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FBT vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBT vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Amex Biotechnology Index (FBT) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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FBT vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBT
First Trust Amex Biotechnology Index
-2.76%24.25%5.88%2.55%-4.83%-2.26%12.96%19.74%-0.30%37.07%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Returns By Period

In the year-to-date period, FBT achieves a -2.76% return, which is significantly higher than IVV's -4.38% return. Over the past 10 years, FBT has underperformed IVV with an annualized return of 8.59%, while IVV has yielded a comparatively higher 14.02% annualized return.


FBT

1D
4.05%
1M
-3.77%
YTD
-2.76%
6M
12.01%
1Y
18.05%
3Y*
9.26%
5Y*
4.70%
10Y*
8.59%

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBT vs. IVV - Expense Ratio Comparison

FBT has a 0.57% expense ratio, which is higher than IVV's 0.03% expense ratio.


Return for Risk

FBT vs. IVV — Risk / Return Rank

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

FBT
FBT Risk / Return Rank: 4646
Overall Rank
FBT Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FBT Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBT Omega Ratio Rank: 3939
Omega Ratio Rank
FBT Calmar Ratio Rank: 6262
Calmar Ratio Rank
FBT Martin Ratio Rank: 4444
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

FBT vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Amex Biotechnology Index (FBT) and iShares Core S&P 500 ETF (IVV). 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.


FBTIVVDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.97

-0.24

Sortino ratio

Return per unit of downside risk

1.17

1.49

-0.31

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.52

1.53

-0.02

Martin ratio

Return relative to average drawdown

4.09

7.32

-3.23

FBT vs. IVV - Sharpe Ratio Comparison

The current FBT Sharpe Ratio is 0.73, which is comparable to the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FBT and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FBTIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.97

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.70

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.78

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.42

+0.07

Correlation

The correlation between FBT and IVV is 0.64, 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

FBT vs. IVV - Dividend Comparison

FBT has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.23%.


TTM20252024202320222021202020192018201720162015
FBT
First Trust Amex Biotechnology Index
0.00%0.00%0.71%0.00%0.00%1.37%0.00%0.00%0.00%0.00%0.00%0.12%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

FBT vs. IVV - Drawdown Comparison

The maximum FBT drawdown since its inception was -40.51%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FBT and IVV.


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Drawdown Indicators


FBTIVVDifference

Max Drawdown

Largest peak-to-trough decline

-40.51%

-55.25%

+14.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-12.06%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-29.05%

-24.53%

-4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-32.37%

-33.90%

+1.53%

Current Drawdown

Current decline from peak

-9.48%

-6.26%

-3.22%

Average Drawdown

Average peak-to-trough decline

-11.22%

-10.85%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

2.53%

+2.80%

Volatility

FBT vs. IVV - Volatility Comparison

First Trust Amex Biotechnology Index (FBT) has a higher volatility of 8.93% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that FBT's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

5.30%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

9.45%

+6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.96%

18.31%

+6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

16.89%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

18.04%

+6.02%