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LFSC vs. FBT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFSC vs. FBT - Performance Comparison

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

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LFSC vs. FBT - Yearly Performance Comparison


2026 (YTD)20252024
LFSC
F/m Emerald Life Sciences Innovation ETF
-4.45%56.54%-6.02%
FBT
First Trust Amex Biotechnology Index
-1.95%24.25%-1.66%

Returns By Period

In the year-to-date period, LFSC achieves a -4.45% return, which is significantly lower than FBT's -1.95% return.


LFSC

1D
6.16%
1M
-3.82%
YTD
-4.45%
6M
17.66%
1Y
55.83%
3Y*
5Y*
10Y*

FBT

1D
0.84%
1M
-1.41%
YTD
-1.95%
6M
9.21%
1Y
23.14%
3Y*
9.56%
5Y*
4.87%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LFSC vs. FBT - Expense Ratio Comparison

LFSC has a 0.54% expense ratio, which is lower than FBT's 0.57% expense ratio.


Return for Risk

LFSC vs. FBT — Risk / Return Rank

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

LFSC
LFSC Risk / Return Rank: 8686
Overall Rank
LFSC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 9090
Sortino Ratio Rank
LFSC Omega Ratio Rank: 8282
Omega Ratio Rank
LFSC Calmar Ratio Rank: 9191
Calmar Ratio Rank
LFSC Martin Ratio Rank: 7979
Martin Ratio Rank

FBT
FBT Risk / Return Rank: 4848
Overall Rank
FBT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FBT Sortino Ratio Rank: 5252
Sortino Ratio Rank
FBT Omega Ratio Rank: 4646
Omega Ratio Rank
FBT Calmar Ratio Rank: 4949
Calmar Ratio Rank
FBT Martin Ratio Rank: 4141
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.

LFSC vs. FBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Life Sciences Innovation ETF (LFSC) and First Trust Amex Biotechnology Index (FBT). 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.


LFSCFBTDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.95

+0.98

Sortino ratio

Return per unit of downside risk

2.65

1.45

+1.19

Omega ratio

Gain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratio

Return relative to maximum drawdown

3.20

1.34

+1.86

Martin ratio

Return relative to average drawdown

8.96

4.04

+4.92

LFSC vs. FBT - Sharpe Ratio Comparison

The current LFSC Sharpe Ratio is 1.93, which is higher than the FBT Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of LFSC and FBT, 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


LFSCFBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.95

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.50

+0.45

Correlation

The correlation between LFSC and FBT is 0.67, 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.


Dividends

LFSC vs. FBT - Dividend Comparison

Neither LFSC nor FBT has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%0.00%
FBT
First Trust Amex Biotechnology Index
0.00%0.00%0.71%0.00%0.00%1.37%0.00%0.00%0.00%0.00%0.00%0.12%

Drawdowns

LFSC vs. FBT - Drawdown Comparison

The maximum LFSC drawdown since its inception was -29.74%, smaller than the maximum FBT drawdown of -40.51%. Use the drawdown chart below to compare losses from any high point for LFSC and FBT.


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Drawdown Indicators


LFSCFBTDifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-40.51%

+10.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-14.26%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-29.05%

Max Drawdown (10Y)

Largest decline over 10 years

-32.37%

Current Drawdown

Current decline from peak

-11.08%

-8.73%

-2.35%

Average Drawdown

Average peak-to-trough decline

-8.25%

-11.22%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

4.71%

+1.09%

Volatility

LFSC vs. FBT - Volatility Comparison

F/m Emerald Life Sciences Innovation ETF (LFSC) has a higher volatility of 10.35% compared to First Trust Amex Biotechnology Index (FBT) at 8.73%. This indicates that LFSC's price experiences larger fluctuations and is considered to be riskier than FBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFSCFBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

8.73%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

19.97%

15.54%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

29.24%

24.78%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.31%

21.71%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.31%

24.06%

+5.25%