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IXJ vs. LMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXJ vs. LMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Healthcare ETF (IXJ) and First Trust Low Duration Mortgage Opportunities ETF (LMBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXJ achieves a -5.26% return, which is significantly lower than LMBS's 1.24% return. Over the past 10 years, IXJ has outperformed LMBS with an annualized return of 7.66%, while LMBS has yielded a comparatively lower 2.67% annualized return.


IXJ

1D
0.39%
1M
0.34%
YTD
-5.26%
6M
-4.88%
1Y
9.30%
3Y*
4.42%
5Y*
4.02%
10Y*
7.66%

LMBS

1D
-0.10%
1M
0.11%
YTD
1.24%
6M
1.47%
1Y
6.09%
3Y*
5.73%
5Y*
3.03%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXJ vs. LMBS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXJ
iShares Global Healthcare ETF
-5.26%14.99%0.55%3.62%-4.94%19.60%12.74%23.23%2.83%20.44%
LMBS
First Trust Low Duration Mortgage Opportunities ETF
1.24%7.05%5.15%6.10%-3.07%-0.91%1.64%4.10%1.62%1.68%

Correlation

The correlation between IXJ and LMBS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2014

0.05

Over the past year, IXJ and LMBS have become more correlated (0.34) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

IXJ vs. LMBS — Risk / Return Rank

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

IXJ
IXJ Risk / Return Rank: 1919
Overall Rank
IXJ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 2020
Sortino Ratio Rank
IXJ Omega Ratio Rank: 1818
Omega Ratio Rank
IXJ Calmar Ratio Rank: 2020
Calmar Ratio Rank
IXJ Martin Ratio Rank: 1919
Martin Ratio Rank

LMBS
LMBS Risk / Return Rank: 8888
Overall Rank
LMBS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LMBS Sortino Ratio Rank: 9393
Sortino Ratio Rank
LMBS Omega Ratio Rank: 9292
Omega Ratio Rank
LMBS Calmar Ratio Rank: 8181
Calmar Ratio Rank
LMBS Martin Ratio Rank: 8686
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.

IXJ vs. LMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare ETF (IXJ) and First Trust Low Duration Mortgage Opportunities ETF (LMBS). 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.


IXJLMBSDifference

Sharpe ratio

Return per unit of total volatility

0.64

3.10

-2.46

Sortino ratio

Return per unit of downside risk

1.06

4.79

-3.74

Omega ratio

Gain probability vs. loss probability

1.12

1.62

-0.50

Calmar ratio

Return relative to maximum drawdown

0.87

4.28

-3.41

Martin ratio

Return relative to average drawdown

2.11

18.25

-16.13

IXJ vs. LMBS - Sharpe Ratio Comparison

The current IXJ Sharpe Ratio is 0.64, which is lower than the LMBS Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of IXJ and LMBS, 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


IXJLMBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

3.10

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

1.19

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

1.14

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.13

-0.71

Drawdowns

IXJ vs. LMBS - Drawdown Comparison

The maximum IXJ drawdown since its inception was -40.60%, which is greater than LMBS's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for IXJ and LMBS.


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Drawdown Indicators


IXJLMBSDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-6.49%

-34.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-1.43%

-9.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-1.72%

-16.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-6.12%

-12.02%

Max Drawdown (10Y)

Largest decline over 10 years

-27.35%

-6.49%

-20.86%

Current Drawdown

Current decline from peak

-9.27%

-0.34%

-8.93%

Average Drawdown

Average peak-to-trough decline

-6.92%

-0.80%

-6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

0.33%

+4.08%

Volatility

IXJ vs. LMBS - Volatility Comparison

iShares Global Healthcare ETF (IXJ) has a higher volatility of 3.75% compared to First Trust Low Duration Mortgage Opportunities ETF (LMBS) at 0.68%. This indicates that IXJ's price experiences larger fluctuations and is considered to be riskier than LMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXJLMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

0.68%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

1.45%

+8.60%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

1.97%

+12.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

2.56%

+11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

2.36%

+13.31%

IXJ vs. LMBS - Expense Ratio Comparison

IXJ has a 0.46% expense ratio, which is lower than LMBS's 0.68% expense ratio.


Dividends

IXJ vs. LMBS - Dividend Comparison

IXJ's dividend yield for the trailing twelve months is around 1.47%, less than LMBS's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
IXJ
iShares Global Healthcare ETF
1.47%1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.85%
LMBS
First Trust Low Duration Mortgage Opportunities ETF
4.10%4.08%4.28%3.96%2.22%2.04%2.27%2.55%2.76%2.73%2.84%3.03%

Frequently Asked Questions


IXJ and LMBS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXJ has higher volatility (3.75%) compared to LMBS (0.68%). In terms of maximum drawdown, IXJ dropped -40.60% vs LMBS's -6.49%.

On 10-year performance, IXJ leads with 7.66% vs 2.67% for LMBS. On fees, IXJ is cheaper at 0.46% per year. On volatility, LMBS has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IXJ has performed better with a 7.66% return vs 2.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXJ is cheaper with a 0.46% expense ratio, compared with 0.68% for LMBS.

LMBS has the higher dividend yield at 4.10%, compared with 1.47% for IXJ.

IXJ is categorized as Health & Biotech Equities, while LMBS is Mortgage Backed Securities. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.46% for IXJ and 0.68% for LMBS.

LMBS currently has the higher Sharpe Ratio (3.10 vs 0.64), 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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