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FTXH vs. LFSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTXH vs. LFSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Pharmaceuticals ETF (FTXH) and F/m Emerald Life Sciences Innovation ETF (LFSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTXH achieves a 7.62% return, which is significantly higher than LFSC's 6.73% return.


FTXH

1D
2.50%
1M
3.66%
YTD
7.62%
6M
9.20%
1Y
39.54%
3Y*
12.33%
5Y*
8.33%
10Y*

LFSC

1D
2.78%
1M
0.33%
YTD
6.73%
6M
3.09%
1Y
62.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXH vs. LFSC - Yearly Performance Comparison


2026 (YTD)20252024
FTXH
First Trust Nasdaq Pharmaceuticals ETF
7.62%24.15%-4.15%
LFSC
F/m Emerald Life Sciences Innovation ETF
6.73%56.54%-6.02%

Correlation

The correlation between FTXH and LFSC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2024

0.59

The correlation between FTXH and LFSC has been stable across timeframes, ranging from 0.59 to 0.60 - a consistent structural relationship.

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Return for Risk

FTXH vs. LFSC — Risk / Return Rank

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

FTXH
FTXH Risk / Return Rank: 7777
Overall Rank
FTXH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTXH Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTXH Omega Ratio Rank: 6767
Omega Ratio Rank
FTXH Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTXH Martin Ratio Rank: 8080
Martin Ratio Rank

LFSC
LFSC Risk / Return Rank: 7272
Overall Rank
LFSC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 7676
Sortino Ratio Rank
LFSC Omega Ratio Rank: 6767
Omega Ratio Rank
LFSC Calmar Ratio Rank: 7878
Calmar Ratio Rank
LFSC Martin Ratio Rank: 6161
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. LFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and F/m Emerald Life Sciences Innovation ETF (LFSC). 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.


FTXHLFSCDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.39

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

5.32

3.89

+1.42

Martin ratioReturn relative to average drawdown

15.35

10.85

+4.50

FTXH vs. LFSC - Sharpe Ratio Comparison

The current FTXH Sharpe Ratio is 2.32, which is comparable to the LFSC Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of FTXH and LFSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTXHLFSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.43

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.15

-0.76

Drawdowns

FTXH vs. LFSC - Drawdown Comparison

The maximum FTXH drawdown since its inception was -32.11%, which is greater than LFSC's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for FTXH and LFSC.


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Drawdown Indicators


FTXHLFSCDifference

Max Drawdown

Largest peak-to-trough decline

-32.11%

-29.74%

-2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-16.25%

+8.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

Current Drawdown

Current decline from peak

-0.45%

-0.89%

+0.44%

Average Drawdown

Average peak-to-trough decline

-5.84%

-7.80%

+1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

5.82%

-3.24%

Volatility

FTXH vs. LFSC - Volatility Comparison

The current volatility for First Trust Nasdaq Pharmaceuticals ETF (FTXH) is 5.38%, while F/m Emerald Life Sciences Innovation ETF (LFSC) has a volatility of 7.92%. This indicates that FTXH experiences smaller price fluctuations and is considered to be less risky than LFSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTXHLFSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

7.92%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

18.63%

-6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

26.07%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

28.94%

-12.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

28.94%

-10.51%

FTXH vs. LFSC - Expense Ratio Comparison

FTXH has a 0.60% expense ratio, which is higher than LFSC's 0.54% expense ratio.


Dividends

FTXH vs. LFSC - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.19%, while LFSC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.19%1.41%1.66%1.55%1.11%1.03%0.82%0.67%0.91%2.18%0.19%
LFSC
F/m Emerald Life Sciences Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FTXH and LFSC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFSC has higher volatility (7.92%) compared to FTXH (5.38%). In terms of maximum drawdown, FTXH dropped -32.11% vs LFSC's -29.74%.

On 1-year performance, LFSC leads with 62.95% vs 39.54% for FTXH. On fees, LFSC is cheaper at 0.54% per year. On volatility, FTXH has been the lower-risk option at 5.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LFSC has performed better with a 62.95% return vs 39.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LFSC is cheaper with a 0.54% expense ratio, compared with 0.60% for FTXH.

FTXH has the higher dividend yield at 1.19%, compared with 0.00% for LFSC.

They also come from different issuers: First Trust and F/m Investments. Their fees differ too: 0.60% for FTXH and 0.54% for LFSC.

LFSC currently has the higher Sharpe Ratio (2.43 vs 2.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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