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

Performance

FTXH vs. IAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Pharmaceuticals ETF (FTXH) and iShares Core International Aggregate Bond ETF (IAGG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.45%
4.44%
FTXH
IAGG

Returns By Period

In the year-to-date period, FTXH achieves a 6.76% return, which is significantly higher than IAGG's 4.14% return.


FTXH

YTD

6.76%

1M

-0.59%

6M

6.44%

1Y

16.01%

5Y (annualized)

6.33%

10Y (annualized)

N/A

IAGG

YTD

4.14%

1M

0.54%

6M

4.43%

1Y

7.62%

5Y (annualized)

0.61%

10Y (annualized)

N/A

Key characteristics


FTXHIAGG
Sharpe Ratio1.232.00
Sortino Ratio1.753.06
Omega Ratio1.221.36
Calmar Ratio1.240.88
Martin Ratio4.5410.85
Ulcer Index3.52%0.70%
Daily Std Dev13.01%3.81%
Max Drawdown-32.11%-13.88%
Current Drawdown-4.86%-1.18%

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FTXH vs. IAGG - Expense Ratio Comparison

FTXH has a 0.60% expense ratio, which is higher than IAGG's 0.09% expense ratio.


FTXH
First Trust Nasdaq Pharmaceuticals ETF
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%
Expense ratio chart for IAGG: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Correlation

-0.50.00.51.00.0

The correlation between FTXH and IAGG is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

FTXH vs. IAGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and iShares Core International Aggregate Bond ETF (IAGG). 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 1.23, compared to the broader market0.002.004.001.232.00
The chart of Sortino ratio for FTXH, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.0012.001.753.06
The chart of Omega ratio for FTXH, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.36
The chart of Calmar ratio for FTXH, currently valued at 1.24, compared to the broader market0.005.0010.0015.001.240.88
The chart of Martin ratio for FTXH, currently valued at 4.54, compared to the broader market0.0020.0040.0060.0080.00100.004.5410.85
FTXH
IAGG

The current FTXH Sharpe Ratio is 1.23, which is lower than the IAGG Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FTXH and IAGG, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.23
2.00
FTXH
IAGG

Dividends

FTXH vs. IAGG - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.57%, less than IAGG's 3.41% yield.


TTM202320222021202020192018201720162015
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.57%1.56%1.10%1.03%0.82%0.67%0.92%2.18%0.19%0.00%
IAGG
iShares Core International Aggregate Bond ETF
3.41%3.55%2.28%1.16%1.95%2.82%3.02%1.74%1.56%0.13%

Drawdowns

FTXH vs. IAGG - Drawdown Comparison

The maximum FTXH drawdown since its inception was -32.11%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for FTXH and IAGG. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.86%
-1.18%
FTXH
IAGG

Volatility

FTXH vs. IAGG - Volatility Comparison

First Trust Nasdaq Pharmaceuticals ETF (FTXH) has a higher volatility of 5.46% compared to iShares Core International Aggregate Bond ETF (IAGG) at 0.89%. This indicates that FTXH's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
5.46%
0.89%
FTXH
IAGG