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FHH.TO vs. LONG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHH.TO vs. LONG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in First Trust AlphaDEX U.S. Health Care Sector Index ETF (FHH.TO) and CI Global Longevity Economy Fund (LONG.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FHH.TO achieves a 9.08% return, which is significantly higher than LONG.TO's 7.98% return.


FHH.TO

1D
-2.10%
1M
4.40%
6M
6.95%
YTD
9.08%
1Y
23.16%
3Y*
6.39%
5Y*
4.14%
10Y*
8.42%

LONG.TO

1D
0.02%
1M
1.44%
6M
6.11%
YTD
7.98%
1Y
20.96%
3Y*
16.52%
5Y*
10.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHH.TO vs. LONG.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FHH.TO
First Trust AlphaDEX U.S. Health Care Sector Index ETF
9.08%5.83%9.13%-6.00%-8.34%22.83%13.26%
LONG.TO
CI Global Longevity Economy Fund
7.98%6.19%25.86%19.50%-9.01%11.77%22.32%

Correlation

The correlation between FHH.TO and LONG.TO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2020

0.41

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Return for Risk

FHH.TO vs. LONG.TO — Risk / Return Rank

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

FHH.TO
FHH.TO Risk / Return Rank: 4545
Overall Rank
FHH.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FHH.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
FHH.TO Omega Ratio Rank: 4646
Omega Ratio Rank
FHH.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
FHH.TO Martin Ratio Rank: 3838
Martin Ratio Rank

LONG.TO
LONG.TO Risk / Return Rank: 3737
Overall Rank
LONG.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LONG.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
LONG.TO Omega Ratio Rank: 4040
Omega Ratio Rank
LONG.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
LONG.TO Martin Ratio Rank: 3636
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.

FHH.TO vs. LONG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust AlphaDEX U.S. Health Care Sector Index ETF (FHH.TO) and CI Global Longevity Economy Fund (LONG.TO). 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.


FHH.TOLONG.TODifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

1.80

1.28

+0.52

Martin ratioReturn relative to average drawdown

4.88

4.55

+0.33

FHH.TO vs. LONG.TO - Sharpe Ratio Comparison

The current FHH.TO Sharpe Ratio is 1.40, which is comparable to the LONG.TO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FHH.TO and LONG.TO, 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

FHH.TO vs. LONG.TO - Drawdown Comparison

The maximum FHH.TO drawdown since its inception was -25.83%, which is greater than LONG.TO's maximum drawdown of -23.65%. Use the drawdown chart below to compare losses from any high point for FHH.TO and LONG.TO.


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Drawdown Indicators


FHH.TOLONG.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.83%

-23.65%

-2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.91%

-16.39%

+3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.20%

-22.45%

+2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-23.65%

+1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-23.58%

Current Drawdown

Current decline from peak

-4.65%

-2.87%

-1.78%

Average Drawdown

Average peak-to-trough decline

-8.37%

-5.64%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

4.61%

+0.15%

Volatility

FHH.TO vs. LONG.TO - Volatility Comparison

The current volatility for First Trust AlphaDEX U.S. Health Care Sector Index ETF (FHH.TO) is 5.58%, while CI Global Longevity Economy Fund (LONG.TO) has a volatility of 7.03%. This indicates that FHH.TO experiences smaller price fluctuations and is considered to be less risky than LONG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHH.TOLONG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

7.03%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.85%

14.80%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

17.62%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

17.56%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

17.80%

-1.09%

Dividends

FHH.TO vs. LONG.TO - Dividend Comparison

FHH.TO's dividend yield for the trailing twelve months is around 0.59%, while LONG.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021
FHH.TO
First Trust AlphaDEX U.S. Health Care Sector Index ETF
0.59%0.12%0.22%0.23%0.39%5.28%
LONG.TO
CI Global Longevity Economy Fund
0.00%0.00%0.00%0.33%0.00%0.00%

Frequently Asked Questions


FHH.TO and LONG.TO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: First Trust and CI.

Portfolio Optimizer

Find the right allocation for FHH.TO and LONG.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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