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LFSC vs. HTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFSC vs. HTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Life Sciences Innovation ETF (LFSC) and ROBO Global Healthcare Technology and Innovation ETF (HTEC). The values are adjusted to include any dividend payments, if applicable.

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LFSC vs. HTEC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LFSC achieves a -4.62% return, which is significantly higher than HTEC's -5.59% return.


LFSC

1D
-0.19%
1M
-3.88%
YTD
-4.62%
6M
18.37%
1Y
59.47%
3Y*
5Y*
10Y*

HTEC

1D
0.99%
1M
-5.56%
YTD
-5.59%
6M
6.46%
1Y
24.74%
3Y*
4.14%
5Y*
-5.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LFSC vs. HTEC - Expense Ratio Comparison

LFSC has a 0.54% expense ratio, which is lower than HTEC's 0.68% expense ratio.


Return for Risk

LFSC vs. HTEC — Risk / Return Rank

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

LFSC
LFSC Risk / Return Rank: 8787
Overall Rank
LFSC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 9191
Sortino Ratio Rank
LFSC Omega Ratio Rank: 8484
Omega Ratio Rank
LFSC Calmar Ratio Rank: 9090
Calmar Ratio Rank
LFSC Martin Ratio Rank: 7878
Martin Ratio Rank

HTEC
HTEC Risk / Return Rank: 5353
Overall Rank
HTEC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HTEC Sortino Ratio Rank: 6060
Sortino Ratio Rank
HTEC Omega Ratio Rank: 5050
Omega Ratio Rank
HTEC Calmar Ratio Rank: 5252
Calmar Ratio Rank
HTEC Martin Ratio Rank: 4747
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. HTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Life Sciences Innovation ETF (LFSC) and ROBO Global Healthcare Technology and Innovation ETF (HTEC). 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.


LFSCHTECDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.04

+1.02

Sortino ratio

Return per unit of downside risk

2.79

1.60

+1.20

Omega ratio

Gain probability vs. loss probability

1.35

1.20

+0.15

Calmar ratio

Return relative to maximum drawdown

3.42

1.42

+2.00

Martin ratio

Return relative to average drawdown

9.51

4.73

+4.78

LFSC vs. HTEC - Sharpe Ratio Comparison

The current LFSC Sharpe Ratio is 2.06, which is higher than the HTEC Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of LFSC and HTEC, 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


LFSCHTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.04

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.20

+0.74

Correlation

The correlation between LFSC and HTEC is 0.71, 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

LFSC vs. HTEC - Dividend Comparison

LFSC has not paid dividends to shareholders, while HTEC's dividend yield for the trailing twelve months is around 1.04%.


TTM20252024202320222021
LFSC
F/m Emerald Life Sciences Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.00%
HTEC
ROBO Global Healthcare Technology and Innovation ETF
1.04%0.98%0.00%0.00%0.00%0.05%

Drawdowns

LFSC vs. HTEC - Drawdown Comparison

The maximum LFSC drawdown since its inception was -29.74%, smaller than the maximum HTEC drawdown of -57.53%. Use the drawdown chart below to compare losses from any high point for LFSC and HTEC.


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Drawdown Indicators


LFSCHTECDifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-57.53%

+27.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-16.31%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-56.10%

Current Drawdown

Current decline from peak

-11.25%

-35.06%

+23.81%

Average Drawdown

Average peak-to-trough decline

-8.26%

-28.86%

+20.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

4.91%

+0.93%

Volatility

LFSC vs. HTEC - Volatility Comparison

F/m Emerald Life Sciences Innovation ETF (LFSC) has a higher volatility of 10.08% compared to ROBO Global Healthcare Technology and Innovation ETF (HTEC) at 7.95%. This indicates that LFSC's price experiences larger fluctuations and is considered to be riskier than HTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFSCHTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

7.95%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

14.32%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

29.12%

23.83%

+5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.27%

24.29%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.27%

25.52%

+3.75%