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FTXH vs. BBP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXH and BBP 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.


-0.50.00.51.00.6

Performance

FTXH vs. BBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Virtus LifeSci Biotech Products ETF (BBP). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.22%
1.41%
FTXH
BBP

Key characteristics

Sharpe Ratio

FTXH:

0.09

BBP:

0.25

Sortino Ratio

FTXH:

0.21

BBP:

0.48

Omega Ratio

FTXH:

1.03

BBP:

1.06

Calmar Ratio

FTXH:

0.13

BBP:

0.26

Martin Ratio

FTXH:

0.25

BBP:

0.62

Ulcer Index

FTXH:

4.74%

BBP:

8.55%

Daily Std Dev

FTXH:

12.97%

BBP:

21.20%

Max Drawdown

FTXH:

-32.11%

BBP:

-44.32%

Current Drawdown

FTXH:

-5.82%

BBP:

-6.42%

Returns By Period

In the year-to-date period, FTXH achieves a 2.63% return, which is significantly lower than BBP's 6.25% return.


FTXH

YTD

2.63%

1M

2.81%

6M

-4.67%

1Y

1.77%

5Y*

4.78%

10Y*

N/A

BBP

YTD

6.25%

1M

6.02%

6M

-0.26%

1Y

7.90%

5Y*

7.08%

10Y*

8.12%

*Annualized

Compare stocks, funds, or ETFs

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


FTXH vs. BBP - Expense Ratio Comparison

FTXH has a 0.60% expense ratio, which is lower than BBP's 0.79% expense ratio.


BBP
Virtus LifeSci Biotech Products ETF
Expense ratio chart for BBP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
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

FTXH vs. BBP — Risk-Adjusted Performance Rank

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

FTXH
The Risk-Adjusted Performance Rank of FTXH is 99
Overall Rank
The Sharpe Ratio Rank of FTXH is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXH is 88
Sortino Ratio Rank
The Omega Ratio Rank of FTXH is 88
Omega Ratio Rank
The Calmar Ratio Rank of FTXH is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FTXH is 99
Martin Ratio Rank

BBP
The Risk-Adjusted Performance Rank of BBP is 1212
Overall Rank
The Sharpe Ratio Rank of BBP is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of BBP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of BBP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of BBP is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BBP is 1111
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.

FTXH vs. BBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Virtus LifeSci Biotech Products ETF (BBP). 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.


Sharpe ratio
The chart of Sharpe ratio for FTXH, currently valued at 0.09, compared to the broader market0.002.004.000.090.25
The chart of Sortino ratio for FTXH, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.0012.000.210.48
The chart of Omega ratio for FTXH, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.06
The chart of Calmar ratio for FTXH, currently valued at 0.13, compared to the broader market0.005.0010.0015.000.130.26
The chart of Martin ratio for FTXH, currently valued at 0.25, compared to the broader market0.0020.0040.0060.0080.00100.000.250.62
FTXH
BBP

The current FTXH Sharpe Ratio is 0.09, which is lower than the BBP Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FTXH and BBP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.09
0.25
FTXH
BBP

Dividends

FTXH vs. BBP - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.62%, while BBP has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.62%1.66%1.56%1.10%1.03%0.82%0.67%0.92%2.18%0.19%0.00%
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%

Drawdowns

FTXH vs. BBP - Drawdown Comparison

The maximum FTXH drawdown since its inception was -32.11%, smaller than the maximum BBP drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for FTXH and BBP. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.82%
-6.42%
FTXH
BBP

Volatility

FTXH vs. BBP - Volatility Comparison

The current volatility for First Trust Nasdaq Pharmaceuticals ETF (FTXH) is 4.55%, while Virtus LifeSci Biotech Products ETF (BBP) has a volatility of 5.35%. This indicates that FTXH experiences smaller price fluctuations and is considered to be less risky than BBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.55%
5.35%
FTXH
BBP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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