FTXH vs. FXAIX
Compare and contrast key facts about First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Fidelity 500 Index Fund (FXAIX).
FTXH is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Pharmaceuticals Index. It was launched on Sep 20, 2016. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXH or FXAIX.
Key characteristics
| FTXH | FXAIX | |
|---|---|---|
| YTD Return | 10.58% | 27.28% |
| 1Y Return | 22.34% | 37.86% |
| 3Y Return (Ann) | 3.79% | 10.36% |
| 5Y Return (Ann) | 7.84% | 16.05% |
| Sharpe Ratio | 1.87 | 3.24 |
| Sortino Ratio | 2.67 | 4.29 |
| Omega Ratio | 1.33 | 1.61 |
| Calmar Ratio | 1.66 | 4.74 |
| Martin Ratio | 6.91 | 21.47 |
| Ulcer Index | 3.31% | 1.86% |
| Daily Std Dev | 12.30% | 12.29% |
| Max Drawdown | -32.11% | -33.79% |
| Current Drawdown | -1.47% | 0.00% |
Correlation
The correlation between FTXH and FXAIX is 0.53, 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.
Performance
FTXH vs. FXAIX - Performance Comparison
In the year-to-date period, FTXH achieves a 10.58% return, which is significantly lower than FXAIX's 27.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTXH vs. FXAIX - Expense Ratio Comparison
FTXH has a 0.60% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
FTXH vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
FTXH vs. FXAIX - Dividend Comparison
FTXH's dividend yield for the trailing twelve months is around 1.52%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXH First Trust Nasdaq Pharmaceuticals ETF | 1.52% | 1.56% | 1.10% | 1.03% | 0.82% | 0.67% | 0.92% | 2.18% | 0.19% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FTXH vs. FXAIX - Drawdown Comparison
The maximum FTXH drawdown since its inception was -32.11%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FTXH and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FTXH vs. FXAIX - Volatility Comparison
The current volatility for First Trust Nasdaq Pharmaceuticals ETF (FTXH) is 3.14%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.88%. This indicates that FTXH experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.