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EDOC vs. IDNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDOC vs. IDNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Telemedicine & Digital Health ETF (EDOC) and iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDOC achieves a -10.37% return, which is significantly lower than IDNA's 19.52% return.


EDOC

1D
1.49%
1M
5.54%
YTD
-10.37%
6M
-12.67%
1Y
-16.13%
3Y*
-8.12%
5Y*
-14.64%
10Y*

IDNA

1D
1.53%
1M
6.29%
YTD
19.52%
6M
16.84%
1Y
54.42%
3Y*
11.16%
5Y*
-8.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDOC vs. IDNA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EDOC
Global X Telemedicine & Digital Health ETF
-10.37%-0.62%-2.87%-12.61%-29.99%-14.21%16.89%
IDNA
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund
19.52%17.26%-0.72%-7.63%-42.28%-3.98%21.46%

Correlation

The correlation between EDOC and IDNA is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2020

0.71

The correlation between EDOC and IDNA shifts across timeframes, from 0.59 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EDOC vs. IDNA — Risk / Return Rank

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

EDOC
EDOC Risk / Return Rank: 44
Overall Rank
EDOC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EDOC Sortino Ratio Rank: 33
Sortino Ratio Rank
EDOC Omega Ratio Rank: 44
Omega Ratio Rank
EDOC Calmar Ratio Rank: 55
Calmar Ratio Rank
EDOC Martin Ratio Rank: 44
Martin Ratio Rank

IDNA
IDNA Risk / Return Rank: 7474
Overall Rank
IDNA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IDNA Sortino Ratio Rank: 7171
Sortino Ratio Rank
IDNA Omega Ratio Rank: 6060
Omega Ratio Rank
IDNA Calmar Ratio Rank: 8989
Calmar Ratio Rank
IDNA Martin Ratio Rank: 7878
Martin Ratio Rank
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.

EDOC vs. IDNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health ETF (EDOC) and iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EDOCIDNADifference
Sharpe ratioReturn per unit of total volatility

-2.92

Sortino ratioReturn per unit of downside risk

-3.97

Omega ratioGain probability vs. loss probability

0.90

1.34

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.53

5.13

-5.66

Martin ratioReturn relative to average drawdown

-1.01

14.30

-15.31

EDOC vs. IDNA - Sharpe Ratio Comparison

The current EDOC Sharpe Ratio is -0.73, which is lower than the IDNA Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of EDOC and IDNA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EDOC vs. IDNA - Drawdown Comparison

The maximum EDOC drawdown since its inception was -65.76%, roughly equal to the maximum IDNA drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for EDOC and IDNA.


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Drawdown Indicators


EDOCIDNADifference

Max Drawdown

Largest peak-to-trough decline

-65.76%

-68.26%

+2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-30.71%

-10.66%

-20.05%

Max Drawdown (3Y)

Largest decline over 3 years

-35.78%

-29.46%

-6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-60.36%

-68.26%

+7.90%

Current Drawdown

Current decline from peak

-61.31%

-41.07%

-20.24%

Average Drawdown

Average peak-to-trough decline

-43.20%

-36.28%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.98%

3.82%

+12.16%

Volatility

EDOC vs. IDNA - Volatility Comparison

Global X Telemedicine & Digital Health ETF (EDOC) and iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA) have volatilities of 7.26% and 7.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDOCIDNADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

7.33%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.63%

18.45%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

24.96%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.46%

28.47%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.28%

29.51%

-3.23%

EDOC vs. IDNA - Expense Ratio Comparison

EDOC has a 0.68% expense ratio, which is higher than IDNA's 0.47% expense ratio.


Dividends

EDOC vs. IDNA - Dividend Comparison

EDOC's dividend yield for the trailing twelve months is around 0.37%, less than IDNA's 0.90% yield.


PositionTTM2025202420232022202120202019
EDOC
Global X Telemedicine & Digital Health ETF
0.37%0.33%0.00%0.00%0.00%0.00%0.03%0.00%
IDNA
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund
0.90%1.18%0.98%1.04%0.54%0.70%0.26%0.80%

Frequently Asked Questions


EDOC and IDNA have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDNA has higher volatility (7.33%) compared to EDOC (7.26%). In terms of maximum drawdown, EDOC dropped -65.76% vs IDNA's -68.26%.

On 5-year performance, IDNA leads with -8.18% vs -14.64% for EDOC. On fees, IDNA is cheaper at 0.47% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDNA has performed better with a -8.18% return vs -14.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDNA is cheaper with a 0.47% expense ratio, compared with 0.68% for EDOC.

IDNA has the higher dividend yield at 0.90%, compared with 0.37% for EDOC.

EDOC tracks Solactive Telemedicine & Digital Health Index- TR Net, while IDNA tracks NYSE FactSet Global Genomics and Immuno Biopharma Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.68% for EDOC and 0.47% for IDNA.

IDNA currently has the higher Sharpe Ratio (2.19 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EDOC and IDNA

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