LGH vs. FTHI
LGH (HCM Defender 500 Index ETF) and FTHI (First Trust BuyWrite Income ETF) are both exchange-traded funds - LGH is a Large Cap Blend Equities fund tracking the HCM Defender 500 Index, while FTHI is a Derivative Income fund actively managed by First Trust. LGH is passively managed, while FTHI is actively managed. Over the past 5 years, LGH returned 11.27%/yr vs 10.17%/yr for FTHI. A 0.76 correlation means they provide meaningful diversification when combined. LGH charges 1.23%/yr vs 0.85%/yr for FTHI.
Performance
LGH vs. FTHI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LGH having a 4.82% return and FTHI slightly lower at 4.79%.
LGH
- 1D
- -0.92%
- 1M
- 7.14%
- YTD
- 4.82%
- 6M
- 4.52%
- 1Y
- 26.30%
- 3Y*
- 20.78%
- 5Y*
- 11.27%
- 10Y*
- —
FTHI
- 1D
- -0.17%
- 1M
- 1.75%
- YTD
- 4.79%
- 6M
- 5.22%
- 1Y
- 16.43%
- 3Y*
- 14.50%
- 5Y*
- 10.17%
- 10Y*
- 8.54%
LGH vs. FTHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LGH HCM Defender 500 Index ETF | 4.82% | 19.47% | 27.00% | 24.19% | -27.37% | 39.92% | 18.51% | 11.06% |
FTHI First Trust BuyWrite Income ETF | 4.79% | 11.03% | 19.02% | 20.72% | -4.37% | 13.95% | -7.13% | 3.61% |
Correlation
The correlation between LGH and FTHI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019 | 0.76 |
The correlation between LGH and FTHI shifts across timeframes, from 0.76 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LGH vs. FTHI — Risk / Return Rank
LGH
FTHI
LGH vs. FTHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) and First Trust BuyWrite Income ETF (FTHI). 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.
| LGH | FTHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.02 | -0.68 |
| Martin ratioReturn relative to average drawdown | 7.55 | 13.19 | -5.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGH | FTHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.87 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.76 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.53 | +0.27 |
Drawdowns
LGH vs. FTHI - Drawdown Comparison
The maximum LGH drawdown since its inception was -29.60%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for LGH and FTHI.
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Drawdown Indicators
| LGH | FTHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.60% | -32.65% | +3.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -5.47% | -5.82% |
Max Drawdown (3Y)Largest decline over 3 years | -18.42% | -15.92% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -16.70% | -12.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -0.92% | -0.17% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -3.68% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 1.25% | +2.24% |
Volatility
LGH vs. FTHI - Volatility Comparison
HCM Defender 500 Index ETF (LGH) has a higher volatility of 4.07% compared to First Trust BuyWrite Income ETF (FTHI) at 1.67%. This indicates that LGH's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGH | FTHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 1.67% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.86% | 7.05% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 8.81% | +6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 13.44% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.78% | 14.33% | +5.45% |
LGH vs. FTHI - Expense Ratio Comparison
LGH has a 1.23% expense ratio, which is higher than FTHI's 0.85% expense ratio.
Dividends
LGH vs. FTHI - Dividend Comparison
LGH's dividend yield for the trailing twelve months is around 0.37%, less than FTHI's 8.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHI First Trust BuyWrite Income ETF | 8.73% | 8.70% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% |
LGH HCM Defender 500 Index ETF | 0.37% | 0.38% | 0.40% | 0.63% | 0.61% | 0.14% | 0.23% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LGH and FTHI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGH has higher volatility (4.07%) compared to FTHI (1.67%). In terms of maximum drawdown, LGH dropped -29.60% vs FTHI's -32.65%.
On 5-year performance, LGH leads with 11.27% vs 10.17% for FTHI. On fees, FTHI is cheaper at 0.85% per year. On volatility, FTHI has been the lower-risk option at 1.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LGH has performed better with a 11.27% return vs 10.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FTHI is cheaper with a 0.85% expense ratio, compared with 1.23% for LGH.
FTHI has the higher dividend yield at 8.73%, compared with 0.37% for LGH.
LGH is categorized as Large Cap Blend Equities, while FTHI is Derivative Income. They also come from different issuers: Howard Capital Management and First Trust. Their fees differ too: 1.23% for LGH and 0.85% for FTHI.
FTHI currently has the higher Sharpe Ratio (1.87 vs 1.72), 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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