FTXH vs. VOO
Compare and contrast key facts about First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Vanguard S&P 500 ETF (VOO).
FTXH and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both FTXH and VOO 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 VOO.
Performance
FTXH vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FTXH achieves a 5.59% return, which is significantly lower than VOO's 26.16% return.
FTXH
5.59%
-2.27%
5.03%
14.73%
6.10%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| FTXH | VOO | |
|---|---|---|
| Sharpe Ratio | 1.18 | 2.70 |
| Sortino Ratio | 1.69 | 3.60 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 1.19 | 3.90 |
| Martin Ratio | 4.37 | 17.65 |
| Ulcer Index | 3.51% | 1.86% |
| Daily Std Dev | 12.98% | 12.19% |
| Max Drawdown | -32.11% | -33.99% |
| Current Drawdown | -5.91% | -0.86% |
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FTXH vs. VOO - Expense Ratio Comparison
FTXH has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between FTXH and VOO is 0.53, 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.
Risk-Adjusted Performance
FTXH vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
FTXH's dividend yield for the trailing twelve months is around 1.59%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXH First Trust Nasdaq Pharmaceuticals ETF | 1.59% | 1.56% | 1.10% | 1.03% | 0.82% | 0.67% | 0.92% | 2.18% | 0.19% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FTXH vs. VOO - Drawdown Comparison
The maximum FTXH drawdown since its inception was -32.11%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FTXH and VOO. For additional features, visit the drawdowns tool.
Volatility
FTXH vs. VOO - Volatility Comparison
First Trust Nasdaq Pharmaceuticals ETF (FTXH) has a higher volatility of 5.35% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that FTXH's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.