FTXH vs. IAGG
Compare and contrast key facts about First Trust Nasdaq Pharmaceuticals ETF (FTXH) and iShares Core International Aggregate Bond ETF (IAGG).
FTXH and IAGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IAGG is a passively managed fund by iShares that tracks the performance of the Barclays Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. It was launched on Nov 10, 2015. Both FTXH and IAGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXH or IAGG.
Key characteristics
| FTXH | IAGG | |
|---|---|---|
| YTD Return | 8.79% | 3.70% |
| 1Y Return | 20.51% | 8.67% |
| 3Y Return (Ann) | 3.22% | 0.05% |
| 5Y Return (Ann) | 7.49% | 0.55% |
| Sharpe Ratio | 1.64 | 2.18 |
| Sortino Ratio | 2.36 | 3.39 |
| Omega Ratio | 1.29 | 1.40 |
| Calmar Ratio | 1.48 | 0.90 |
| Martin Ratio | 6.13 | 12.25 |
| Ulcer Index | 3.32% | 0.70% |
| Daily Std Dev | 12.39% | 3.90% |
| Max Drawdown | -32.11% | -13.88% |
| Current Drawdown | -3.06% | -1.59% |
Correlation
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.
Performance
FTXH vs. IAGG - Performance Comparison
In the year-to-date period, FTXH achieves a 8.79% return, which is significantly higher than IAGG's 3.70% 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. IAGG - Expense Ratio Comparison
FTXH has a 0.60% expense ratio, which is higher than IAGG's 0.09% expense ratio.
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.
Dividends
FTXH vs. IAGG - Dividend Comparison
FTXH's dividend yield for the trailing twelve months is around 1.54%, less than IAGG's 3.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTXH First Trust Nasdaq Pharmaceuticals ETF | 1.54% | 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 | 3.43% | 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.
Volatility
FTXH vs. IAGG - Volatility Comparison
First Trust Nasdaq Pharmaceuticals ETF (FTXH) has a higher volatility of 3.56% compared to iShares Core International Aggregate Bond ETF (IAGG) at 1.01%. 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.