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GNOM vs. LFSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNOM vs. LFSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology ETF (GNOM) 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

The year-to-date returns for both stocks are quite close, with GNOM having a 20.90% return and LFSC slightly lower at 20.52%.


GNOM

1D
2.19%
1M
16.88%
YTD
20.90%
6M
16.82%
1Y
66.61%
3Y*
4.83%
5Y*
-10.28%
10Y*

LFSC

1D
1.94%
1M
14.28%
YTD
20.52%
6M
12.35%
1Y
78.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNOM vs. LFSC - Yearly Performance Comparison


2026 (YTD)20252024
GNOM
Global X Genomics & Biotechnology ETF
20.90%18.65%-8.20%
LFSC
F/m Emerald Life Sciences Innovation ETF
20.52%56.54%-6.51%

Correlation

The correlation between GNOM and LFSC is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2024

0.77

The correlation between GNOM and LFSC has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

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Return for Risk

GNOM vs. LFSC — Risk / Return Rank

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

GNOM
GNOM Risk / Return Rank: 7878
Overall Rank
GNOM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
GNOM Sortino Ratio Rank: 8585
Sortino Ratio Rank
GNOM Omega Ratio Rank: 7474
Omega Ratio Rank
GNOM Calmar Ratio Rank: 8080
Calmar Ratio Rank
GNOM Martin Ratio Rank: 6767
Martin Ratio Rank

LFSC
LFSC Risk / Return Rank: 8888
Overall Rank
LFSC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 9292
Sortino Ratio Rank
LFSC Omega Ratio Rank: 8787
Omega Ratio Rank
LFSC Calmar Ratio Rank: 9090
Calmar Ratio Rank
LFSC Martin Ratio Rank: 7979
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.

GNOM vs. LFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GNOMLFSCDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.38

1.47

-0.09

Calmar ratioReturn relative to maximum drawdown

3.68

4.87

-1.19

Martin ratioReturn relative to average drawdown

10.57

13.60

-3.02

GNOM vs. LFSC - Sharpe Ratio Comparison

The current GNOM Sharpe Ratio is 2.44, which is comparable to the LFSC Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of GNOM 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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Drawdowns

GNOM vs. LFSC - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, which is greater than LFSC's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for GNOM and LFSC.


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Drawdown Indicators


GNOMLFSCDifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

-29.74%

-45.26%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-16.25%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-44.24%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

Current Drawdown

Current decline from peak

-50.04%

0.00%

-50.04%

Average Drawdown

Average peak-to-trough decline

-40.64%

-7.54%

-33.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

5.81%

+0.51%

Volatility

GNOM vs. LFSC - Volatility Comparison

Global X Genomics & Biotechnology ETF (GNOM) has a higher volatility of 9.74% compared to F/m Emerald Life Sciences Innovation ETF (LFSC) at 7.96%. This indicates that GNOM's price experiences larger fluctuations and is considered to be riskier 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


GNOMLFSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.74%

7.96%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

20.61%

18.82%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

27.40%

26.59%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.70%

28.88%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.18%

28.88%

+5.30%

GNOM vs. LFSC - Expense Ratio Comparison

GNOM has a 0.50% expense ratio, which is lower than LFSC's 0.54% expense ratio.


Dividends

GNOM vs. LFSC - Dividend Comparison

GNOM's dividend yield for the trailing twelve months is around 1.14%, while LFSC has not paid dividends to shareholders.


PositionTTM202520242023202220212020
GNOM
Global X Genomics & Biotechnology ETF
1.14%1.37%0.00%0.00%0.00%0.03%0.14%
LFSC
F/m Emerald Life Sciences Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GNOM and LFSC have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNOM has higher volatility (9.74%) compared to LFSC (7.96%). In terms of maximum drawdown, GNOM dropped -75.00% vs LFSC's -29.74%.

On 1-year performance, LFSC leads with 78.76% vs 66.61% for GNOM. On fees, GNOM is cheaper at 0.50% per year. On volatility, LFSC has been the lower-risk option at 7.96%. 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 78.76% return vs 66.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GNOM is cheaper with a 0.50% expense ratio, compared with 0.54% for LFSC.

GNOM has the higher dividend yield at 1.14%, compared with 0.00% for LFSC.

They also come from different issuers: Global X and F/m Investments. Their fees differ too: 0.50% for GNOM and 0.54% for LFSC.

LFSC currently has the higher Sharpe Ratio (2.98 vs 2.44), 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.

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