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FTXH vs. VHT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXH vs. VHT - Performance Comparison

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

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FTXH vs. VHT - 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%
VHT
Vanguard Health Care ETF
-5.04%15.46%2.66%2.52%-5.60%20.57%18.29%21.87%5.58%23.26%

Returns By Period

In the year-to-date period, FTXH achieves a 4.48% return, which is significantly higher than VHT's -5.04% return.


FTXH

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

VHT

1D
2.24%
1M
-7.50%
YTD
-5.04%
6M
5.91%
1Y
4.70%
3Y*
6.16%
5Y*
5.09%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTXH vs. VHT - Expense Ratio Comparison

FTXH has a 0.60% expense ratio, which is higher than VHT's 0.10% expense ratio.


Return for Risk

FTXH vs. VHT — 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

VHT
VHT Risk / Return Rank: 2121
Overall Rank
VHT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VHT Sortino Ratio Rank: 2020
Sortino Ratio Rank
VHT Omega Ratio Rank: 1919
Omega Ratio Rank
VHT Calmar Ratio Rank: 2525
Calmar Ratio Rank
VHT Martin Ratio Rank: 2121
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. VHT - Risk-Adjusted Trends Comparison

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


FTXHVHTDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.27

+1.01

Sortino ratio

Return per unit of downside risk

1.78

0.49

+1.29

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.17

Calmar ratio

Return relative to maximum drawdown

1.95

0.51

+1.44

Martin ratio

Return relative to average drawdown

5.94

1.09

+4.85

FTXH vs. VHT - Sharpe Ratio Comparison

The current FTXH Sharpe Ratio is 1.28, which is higher than the VHT Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FTXH and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTXHVHTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.27

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.34

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.56

-0.18

Correlation

The correlation between FTXH and VHT is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FTXH vs. VHT - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.23%, less than VHT's 1.73% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
VHT
Vanguard Health Care ETF
1.73%1.61%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%

Drawdowns

FTXH vs. VHT - Drawdown Comparison

The maximum FTXH drawdown since its inception was -32.11%, smaller than the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for FTXH and VHT.


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Drawdown Indicators


FTXHVHTDifference

Max Drawdown

Largest peak-to-trough decline

-32.11%

-39.12%

+7.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-10.40%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

-17.71%

-1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-28.85%

Current Drawdown

Current decline from peak

-3.36%

-8.05%

+4.69%

Average Drawdown

Average peak-to-trough decline

-5.88%

-5.98%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

4.96%

-0.28%

Volatility

FTXH vs. VHT - Volatility Comparison

First Trust Nasdaq Pharmaceuticals ETF (FTXH) has a higher volatility of 6.24% compared to Vanguard Health Care ETF (VHT) at 5.10%. This indicates that FTXH's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTXHVHTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

5.10%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

10.28%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.10%

17.61%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

14.85%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

16.94%

+1.51%