdown Largest peak-to-trough decline	-72.70%	-29.74%	-42.96%
Max Drawdown (1Y) Largest decline over 1 year	-10.47%	-16.25%	+5.78%
Max Drawdown (5Y) Largest decline over 5 years	-39.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.86%	—	—
Current Drawdown Current decline from peak	-12.15%	-11.25%	-0.90%
Average Drawdown Average peak-to-trough decline	-26.05%	-8.26%	-17.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	5.84%	-2.08%

Volatility

BBH vs. LFSC - Volatility Comparison

The current volatility for VanEck Vectors Biotech ETF (BBH) is 7.01%, while F/m Emerald Life Sciences Innovation ETF (LFSC) has a volatility of 10.08%. This indicates that BBH experiences smaller price fluctuations and is considered to be less risky than LFSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBH	LFSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.01%	10.08%	-3.07%
Volatility (6M) Calculated over the trailing 6-month period	13.69%	19.95%	-6.26%
Volatility (1Y) Calculated over the trailing 1-year period	22.72%	29.12%	-6.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.47%	29.27%	-7.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.27%	29.27%	-7.00%