PortfoliosLab logoPortfoliosLab logo
FTXH vs. FXH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXH vs. FXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Pharmaceuticals ETF (FTXH) and First Trust Health Care AlphaDEX Fund (FXH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTXH vs. FXH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTXH
First Trust Nasdaq Pharmaceuticals ETF
4.48%24.15%2.98%-1.41%2.55%6.14%11.73%22.13%-9.51%19.44%
FXH
First Trust Health Care AlphaDEX Fund
-3.39%10.16%0.96%-4.53%-12.24%15.20%28.00%22.26%-1.33%21.82%

Returns By Period

In the year-to-date period, FTXH achieves a 4.48% return, which is significantly higher than FXH's -3.39% return.


FTXH

1D
2.61%
1M
-3.36%
YTD
4.48%
6M
21.14%
1Y
26.79%
3Y*
11.30%
5Y*
7.36%
10Y*

FXH

1D
4.35%
1M
-5.40%
YTD
-3.39%
6M
0.38%
1Y
6.90%
3Y*
1.21%
5Y*
0.43%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. FXH - Expense Ratio Comparison

FTXH has a 0.60% expense ratio, which is lower than FXH's 0.61% expense ratio.


Return for Risk

FTXH vs. FXH — Risk / Return Rank

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

FTXH
FTXH Risk / Return Rank: 6868
Overall Rank
FTXH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTXH Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTXH Omega Ratio Rank: 6565
Omega Ratio Rank
FTXH Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTXH Martin Ratio Rank: 6060
Martin Ratio Rank

FXH
FXH Risk / Return Rank: 2424
Overall Rank
FXH Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FXH Sortino Ratio Rank: 2424
Sortino Ratio Rank
FXH Omega Ratio Rank: 2222
Omega Ratio Rank
FXH Calmar Ratio Rank: 2727
Calmar Ratio Rank
FXH Martin Ratio Rank: 2525
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.

FTXH vs. FXH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and First Trust Health Care AlphaDEX Fund (FXH). 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.


FTXHFXHDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.36

+0.92

Sortino ratio

Return per unit of downside risk

1.78

0.66

+1.12

Omega ratio

Gain probability vs. loss probability

1.24

1.08

+0.16

Calmar ratio

Return relative to maximum drawdown

1.95

0.61

+1.34

Martin ratio

Return relative to average drawdown

5.94

1.90

+4.04

FTXH vs. FXH - Sharpe Ratio Comparison

The current FTXH Sharpe Ratio is 1.28, which is higher than the FXH Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FTXH and FXH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTXHFXHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.36

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.03

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.50

-0.13

Correlation

The correlation between FTXH and FXH is 0.69, 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

FTXH vs. FXH - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.23%, more than FXH's 0.88% yield.


TTM2025202420232022202120202019201820172016
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.23%1.41%1.66%1.55%1.11%1.03%0.82%0.67%0.91%2.18%0.19%
FXH
First Trust Health Care AlphaDEX Fund
0.88%0.75%0.41%0.24%0.20%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTXH vs. FXH - Drawdown Comparison

The maximum FTXH drawdown since its inception was -32.11%, smaller than the maximum FXH drawdown of -43.70%. Use the drawdown chart below to compare losses from any high point for FTXH and FXH.


Loading graphics...

Drawdown Indicators


FTXHFXHDifference

Max Drawdown

Largest peak-to-trough decline

-32.11%

-43.70%

+11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-12.20%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

-29.49%

+9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-30.61%

Current Drawdown

Current decline from peak

-3.36%

-12.76%

+9.40%

Average Drawdown

Average peak-to-trough decline

-5.88%

-9.45%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

3.90%

+0.78%

Volatility

FTXH vs. FXH - Volatility Comparison

The current volatility for First Trust Nasdaq Pharmaceuticals ETF (FTXH) is 6.24%, while First Trust Health Care AlphaDEX Fund (FXH) has a volatility of 7.18%. This indicates that FTXH experiences smaller price fluctuations and is considered to be less risky than FXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTXHFXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

7.18%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

11.75%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.10%

19.22%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

16.46%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

18.46%

-0.01%